Optimal growth rates for a viscous Hamilton-Jacobi equation

The growth of the L^m-norm, m [1,], of non-negative solutions to the Cauchy problem _t u – u = |u| is studied for non-negative initial data decaying at infinity. More precisely, the function is shown to be bounded from above and from below by positive real numbers. This result indicates an asymptotic behaviour dominated by the hyperbolic Hamilton-Jacobi term of the equation. A one-sided estimate for ln u is also established.     

On the blow-up of the solution of an equation related to the Hamilton-Jacobi equation

A new model three-dimensional third-order equation of Hamilton-Jacobi type is derived. For this equation, the initial boundary-value problem in a bounded domain with smooth boundary is studied and local solvability in the strong generalized sense is proved; in addition, sufficient conditions for the blow-up in finite time and sufficient conditions for global (in time) solvability are obtained.     

On the lax solution to the Hamilton-Jacobi equation. Part I

The review article of Crandall, Ishii, and Lions [Bull. AMS,27, No. 1, 1–67 (1992)] devoted to viscosity solutions of first- and second-order partial differential equations contains the exact Lax formula

The evolution operator solution of the Cauchy problem for the Hamilton-Jacobi equation

The theory of nonlinear evolution equations in a Banach space is used to prove the existence of global weak solutions of the Cauchy problem for the general time and space-dependent Hamilton-Jacobi equation.     

Behavior of the trajectories of the solution of a stochastic differential equation

We consider a stochastic differential equation of the form $$d\xi (t) = \alpha [\xi (t)]^{1 + \gamma } dt + \beta \xi (t)^{1 + \tfrac{\gamma }{2}} dw(t)$$ with initial conditionξ(0)=x ∈ (0, ∞), whereα: γ ∈R ¹,β>0, andw(t) is a standard Wiener process. All possible cases for the behavior of the trajectory of the processξ(t) on (0, ∞) are described as functions of the values of the parameters γ and υ=2α/β ²: the process may become infinite after a finite or infinite time, it may vanish after finite or infinite time, it may be regular or recurrent.     

Homogenization of a stochastically forced Hamilton-Jacobi equation

We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an enhancement effect, for which we provide a quantitative estimate. As an application, we perform a noise sensitivity analysis for Hamilton-Jacobi equations forced by a noise term with small amplitude, and identify the scaling at which the macroscopic enhancement effect is felt. The results depend on new, probabilistic estimates for the large scale Hölder regularity of the solutions, which are of independent interest.     

On a viscous Hamilton-Jacobi equation with an unbounded potential term

We present comparison, uniqueness and existence results for unbounded solutions of a viscous Hamilton-Jacobi or eikonal equation. The equation includes an unbounded potential term V(x) subject to a quadratic upper bound. The results are obtained through a tailor-made change of variables in combination with the Hopf-Cole transformation. An integral representation formula for the solution of the Cauchy problem is derived in the case where V(x)=ω²|x|²/2.     

Semi-concave singularities and the Hamilton-Jacobi equation

We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity solution).We also give conditions for an explicit semi-concave function to be a viscosity solution. These conditions generalize the entropy inequality characterizing piecewise smooth solutions of scalar conservation laws in dimension one.     

On the growth of mass for a viscous Hamilton-Jacobi equation

We investigate the large time behavior of positive solutions with finite mass for the viscous Hamilton-Jacobi equationu _t = Δu + |Δu| ^p ,t>0,x ∈ ℝ ^N , wherep≥1 andu(0,.)=u ₀≥0,u ₀≢0,u ₀∈L ¹. DenotingI _∞=lim _t→∞‖u(t)‖₁≤∞, we show that the asymptotic behavior of the mass can be classified along three cases as follows:

The Cauchy-Neumann problem for a viscous Hamilton-Jacobi equation

We study the weak solvability of viscous Hamilton-Jacobi equation: \,0,\,x\,\in\,\Omega,$" align="middle" border="0"> with Neumann boundary condition and irregular initial data ₀. The domain is a bounded open set and p > 0. The last part deals with the case a convex set and the initial data ₀ = in a open set D such that and      

On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming

An approximation of the Hamilton-Jacobi-Bellman equation connected with the infinite horizon optimal control problem with discount is proposed. The approximate solutions are shown to converge uniformly to the viscosity solution, in the sense of Crandall-Lions, of the original problem. Moreover, the approximate solutions are interpreted as value functions of some discrete time control problem. This allows to construct by dynamic programming a minimizing sequence of piecewise constant controls.     

Optimal control of a functional equation associated with closed range selfadjoint operators

Necessary and sufficient conditions for the optimality of a pair subject to are given. Here is a selfadjoint operator with closed range on a Hilbert space and . The case - unbounded is also discussed, which leads to some open problems. This general functional scheme includes most of the previous results on the optimal control of the -periodic wave equation for all in a dense subset of . It also includes optimal control problems for some elliptic equations.

     

Convergence to steady states in a viscous Hamilton-Jacobi equation with degenerate diffusion

This paper deals with weak solutions of the one-dimensional viscous Hamilton-Jacobi equation

     

Large time behavior for a viscous Hamilton-Jacobi equation with Neumann boundary condition

We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi equation: with Neumann boundary condition, and initial data μ₀, a continuous function. The domain Ω is a bounded and convex open set with smooth boundary, a∈R,a≠0 and p>0. Then, we study the large time behavior of the solution and we show that for p∈(0,1), the extinction in finite time of the gradient of the solution occurs, while for p?1 the solution converges uniformly to a constant, as t→∞.