The large time behavior of non-negative solutions to the viscous Hamilton-Jacobi equation $u_t - Δu + |\nabla u|^q = 0$ in the whole space $R^N$ is investigated for the critical exponent $q = (N+2)/(N+1)$. Convergence towards a rescaled self-similar solution of the linear heat equation is shown, the rescaling factor being $(\log(t))^{-(N+1)}$. The proof relies on the construction of a one-dimensional invariant manifold for a suitable truncation of the equation written in self-similar variables.
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.
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 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.
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
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 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.
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 provide a semigroup approach to the viscous Hamilton-Jacobi equation. It turns out that exponential Orlicz hearts are suitable spaces to handle the (quadratic) non-linearity of the Hamiltonian. Based on an abstract extension result for nonlinear semigroups on spaces of continuous functions, we represent the solution of the viscous Hamilton-Jacobi equation as a strongly continuous convex semigroup on an exponential Orlicz heart. As a result, the solution depends continuously on the initial data. We further determine the symmetric Lipschitz set which is invariant under the semigroup. This aut…
We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of the gradient of solutions to a dual (Fokker-Planck) equation. Here, the regularizing effect is due to the non-degenerate diffusion and coercivity of the Hamiltonian in the gradient variable.
For $q>2, γ> 1$, we prove that maximal regularity of $L^q$ type holds for periodic solutions to $-Δu + |Du|^γ= f$ in $\mathbb{R}^d$, under the (sharp) assumption $q > d \frac{γ-1}γ$.
Here we study the nonnegative solutions of the viscous Hamilton-Jacobi equation [u_{t}-Δu+|\nabla u|^{q}=0] in $Q_{Ω,T}=Ω\times(0,T),$ where $q>1,T\in(0,\infty] ,$ and $Ω$ is a smooth bounded domain of $\mathbb{R}% ^{N}$ containing $0,$ or $Ω=\mathbb{R}^{N}.$ We consider solutions with a possible singularity at point $(x,t)=(0,0).$ We show that if $q\geq q_{\ast}=(N+2)/(N+1)$ the singularity is removable.
Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to zero is also obtained in one space dimension but the rate depends on a and differs from that of the linear heat equation. Finally, if 0 < p < 1 and a < 0, finite time extinction occurs for non-negative solutions.
In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear structure governs the first order approximation, the nonlinear effect is absorbed as an external source term of a linear equation in the second and higher order approximation. Moreover, we find that the geometric shape of the initial data has to be chosen carefully according to the effective Hamiltonian, in order to achieve the higher order convergence rates.
This paper is concerned with the ergodic problem for superquadratic viscous Hamilton-Jacobi equations with exponent m \textgreater{} 2. We prove that the generalized principal eigenvalue of the equation converges to a constant as m $\rightarrow$ $\infty$, and that the limit coincides with the generalized principal eigenvalue of an ergodic problem with gradient constraint. We also investigate some qualitative properties of the generalized principal eigenvalue with respect to a perturbation of the potential function. It turns out that different situations take place according to m = 2, 2 \textle…
We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level set of the effective Hamiltonian, and for every point in the minimal level set of the effective Hamiltonian. In addition, these methods provide a new proof of homogenization, in full, for convex equations and, for a class of level-set convex equations. Finally, we prove that the question of homogenization for first order equations reduces to the case that th…
We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-Δu + |Du|^m = f\hbox{in }Ω\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $Ω$ is a bounded domain of $\mathbb{R}^N$. We mainly focus on the superquadratic case ($m>2$) and consider the Dirichlet conditions in the generalized viscosity sense. Under rather natural assumptions on $f,$ the initial and boundary data, we connect the problem studied to its associated stationary generalized Dirichlet problem on one hand and to a stationary problem with a state c…
We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the nonlinear adjoint method and identifying new long time averaging effects. These methods are robust and can easily be adapted to study the large time behavior of related problems.
The convergence to non-diffusive self-similar solutions is investigated for non-negative solutions to the Cauchy problem $\partial_t u = Δ_p u + |\nabla u|^q$ when the initial data converge to zero at infinity. Sufficient conditions on the exponents $p>2$ and $q>1$ are given that guarantee that the diffusion becomes negligible for large times and the $L^\infty$-norm of $u(t)$ converges to a positive value as $t\to\infty$.
We prove, under some assumptions, the existence of correctors for the stochastic homoge-nization of of " viscous " possibly degenerate Hamilton-Jacobi equations in stationary ergodic media. The general claim is that, assuming knowledge of homogenization in probability, correctors exist for all extreme points of the convex hull of the sublevel sets of the effective Hamiltonian. Even when homogenization is not a priori known, the arguments imply existence of correctors and, hence, homogenization in some new settings. These include positively homogeneous Hamiltonians and, hence, geometric-type eq…
We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - Δu + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on allowing arbitrary growth at infinity for $f$ and the prescribed initial data. The lack of a comparison principle for the associated ergodic problem is overcome by proving that a generalized simplicity holds for sub- and supersolutions of the ergodic problem. Moreover, as the uniqueness of solutions of the parabolic problem remains open in the current setting, our r…
Recently I. Capuzzo Dolcetta, F. Leoni and A. Porretta obtain a very surprising regularity result for fully nonlinear, superquadratic, elliptic equations by showing that viscosity subsolutions of such equations are locally Hölder continuous, and even globally if the boundary of the domain is regular enough. The aim of this paper is to provide a simplified proof of their results, together with an interpretation of the regularity phenomena, some extensions and various applications.
We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are shown in a very general framework, namely when the source term and the initial data are only bounded from below with an arbitrary growth at infinity. Our main result is that these solutions have an ergodic behavior when $t\to +\infty$, i.e., they behave like $λ^*t + ϕ(x)$ where $λ^*$ is the maximal ergodic constant and $ϕ$ is a solution of the associated ergodi…
In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value $λ$ * for which (i) the ergodic problem has solutions for all $λ$ $\le$ $λ$ * , (ii) bounded from below solutions exist and are associated to $λ$ * , (iii) such solutions are unique (up to an additive constant). We obtain these properties without additional assumptions in the superquadratic case, while, in the subquadratic one, we assume the right-hand side to b…
In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have only two different behaviors: either the solution of the evolution equation converges to the solution of the associated stationary generalized Dirichlet problem (provided that it exists) or it behaves like $-ct+φ(x)$ where $c\geq0$ is a constant, often called the "ergodic constant" and $φ$ is a solution of the so-called "ergodic problem". In the present subqua…
We study the boundary value problem with measures for (E1) $-\Gd u+g(|\nabla u|)=0$ in a bounded domain $\Gw$ in $\BBR^N$, satisfying (E2) $ u=\gm$ on $\prt\Gw$ and prove that if $g\in L^1(1,\infty;t^{-(2N+1)/N}dt)$ is nondecreasing (E1)-(E2) can be solved with any positive bounded measure. When $g(r)\geq r^q$ with $q>1$ we prove that any positive function satisfying (E1) admits a boundary trace which is an outer regular Borel measure, not necessarily bounded. When $g(r)=r^q$ with $1
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.
We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }Ω, u=0{on}\partialΩ\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a bounded and uniformly elliptic matrix and $H(x,ξ)$ is convex in $ξ$ and grows at most like $|ξ|^q+f(x)$, with $1 < q < 2$ and $f \in \elle {\frac N{q'}}$. Under such growth conditions solutions are in general unbounded, and there is not uniqueness of usual weak solutions. We prove that uniqueness holds in the restricted class of solutions satisfying a suitable energy--typ…
We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem admits a unique continuous solution on the torus, up to additive constants. By additionally assuming a technical condition on the associated Lagrangian, we show that each solution of the viscous Hamilton Jacobi equation is the limit of solutions of the discrete problems, as the discretization step goes to zero.
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give qualitative homogenization results under very general hypotheses: in particular, we treat non-uniformly coercive Hamiltonians which satisfy instead a weaker averaging condition. As an application, we derive a general quenched large deviations principle for diffusions in random environments and with absorbing random potentials.
We study continuous dependence estimates for viscous Hamilton- Jacobi equations defined on a network Gamma. Given two Hamilton-Jacobi equations, we prove an estimate of the C2-norm of the difference between the corresponding solutions in terms of the distance among the coefficients. We also provide two applications of the previous estimate: the first one is an existence and uniqueness result for a quasi-stationary Mean Field Games defined on the network Gamma; the second one is an estimate of the rate of convergence for homogenization of Hamilton-Jacobi equations defined on a periodic network,…
We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,ω)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a general (nonconvex) continuous function with superlinear growth at infinity, and the potential $V(x,ω)$ is bounded and Lipschitz continuous. The class of random media we consider is defined by an explicit hill and valley condition on the diffusivity-potential pair which is fulfilled as long as the environment is not ``rigid''.
It was pointed out in [P.L. Lions, G. Papanicolaou, S. Varadhan, Homogenization of Hamilton-Jacobi equation, unpublished preprint (1987)] that, for first order Hamilton-Jacobi (HJ) equations, homogenization starting with affine initial data implies homogenization for general uniformly continuous initial data. The argument makes use of some properties of the HJ semi-group, in particular, the finite speed of propagation. The last property is lost for viscous HJ equations. In this paper we prove the above mentioned implication in both viscous and non-viscous cases. Our proof relies on a variant o…
We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient) we establish a homogenization result and characterize the effective Hamiltonian for arbitrary (possibly degenerate) elliptic diffusion matrices. The result extends previous work that required uniform ellipticity and space-time homogeneity for the diffusion.
For a large class of non-negative initial data, the solutions to the quasilinear viscous Hamilton-Jacobi equation $\partial\_t u-Δ\_p u+|\nabla u|^q=0$ in $(0,\infty)\times\real^N$ are known to vanish identically after a finite time when $2N/(N+1) \textless{} p \leq 2$ and $q\in(0,p-1)$. Further properties of this extinction phenomenon are established herein: \emph{instantaneous shrinking} of the support is shown to take place if the initial condition $u\_0$ decays sufficiently rapidly as $|x|\to\infty$, that is, for each $t \textgreater{} 0$, the positivity set of $u(t)$ is a bounded subset o…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and the switching rates need not be constant. We prove the existence of a critical value $λ^*$ such that the ergodic eigenvalue problem has a solution for every $λ\leqλ^*$ and no solution for $λ>λ^*$. Moreover, the existence and uniqueness of non-negative solutions corresponding to the value $λ^*$ are also established. We also exhibit the implication of these re…
We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with linear initial conditions have representations involving exponential expectations of controlled Brownian motion in a random potential. The effective Hamiltonian is the asymptotic rate of growth of these exponential expectations as time goes to infinity and is explicit in terms of the tilted free energy of (uncontrolled) Brownian motion in a random potential.…
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 prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + βV(x,ω)$, the function $G$ is coercive and strictly quasiconvex, $\min G = 0$, $β>0$, the random potential $V$ takes values in $[0,1]$ with full support and it satisfies a hill condition that involves the diffusion coefficient. Our approach is based on showing that, for every direction outside of a bounded interval $(θ_1(β),θ_2(β))$, there is a unique sublinear corrector …
We study the qualitative properties of the unique global viscosity solution of the superquadratic diffusive Hamilton-Jacobi equation with (generalized) homogeneous Dirichlet conditions. We are interested in the phenomena of gradient blow-up (GBU), loss of boundary conditions (LBC), recovery of boundary conditions and eventual regularization, and in their mutual connections. In any space dimension, we establish the sharp minimal rate of GBU. Only partial results were previously known except in one space dimension. We also obtain the corresponding minimal regularization rate. In one space dimens…
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 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.
The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $λ(ν)$ characterizing the exponential rate of contraction depends on the viscosity $ν$. The Markov mechanism provides only a lower bound for $λ(ν)$ which vanishes in the limit $ν\to 0$. At the same time, in the inviscid case $ν=0$ one also has exponential contraction based on a completely different dynamical mechanism. This mechanism is based on hyperbolicity of action-minimizing o…
