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.     

Propagation of singularities for solutions of Hamilton–Jacobi equations

We consider the viscosity solution of the Cauchy problem for a class of Hamilton–Jacobi equations and we show that the points of the C¹$C^1$ singular support of such a function propagate along the generalized characteristics for all the times.     

From pointwise to local regularity for solutions of Hamilton–Jacobi equations

It is well-known that solutions to the Hamilton–Jacobi equation $$\begin{aligned} u_{t}(t,x)+H(x,u_{x}(t,x))=0 \end{aligned}$$ fail to be everywhere differentiable. Nevertheless, suppose a solution $u$ turns out to be differentiable at a given point $(t,x)$ in the interior of its domain. May then one deduce that $u$ must be continuously differentiable in a neighborhood of $(t,x)$ ? Although this question has a negative answer in general, our main result shows that it is indeed the case when the proximal subdifferential of $u(t,\cdot )$ at $x$ is nonempty. Our approach uses the representation of $u$ as the value function of a Bolza problem in the calculus of variations, as well as necessary conditions for such a problem.     

Lax–Hopf formula and Max-Plus properties of solutions to Hamilton–Jacobi equations

We state and prove a “Lax–Hopf formula” characterizing viable capture basins of targets investigated in viability theory and derive a “Max-Plus” morphism of capture basins with respect to the target. Capture basins are used to define “viability solutions” to Hamilton–Jacobi equations satisfying “trajectory conditions” (initial, boundary or Lagrangian conditions). The Max-Plus morphism property of Lax–Hopf formula implies the fact that the solution associated with inf-convolution of trajectory conditions is the inf-convolution of the solutions for each trajectory condition. For instance, Lipschitz regularization or decreasing envelopes of trajectory condition imply the Lipschitz regulation or decreasing envelopes of the solutions.     

Minimax solutions of Hamilton–Jacobi functional equations for neutral-type systems

A functional Hamilton–Jacobi equation with covariant derivatives which corresponds to neutral-type dynamical systems is obtained. The definition of a minimax solution of this equation is given. Conditions under which such a solution exists and is unique and well defined are found.     

Local and global properties of solutions of quasilinear Hamilton–Jacobi equations

We study some properties of the solutions of (E) −_Δpu+|∇u|^q=0$-{\mathrm{\Delta }}_{p}u+{|\mathrm{\nabla }u|}^q=0$ in a domain Ω⊂R^N$\Omega \subset {\mathbb{R}}^N$, mostly when p≥q>p−1$p\ge q>p-1$. We give a universal a priori estimate of the gradient of the solutions with respect to the distance to the boundary. We give a full classification of the isolated singularities of the nonnegative solutions of (E), a partial classification of isolated singularities of the negative solutions. We prove a general removability result expressed in terms of some Bessel capacity of the removable set. We extend our estimates to equations on complete noncompact manifolds satisfying a lower bound estimate on the Ricci curvature, and derive some Liouville type theorems.     

On Neumann problems for nonlocal Hamilton–Jacobi equations with dominating gradient terms

We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton–Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order strictly less than 1 and Hamiltonians both in coercive form and in noncoercive Bellman form, whose growth in the gradient make them the leading term in the equation. We prove a comparison principle for bounded sub-and supersolutions in the context of viscosity solutions with generalized boundary conditions, and consequently by Perron’s method we get the existence and uniqueness of continuous solutions. We give some applications in the evolutive setting, proving the large time behaviour of the associated evolutive problem under suitable assumptions on the data.     

Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton–Jacobi–Bellman equations

In this paper we study stochastic optimal control problems with jumps with the help of the theory of Backward Stochastic Differential Equations (BSDEs) with jumps. We generalize the results of Peng [S. Peng, BSDE and stochastic optimizations, in: J. Yan, S. Peng, S. Fang, L. Wu, Topics in Stochastic Analysis, Science Press, Beijing, 1997 (Chapter 2) (in Chinese)] by considering cost functionals defined by controlled BSDEs with jumps. The application of BSDE methods, in particular, the use of the notion of stochastic backward semigroups introduced by Peng in the above-mentioned work allows a straightforward proof of a dynamic programming principle for value functions associated with stochastic optimal control problems with jumps. We prove that the value functions are the viscosity solutions of the associated generalized Hamilton–Jacobi–Bellman equations with integral-differential operators. For this proof, we adapt Peng’s BSDE approach, given in the above-mentioned reference, developed in the framework of stochastic control problems driven by Brownian motion to that of stochastic control problems driven by Brownian motion and Poisson random measure.     

Layered viscosity solutions of nonautonomous Hamilton–Jacobi equations: Semiconvexity and relations to characteristics

We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton–Jacobi equation (H,σ)$(H,\sigma )$ on a given domain Ω=(0,T)×Rⁿ$\Omega =(0,T)\times {\mathbb{R}}^n$. It is known that, if the Hamiltonian H=H(t,p)$H=H(t,p)$ is not a convex (or concave) function in p  , or H(⋅,p)$H(\cdot ,p)$ may change its sign on (0,T)$(0,T)$, then the Hopf-type formula does not define a viscosity solution on Ω  . Under some assumptions for H(t,p)$H(t,p)$ on the subdomains (_ti,_ti+1)×Rⁿ⊂Ω$(t_i,t_{i+1})\times {\mathbb{R}}^n\subset \Omega$, we are able to arrange “partial solutions” given by the Hopf-type formula to get a viscosity solution on Ω. Then we study the semiconvexity of the solution as well as its relations to characteristics.     

Large time behavior of weakly coupled systems of first-order Hamilton–Jacobi equations

We show a large time behavior result for class of weakly coupled systems of first-order Hamilton–Jacobi equations in the periodic setting. We use a PDE approach to extend the convergence result proved by Namah and Roquejoffre (Commun. Partial. Differ. Equ. 24(5–6):883–893, 1999) in the scalar case. Our proof is based on new comparison, existence and regularity results for systems. An interpretation of the solution of the system in terms of an optimal control problem with switching is given.     

Asymptotic behavior of strong solutions to the 3D Navier–Stokes equations with a nonlinear damping term

This paper deals with the asymptotic behavior of strong solutions to the 3D Navier–Stokes equations with a nonlinear damping term |u|^β−1u(β≥3)${\left|u\right|}^{\beta -1}u(\beta \ge 3)$. First, we establish an upper bound for the difference between the solution of our equation and the heat equation in L²$L^2$ space. Then, we optimize the upper bound of decay for the solutions and obtain their algebraic lower bound by using Fourier Splitting method.     

Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton–Jacobi–Bellman type

We study the regularity properties of integro-partial differential equations of Hamilton–Jacobi–Bellman type with the terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward stochastic differential equation, both driven by a Brownian motion and a compensated Poisson random measure. More precisely, we prove that, under appropriate assumptions, the viscosity solution of such equations is jointly Lipschitz and jointly semiconcave in (t,x)∈Δ×R^d$(t,x)\in \Delta \times {\mathbb{R}}^d$, for all compact time intervals Δ$\Delta$ excluding the terminal time. Our approach is based on the time change for the Brownian motion and on Kulik’s transformation for the Poisson random measure.     

Null controllability of viscous Hamilton–Jacobi equations

We study the problem of null controllability for viscous Hamilton–Jacobi equations in bounded domains of the Euclidean space in any space dimension and with controls localized in an arbitrary open nonempty subset of the domain where the equation holds. We prove the null controllability of the system in the sense that, every bounded (and in some cases uniformly continuous) initial datum can be driven to the null state in a sufficiently large time. The proof combines decay properties of the solutions of the uncontrolled system and local null controllability results for small data obtained by means of Carleman inequalities. We also show that there exists a waiting time so that the time of control needs to be large enough, as a function of the norm of the initial data, for the controllability property to hold. We give sharp asymptotic lower and upper bounds on this waiting time both as the size of the data tends to zero and infinity. These results also establish a limit on the growth of nonlinearities that can be controlled uniformly on a time independent of the initial data.