Homogenization of fully overdamped Frenkel-Kontorova models

In this paper, we consider the fully overdamped Frenkel-Kontorova model. This is an infinite system of coupled first-order ODEs. Each ODE represents the microscopic evolution of one particle interacting with its neighbors and submitted to a fixed periodic potential. After a proper rescaling, a macroscopic model describing the evolution of densities of particles is obtained. We get this homogenization result for a general class of Frenkel-Kontorova models. The proof is based on the construction of suitable hull functions in the framework of viscosity solutions.     

Some homogenization results for non-coercive Hamilton–Jacobi equations

Recently, C. Imbert and R. Monneau study the homogenization of coercive Hamilton–Jacobi Equations with a u/ε-dependence: this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to obtain the estimates on the oscillations of the solutions. In this article, we use their ideas to provide new homogenization results for “standard” Hamilton–Jacobi Equations (i.e. without a u/ε-dependence) but in the case of non-coercive Hamiltonians. As a by-product, we obtain a simpler and more natural proof of the results of C. Imbert and R. Monneau, but under slightly more restrictive assumptions on the Hamiltonians.     

Homogenization and behaviour of optimal controls for the wave equation in domains with oscillating boundary

In this paper the asymptotic behaviour of a second-order linear evolution problem is studied in a domain, a part of wich has an oscillating boundary. An homogeneous Neumann condition is given on the whole boundary of the domain. Moreover the behaviour of associated optimal control problem is analyzed.      

Homogenization of a parabolic model of ferromagnetism

This work deals with the homogenization of hysteresis-free processes in ferromagnetic composites. A degenerate, quasilinear, parabolic equation is derived by coupling the Maxwell-Ohm system without displacement current with a nonlinear constitutive law:

     

Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: vanishing lagrangians,eikonal equations,and shape-from-shading

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique bounded-from-below viscosity solution of the Hamilton-Jacobi equation that is null on the target. The result applies to problems with the property that all trajectories satisfying a certain integral condition must stay in a bounded set. We allow problems for which the Lagrangian is not uniformly bounded below by positive constants, in which the hypotheses of the known uniqueness results for Hamilton-Jacobi equations are not satisfied. We apply our theorems to eikonal equations from geometric optics, shape-from-shading equations from image processing, and variants of the Fuller Problem.     

A PDE approach to large deviations in Hilbert spaces

We introduce a PDE approach to the large deviation principle for Hilbert space valued diffusions. It can be applied to a large class of solutions of abstract stochastic evolution equations with small noise intensities and is adaptable to some special equations, for instance to the 2D stochastic Navier–Stokes equations. Our approach uses a lot of ideas from (and in significant part follows) the program recently developed by Feng and Kurtz [J. Feng, T. Kurtz, Large Deviations for Stochastic Processes, in: Mathematical Surveys and Monographs, vol. 131, American Mathematical Society, Providence, RI, 2006]. Moreover we present easy proofs of exponential moment estimates for solutions of stochastic PDE.     

Asymmetric potentials and motor effect: a homogenization approach

We provide a mathematical analysis for the appearance of motor effects, i.e., the concentration (as Dirac masses) at one side of the domain, for the solution of a Fokker–Planck system with two components, one with an asymmetric potential and diffusion and one with pure diffusion. The system has been proposed as a model for motor proteins moving along molecular filaments. Its components describe the densities of different conformations of proteins.     

Transmission conditions on interfaces for Hamilton–Jacobi–Bellman equations

We establish a comparison principle for a Hamilton–Jacobi–Bellman equation, more appropriately a system, related to an infinite horizon problem in presence of an interface. Namely a low dimensional subset of the state variable space where discontinuities in controlled dynamics and costs take place. Since corresponding Hamiltonians, at least for the subsolution part, do not enjoy any semicontinuity property, the comparison argument is rather based on a separation principle of the controlled dynamics across the interface. For this, we essentially use the notion of ε-partition and minimal ε-partition for intervals of definition of an integral trajectory.     

On viscosity solutions of irregular Hamilton-Jacobi equations

It is proved that the initial-value problem for admits a unique continuous viscosity solution under certain conditions which do not exclude that H(x, p) is discontinuous in x. Particular attention is devoted to the linear transport equation , where a may be discontinuous. Received: 21 October 2002     

Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations

In this paper, we study fully non-linear elliptic equations in non-divergence form which can be degenerate or singular when “the gradient is small”. Typical examples are either equations involving the m-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of such non-linear elliptic equations.     

A dynamical approach to the large-time behavior of solutions to weakly coupled systems of Hamilton–Jacobi equations

We investigate the large-time behavior of the value functions of the optimal control problems on the n-dimensional torus which appear in the dynamic programming for the system whose states are governed by random changes. From the point of view of the study on partial differential equations, it is equivalent to consider viscosity solutions of quasi-monotone weakly coupled systems of Hamilton–Jacobi equations. The large-time behavior of viscosity solutions of this problem has been recently studied by the authors and Camilli, Ley, Loreti, and Nguyen for some special cases, independently, but the general cases remain widely open. We establish a convergence result to asymptotic solutions as time goes to infinity under rather general assumptions by using dynamical properties of value functions.     

Suboptimal boundary controls for elliptic equation in critically perforated domain

In this paper we study the asymptotic behaviour, as ε   tends to zero, of a class of boundary optimal control problems Pε${\mathbb{P}}_{\epsilon }$, set in ε-periodically perforated domain. The holes have a critical size with respect to ε  -sized mesh of periodicity. The support of controls is contained in the set of boundaries of the holes. This set is divided into two parts, on one part the controls are of Dirichlet type; on the other one the controls are of Neumann type. We show that the optimal controls of the homogenized problem can be used as suboptimal ones for the problems Pε${\mathbb{P}}_{\epsilon }$.     

The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures

We obtain a linear programming characterization for the minimum cost associated with finite dimensional reflected optimal control problems. In order to describe the value functions, we employ an infinite dimensional dual formulation instead of using the characterization via Hamilton-Jacobi partial differential equations. In this paper we consider control problems with both infinite and finite horizons. The reflection is given by the normal cone to a proximal retract set.     

Asymptotic solutions for large time of Hamilton–Jacobi equations in Euclidean n space

We study the large time behavior of solutions of the Cauchy problem for the Hamilton–Jacobi equation ut+H(x,Du)=0$u_t+H(x,Du)=0$ in Rn×(0,∞)${\mathbf{R}}^n\times (0,\infty )$, where H(x,p)$H(x,p)$ is continuous on Rn×Rn${\mathbf{R}}^n\times {\mathbf{R}}^n$ and convex in p  . We establish a general convergence result for viscosity solutions u(x,t)$u(x,t)$ of the Cauchy problem as t→∞$t\to \infty$.     

Regularity of components in optimal design problems with perimeter penalization

We consider minimal energy configurations of mixtures of two materials in , where the energy includes a penalty on the length of the interface between the materials. We show that, for one of the materials, the boundary of each component is smooth, and we prove the existence of an upper bound on the relative distances between components. Received: 24 March 2000 / Accepted: 25 October 2001 / Published online: 29 April 2002     

Generalizing Hopf and Lax-Oleînik formulae via conjugate integral

Using the second Fenchel conjugate transform the conjugate integral sums and the conjugate integral are introduced. An estimate of speed of convergence of the sums to the integral is obtained. In the case of a convex integrant the conjugate integral reduces to the Riemannian one. It is proved that the Fenchel conjugate transform of the conjugate integral with variable upper limit provides a formula for the viscosity solution to a Hamilton-Jacobi equation in which the Hamiltonian depends both on time and the gradient of the unknown function. In the autonomous case the obtained formula coincides with Hopf's one. Two examples are considered in which an application of the conjugate integral allows to find viscosity solutions explicitly. It is shown how the extension of the Lax-Oleînik formula to the nonautonomous case may be obtained using the generalized Hopf formula.This paper was prepared while the author was a Lise Meitner fellow at the Institut für Mathematik, Karl-Franzens-Universität Graz, Austria     

Homogenization of a boundary condition for the heat equation

An asymptotic analysis is given for the heat equation with mixed boundary conditions rapidly oscillating between Dirichlet and Neumann type. We try to present a general framework where deterministic homogenization methods can be applied to calculate the second term in the asymptotic expansion with respect to the small parameter characterizing the oscillations. Received August 20, 1999 / final version received March 1, 2000?Published online June 21, 2000