This work is devoted to the studies of a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa--Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. We increase the regularity of the value function considered in our previous paper, which is known to be the viscosity solution. We prove that for a two-peakon Hamiltonian such solutions are actually $1/2$-Hölder continuous in space and time-Lipschitz continuous. The time-Lipschitz regularity is proven in any dimension $N\geq 1$. Such a regularity is already known in the one-dimensional simplifications, moreover it is the best possible, as was shown in our previous papers.
We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. Such a problem does not fall into the standard theory of viscosity solutions. Also viability related results, sometimes used to deal with degenerate Hamiltonians, do not seem applicable in our case. We prove the global existence of a viscosity solution by looking at the associated optimal control problem and showing that…
We show that wave breaking occurs for the modified Camassa-Holm (mCH) equation. Next we classify all traveling wave solutions of the modified Camassa-Holm equation in the weak sense via parametrization of their maxima, minima and wave velocity constants. This equation is shown to admit in addition to more popular solutions like smooth traveling waves and peakons, some not so well-known traveling waves as, for example, kinks, cuspons, composite waves and stumpons. Moreover, explicit peakons in terms of Jacobian elliptic functions are found.
Using the tri-hamiltonian splitting method, the authors of [Anco and Mobasheramini, Physica D, 355:1--23, 2017] derived two $U(1)$-invariant nonlinear PDEs that arise from the hierarchy of the nonlinear Schrödinger equation and admit peakons ($non-smooth\ solitons$). In the present paper, these two peakon PDEs are generalized to a family of $U(1)$-invariant peakon PDEs parametrized by the real projective line $ \mathbf{RP} ^1$. All equations in this family are shown to posses $conservative\ peakon \ solutions$ (whose Sobolev $H^1(\mathbf{R})$ norm is time invariant). The Hamiltonian structure …
In this paper, we study traveling wave solutions and peakon weak solutions of the modified Camassa-Holm (mCH) equation with dispersive term $2ku_x$ for $k\in\mathbb{R}$. We study traveling wave solutions through a Hamiltonian system obtained from the mCH equation by using a nonlinear transformation. The typical traveling wave solutions given by this Hamiltonian system are unbounded or multi-valued. We provide a method, called patching technic, to truncate these traveling wave solutions and patch different segments to obtain patched bounded single-valued peakon weak solutions which satisfy jump…
In this paper, we study orbital stability of peakons for the generalized modified Camassa-Holm (gmCH) equation, which is a natural higher-order generalization of the modified Camassa-Holm (mCH) equation, and admits Hamiltonian form and single peakons. We first show that the single peakon is the usual weak solution of the PDEs. Some sign invariant properties and conserved densities are presented. Next, by constructing the corresponding auxiliary function $h(t,\,x)$ and establishing a delicate polynomial inequality relating to the two conserved densities with the maximal value of approximate sol…
We consider a two-component Hamiltonian system of partial differential equations with quadratic nonlinearities introduced by Popowicz, which has the form of a coupling between the Camassa-Holm and Degasperis-Procesi equations. Despite having reductions to these two integrable partial differential equations, the Popowicz system itself is not integrable. Nevertheless, as one of the authors showed with Irle, it admits distributional solutions of peaked soliton (peakon) type, with the dynamics of $N$ peakons being determined by a Hamiltonian system on a phase space of dimension $3N$. As well as th…
Consideration here is a generalized $μ$-type integrable equation, which can be regarded as a generalization to both the $μ$-Camassa-Holm and modified $μ$-Camassa-Holm equations. It is shown that the proposed equation is formally integrable with the Lax-pair and the bi-Hamiltonian structure and its scale limit is an integrable model of hydrodynamical systems describing short capillary-gravity waves. Local well-posedness of the Cauchy problem in the suitable Sobolev space is established by the viscosity method. Existence of peaked traveling-wave solutions and formation of singularities of soluti…
Considered herein is a multi-component Novikov equation, which admits bi-Hamiltonian structure, infinitely many conserved quantities and peaked solutions. In this paper, we deduce two blow-up criteria for this system and global existence for some two-component case in $H^s$. Finally we verify that the system possesses peakons and periodic peakons.
The modified Camassa-Holm equation (also called FORQ) is one of numerous $cousins$ of the Camassa-Holm equation possessing non-smoth solitons ($peakons$) as special solutions. The peakon sector of solutions is not uniquely defined: in one peakon sector (dissapative) the Sobolev $H^1$ norm is not preserved, in the other sector (conservative), introduced in [2], the time evolution of peakons leaves the $H^1$ norm invariant. In this Letter, it is shown that the conservative peakon equations of the modified Camassa-Holm can be given an appropriate Poisson structure relative to which the equations …
We consider singular solutions of a system of two cross-coupled Camassa-Holm (CCCH) equations. This CCCH system admits peakon solutions, but it is not in the two-component CH integrable hierarchy. The system is a pair of coupled Hamiltonian partial differential equations for two types of solutions on the real line, each of which separately possesses exp(-|x|) peakon solutions with a discontinuity in the first derivative at the peak. However, there are no self-interactions, so each of the two types of peakon solutions moves only under the induced velocity of the other type. We analyse the `walt…
The Lax pair formulation of the two-component Camassa-Holm equation (CH2) is generalized to produce an integrable multi-component family, CH(n,k), of equations with $n$ components and $1\le |k|\le n$ velocities. All of the members of the CH(n,k) family show fluid-dynamics properties with coherent solitons following particle characteristics. We determine their Lie-Poisson Hamiltonian structures and give numerical examples of their soliton solution behaviour. We concentrate on the CH(2,k) family with one or two velocities, including the CH(2,-1) equation in the Dym position of the CH2 hierarchy.…
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to understand the averaging effect for fully nonlinear degenerate elliptic equations. In this work, we restrict ourselves to the case of Hamilton-Jacobi equations. The second author has already established averaging results for Hamilton-Jacobi equations with convex Hamiltonians ($G$ below) under the classical formulation of the Dirichlet condition. Here we treat the Di…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
We discuss various kinds of representation formulas for the viscosity solutions of the contact type Hamilton-Jacobi equations by using the Herglotz' variational principle.
We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a Hamilton-Jacobi equation outside the origin, with the same effective Hamiltonian as in periodic homogenization, supplemented at the origin with an effective Dirichlet condition that keeps track of the perturbation. Various comments and extensions are discussed.
We prove the comparison principle for viscosity sub and super solutions of degenerate nonlocal operators with general nonlocal gradient nonlinearities. The proofs apply to purely Hamilton-Jacobi equations of order $0<s<1$.
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic scale tends to zero, average to a deterministic scalar Hamilton-Jacobi equation. However, our methods also apply to systems which do not collapse and, as the microscopic scale tends to zero, average to a deterministic system of Hamilton-Jacobi equations.
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with a convex non-degenerate hamiltonian and Bohr almost periodic initial data decays to its infimum as time $t\to+\infty$.
In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a sequence of quasiconcave Hamiltonians through the min-max formula. We provide a monotonicity assumption on the contact values between those stably paired Hamiltonians so as to guarantee the stochastic homogenzation.
We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.
This article is dedicated to the proof of C^α regularization effects of Hamilton- Jacobi equations. The proof is based on the De Giorgi method. The regularization is independent on the regularity of the Hamiltonian.
Multipeakons are special solutions to the Camassa-Holm equation described by an integrable geodesic flow on a Riemannian manifold. We present a bi-Hamiltonian formulation of the system explicitly and write down formulae for the associated first integrals. Then we exploit the first integrals and present a novel approach to the problem of the dissipative prolongations of multipeakons after the collision time. We prove that an $n$-peakon after a collision becomes an $n-1$-peakon for which the momentum is preserved.
In recent years, there have been many contributions to the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto [Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample. J. Math. Pures Appl. (9) 128 (2019), 330-338] has shown an example of the Hamilton-Jacobi equation having non-convex Hamiltonian in the gradient variable, for which the full convergence of the solutions does not hold as the discount factor tends to zero. We give an example of the nonlinear monotone system of Hamilton-Jacobi equations having …
We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic Mather measures by naturally using the nonlinear adjoint method, and deriving a commutation lemma. This convergence result was first achieved by Davini, Fathi, Iturriaga, and Zavidovique for the first order Hamilton--Jacobi equation.
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional Hamilton-Jacobi equation obtained via nonlinear adjoint method and sharp estimates in Sobolev and Hölder spaces for the corresponding linear problem.
We study a cell problem arising in homogenization for a Hamilton-Jacobi equation whose Hamiltonian is not coercive. We introduce a generalized notion of effective Hamiltonians by approximating the equation and characterize the solvability of the cell problem in terms of the generalized effective Hamiltonian. Under some sufficient conditions, the result is applied to the associated homogenization problem. We also show that homogenization for non-coercive equations fails in general.
We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on an inverse Hölder inequality. Applications to mean field games are discussed.
Cagnetti, Gomes, Mitake and Tran (2013) introduced a new idea to study the large time behavior for degenerate viscous Hamilton--Jacobi equations. In this paper, we apply the method to study the large-time behavior of the solution to the obstacle problem for degenerate viscous Hamilton--Jacobi equations. We establish the convergence result under rather general assumptions.
In this paper, we will prove the random homogenization of general coercive non-convex Hamilton-Jacobi equations in one dimensional case. This extends the result of Armstrong, Tran and Yu when the Hamiltonian has a separable form $H(p,x,ω)=H(p)+V(x,ω)$ for any coercive $H(p)$.
Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex Hamiltonians has thus far not been studied. We begin our study by examining a generalized discounted Hamilton-Jacobi equation. Next, using an exponential transformation, we apply our methods to strictly quasi-convex and to some non-convex Hamilton-Jacobi equations. Finally, we examine a non-convex Hamiltonian with flat parts to which our results do not dire…
This paper is concerned with the asymptotic analysis of infinite systems of weakly coupled stationary Hamilton-Jacobi-Bellman equations as the discount factor tends to zero. With a specific Hamiltonian, we show the convergence of the solution and prove the solvability of the corresponding ergodic problem.
We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to zero. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton--Jacobi systems and on suitable random representation formulae for the discounted solutions.
We investigate asymptotic behaviors of a metric viscosity solution of a Hamilton-Jacobi equation defined on a general metric space in Gangbo-Świȩch sense. Our results include general stability and large time behavior of the solution.
We study Hamilton-Jacobi equations in [0, +$\infty$) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we give two main results. First, we prove a classification of boundary condition result for a nonconvex, coercive Hamiltonian, in the spirit of the flux-limited formulation for quasi-convex Hamilton-Jacobi equations on networks recently introduced by Imbert and Monneau. Second, we give a comparison principle for a nonconvex and noncoercive Hamiltonian where the …
We obtain space-time Hölder regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.
In recent years there has been intense interest in the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto has recently given an example of the Hamilton-Jacobi equation having non-convex Hamiltonian in the gradient variable, for which the full convergence of the solutions does not hold as the discount factor tends to zero. We give here an explicit example of nonlinear monotone systems of Hamilton-Jacobi equations having convex Hamiltonians in the gradient variable, for which the full convergence of the solutions fails as the discount factor…
We present a simple new proof for the stochastic homogenization of quasiconvex (level-set convex) Hamilton-Jacobi equations set in stationary ergodic environments. Our approach, which is new even in the convex case, yields more information about the qualitative behavior of the effective nonlinearity.
We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi Equation with Neumann boundary condition and initial data a continious function. Then, we study the large time behavior of the solutions.
This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive Hamiltonian.
We prove that if a sequence of pairs of smooth commuting Hamiltonians converge in the $C^0$ topology to a pair of smooth Hamiltonians, these commute. This allows us define the notion of commuting continuous Hamiltonians. As an application we extend some results of Barles and Tourin on multi-time Hamilton-Jacobi equations to a more general setting.
Capuzzo-Dolcetta and Ishii proved that the rate of periodic homogenization for coercive Hamilton-Jacobi equations is $O(\varepsilon^{1/3})$. We complement this result by constructing examples of coercive nonconvex Hamiltonians whose rate of periodic homogenization is $Ω(\varepsilon^{1/2})$.
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a homological term to the Hamiltonian. In metric measure spaces which satisfy the $RCD(K,\infty)$ condition one can define a Laplacian which shares many properties with the ordinary Laplacian on $\R^n$; in particular, it is possible to formulate a viscous Hamilton-Jacobi equation. We show that, if the homological term is sufficiently regular, the viscous Hamilton…
We describe the family of initial conditions for Hamilton-Jacobi equations (HJE) corresponding to optimal control problems that can be retrieved by solving HJE backward in time.
We prove stochastic homogenization for a general class of coercive, nonconvex Hamilton-Jacobi equations in one space dimension. Some properties of the effective Hamiltonian arising in the nonconvex case are also discussed.
We give an example of a stochastic Hamilton-Jacobi equation $du = H(Du) dξ$ which has an infinite speed of propagation as soon as the driving signal $ξ$ is not of bounded variation.
The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problems arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a set-valued Hamilton-Jacobi equation is derived, where the Hamiltonian function is the Fenchel conjugate of the Lagrangian function. In this paper a method of characteristics is described and some results are given for the Fenchel conjugate.
This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such as Riemannian geometry, Hamiltonian dynamical systems and partial differential equations.
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of convergence with overwhelming probability under certain structural conditions on the Hamiltonian.
The viscosity solution of the Hamilton-Jacobi equation was constructed by an "iterated minimax" procedure. Using Dafermos' front tracking method, we give another proof of this construction in the case of Hamilton-Jacobi equations in one space dimension. This allows us to get a better understanding in this case of the singularities of the viscosity solution.
We study the Lasry-Lions approximation using the kernel determined by the fundamental solution with respect to a time-dependent Tonelli Lagrangian. This approximation process is also applied to the viscosity solutions of the discounted Hamilton-Jacobi equations.
We prove the existence of $C^{1}$ critical subsolutions of the Hamilton-Jacobi equation for a time-periodic Hamiltonian system. We draw a consequence for the Minimal Action functional of the system.
We establish the existence of smooth critical sub-solutions of the Hamilton-Jacobi equation on compact manifolds for smooth convex Hamiltonians, that is in the context of weak KAM theory, under the assumption that the Aubry set is the union of finitely many hyperbolic periodic orbits.
