We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define a viscosity solution by treating the discontinuities in the coefficients analogously to ``internal boundaries''. By defining an appropriate penalization function, we prove that viscosity solutions are unique. The existence of viscosity solutions is established by showing that a sequence of front tracking approximations is compact in $L^\infty$, and that the limits are viscosity solutions.
Let $H$ be a bounded and Lipschitz continuous function. We consider discontinuous viscosity solutions of the Hamilton-Jacobi equation $U_{t}+H(U_x)=0$ and signed Radon measure valued entropy solutions of the conservation law $u_{t}+[H(u)]_x=0$. After having proved a precise statement of the formal relation $U_x=u$, we establish estimates for the (strictly positive!) times at which singularities of the solutions disappear. Here singularities are jump discontinuities in case of the Hamilton-Jacobi equation and signed singular measures in case of the conservation law.
This paper is devoted to the autonomous Lagrange problem of the calculus of variations with a discontinuous Lagrangian. We prove that every minimizer is Lipschitz continuous if the Lagrangian is coercive and locally bounded. The main difference with respect to the previous works in the literature is that we do not assume that the Lagrangian is convex in the velocity. We also show that, under some additional assumptions, the DuBois-Reymond necessary condition still holds in the discontinuous case. Finally, we apply these results to deduce that the value function of the Bolza problem is locally …
We investigate the value function of the Bolza problem of the Calculus of Variations $$ V (t,x)=\inf \{\int_{0}^{t} L (y(s),y'(s))ds + ϕ(y(t)) : y \in W^{1,1} (0,t; R^n) ; y(0)=x \}, $$ with a lower semicontinuous Lagrangian $L$ and a final cost $ϕ$, and show that it is locally Lipschitz for $t>0$ whenever $L$ is locally bounded. It also satisfies Hamilton-Jacobi inequalities in a generalized sense. When the Lagrangian is continuous, then the value function is the unique lower semicontinuous solution to the corresponding Hamilton-Jacobi equation, while for discontinuous Lagrangian we character…
We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the initial function has a finite number of jump discontinuities, the corresponding discontinuous viscosity solution of the corresponding Cauchy problem on the real line is unique. Uniqueness follows from a comparison theorem for semicontinuous viscosity sub- and supersolutions, using the barrier effect of spatial discontinuities of a solution. We also prove an exis…
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 $0<s<1$.
A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity solutions can be extended to the wider space of Hausdorff continuous functions while also generalizing some of the existing concepts of discontinuous solutions.
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.
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.
We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be regarded as an extension to the vanishing discount problem.
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic programming equations for optimal control of the Hamiltonian flow of the Hamiltonian. We establish the convergence of solutions of the Hamilton-Jacobi equations and identify the limit of the solutions as solutions of systems of ordinary differential equations on a graph. The perturbation is singular in the sense that the domain degenerates to the graph in the limit …
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally Lipschitz-continuous, with estimates depending on the structural conditions of the problem. We close the paper with an application of our findings to a two-phase free boundary problem.
This paper is concerned with the ergodic problem for viscous Hamilton-Jacobi equations having superlinear Hamiltonian, inward-pointing drift, and positive potential which vanishes at infinity. Assuming some radial symmetry of the drift and the potential outside a ball, we establish sharp estimates of the generalized principal eigenvalue with respect to a perturbation of the potential.
We prove that the Hamilton Jacobi equation for an arbitrary Hamiltonian $H$ (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical $C^{1,α}$ solutions. The proof is achieved using a new Hölder estimate for solutions of advection diffusion equations of order one with bounded vector fields that are not necessarily divergence free.
In this paper a duality relation between the Mañé potential and Mather's action functional is derived in the context of convex and state-dependent Hamiltonians. The duality relation is used to obtain min-max representations of viscosity solutions of first order Hamilton-Jacobi equations. These min-max representations naturally suggest class\-es of subsolutions of Hamilton-Jacobi equations that arise in the theory of large deviations. The subsolutions, in turn, are good candidates for designing efficient rare-event simulation algorithms.
The large time behavior of solutions to Cauchy problem for viscous Hamilton-Jacobi equation is classified. The large time asymptotics are given by very singular self-similar solutions on one hand and by self-similar viscosity solutions on the other hand
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 establish an exponential stabilization result for linear port-Hamiltonian systems of first order with quite general, not necessarily continuous, energy densities. In fact, we have only to require the energy density of the system to be of bounded variation. In particular, and in contrast to the previously known stabilization results, our result applies to vibrating strings or beams with jumps in their mass density and modulus of elasticity.
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.
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the continuous case we extend the results of "Hamilton-Jacobi-Bellman equations on multi-domains" by the second and third authors in a more general framework with switching running costs and weaker controllability assumptions. The comparison principle has been established to guarantee the uniqueness and the stability results for the HJB system on such multi-doma…
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.
