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[PDF] Top 20 Regularization by noise for stochastic Hamilton–Jacobi equations

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Regularization by noise for stochastic Hamilton–Jacobi equations

Regularization by noise for stochastic Hamilton–Jacobi equations

... [30] Samuel Karlin and Howard M. Taylor. A second course in stochastic processes. Academic Press [A subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, second edition, 1981. [31] Olga A. ... Voir le document complet

34

Periodic Homogenization for Weakly Elliptic Hamilton-Jacobi-Bellman Equations with Critical Fractional Diffusion

Periodic Homogenization for Weakly Elliptic Hamilton-Jacobi-Bellman Equations with Critical Fractional Diffusion

... homogenization for equa- tions with purely Lévy operators, and rather light interaction between the slow and fast ...results for nonlocal equations with variational structure have been recently stud- ... Voir le document complet

36

Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions

Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions

... strategy for obtaining qualitative homoge- nization results, based on the simple idea that the lack of a subadditive struc- ture can be overcome by a quantitative ...tion for the coefficients (a ... Voir le document complet

65

Hölder estimates in space-time for viscosity solutions of Hamilton-Jacobi equations

Hölder estimates in space-time for viscosity solutions of Hamilton-Jacobi equations

... for some exponent θ > p depending only on structural ...of stochastic analysis. For instance, the role of ξ will be now played by the controlled diffusion process which satisfies dX t = ζ ... Voir le document complet

37

On the existence of correctors for the stochastic homogenization of viscous hamilton-jacobi equations

On the existence of correctors for the stochastic homogenization of viscous hamilton-jacobi equations

... Not knowing how to find correctors is the main reason that the theory of homogenization in random media is rather complicated and required the development of new arguments. Gen- eral qualitative results in the references ... Voir le document complet

11

An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity

An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity

... discovered by the third author [23], who found an example of a first order non-convex Hamilton-Jacobi equation for which homogenization ...non-homogenization for any Hamiltonian having ... Voir le document complet

12

Nonlinear Perron-Frobenius theory and max-plus numerical methods for Hamilton-Jacobi equations

Nonlinear Perron-Frobenius theory and max-plus numerical methods for Hamilton-Jacobi equations

... function by a supremum of finitely many "basis functions" and to propagate the supremum forward in time by exploiting the max-plus linearity of the Lax-Oleinik ...covering by circumscribed ... Voir le document complet

207

Error Estimates for Second Order Hamilton-Jacobi-Bellman Equations. Approximation of Probabilistic Reachable Sets

Error Estimates for Second Order Hamilton-Jacobi-Bellman Equations. Approximation of Probabilistic Reachable Sets

... first by Krylov [ 27 ] for a case where σ is a constant ...] by introducing new tools that allow to consider the case where σ can depend on time, space and also on the control ...extensions ... Voir le document complet

37

Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations

Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations

... In the next lemma, we compare m µ ( ·, H t ) with min z∈ b H t m µ ( ·, z). In the first-order case, these quantities are equal and so there is nothing to prove (in fact, the first quantity is defined in terms of the ... Voir le document complet

55

Stochastic Homogenization of Nonconvex Hamilton-Jacobi Equations : A Counterexample

Stochastic Homogenization of Nonconvex Hamilton-Jacobi Equations : A Counterexample

... game, by making use only of vertical controls, which are costless. Thus, for ǫ small enough, the normalized value u(0, T n k (ω) , ω)/T n k (ω) of the game with duration T n k (ω) is close to ... Voir le document complet

11

Hamilton Jacobi equations on metric spaces and transport-entropy inequalities

Hamilton Jacobi equations on metric spaces and transport-entropy inequalities

... for all q ≤ 2. The first proofs of Otto-Villani theorem valid on any complete separable metric space appeared in [10] and [12]. Their common feature is the use of the stability of the log-Sobolev inequality under ... Voir le document complet

28

A stochastic Hamilton–Jacobi equation with infinite speed of propagation

A stochastic Hamilton–Jacobi equation with infinite speed of propagation

... formulas for solutions of Hamilton-Jacobi-Isaacs equations, Indiana ...nonlinear stochastic partial differential equations: non-smooth equations and ... Voir le document complet

4

A convergent scheme for Hamilton-Jacobi equations on a junction: application to traffic

A convergent scheme for Hamilton-Jacobi equations on a junction: application to traffic

... order Hamilton-Jacobi (HJ) equations posed on a “junction”, that is to say the union of a finite number of half-lines with a unique common ...point. For this continuous HJ problem, we propose ... Voir le document complet

31

AN EFFICIENT FILTERED SCHEME FOR SOME FIRST ORDER HAMILTON-JACOBI-BELLMAN EQUATIONS

AN EFFICIENT FILTERED SCHEME FOR SOME FIRST ORDER HAMILTON-JACOBI-BELLMAN EQUATIONS

... (3.23) Results are given in Table 3.8 for terminal time T = 0.2. Plots are also shown in Figure 3.8 for different times (for t ≥ 1 3 solution remains unchanged). 4. Conclusion. We propose a ... Voir le document complet

21

On the        regularizing effect for unbounded solutions of first-order        Hamilton-Jacobi equations

On the regularizing effect for unbounded solutions of first-order Hamilton-Jacobi equations

... where A may be degenerate. In both cases, we provide regularizing effects for bounded from below solutions. The main improvement in the assumptions is easy to describe in the coercive case since we just require ... Voir le document complet

11

A Fast Marching Method for Hamilton-Jacobi Equations Modeling Monotone Front Propagations

A Fast Marching Method for Hamilton-Jacobi Equations Modeling Monotone Front Propagations

... bounded by N but in general it is expected to be of order √ N because the front has dimension 1, so its computational cost drops to O(N ln √ N ...(f.e. by an heap-tree structure), so that it is fast to pick ... Voir le document complet

26

Direct Computation of Multi Valued Phase-Space Solutions for Hamilton-Jacobi Equations

Direct Computation of Multi Valued Phase-Space Solutions for Hamilton-Jacobi Equations

... Unit´e de recherche INRIA Lorraine, Technopˆole de Nancy-Brabois, Campus scientifique, ` NANCY 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LES Unit´e de recherche INRIA Rennes, Ir[r] ... Voir le document complet

49

A Patchy Dynamic Programming Scheme for a Class of Hamilton-Jacobi-Bellman Equations

A Patchy Dynamic Programming Scheme for a Class of Hamilton-Jacobi-Bellman Equations

... work by Ancona and Bressan [1], where the authors studied the problem of the asymptotic stabilization of a control ...obtained by means of a special feedback control, the patchy feedback, which is piecewise ... Voir le document complet

26

An adaptive sparse grid semi-lagrangian scheme for first order Hamilton-Jacobi Bellman equations

An adaptive sparse grid semi-lagrangian scheme for first order Hamilton-Jacobi Bellman equations

... zero level set {x | ϕ(x) = 0} represents just the sphere of radius r 0 . In the numerical scheme we now employ the known optimal path y x ( −τ) = x − τ kxk x if kxk ≥ τ, and y x ( −τ) = 0 otherwise. Thus, no error can ... Voir le document complet

27

Hamilton-Jacobi-Bellman Equations with Time-Measurable Data and Infinite Horizon

Hamilton-Jacobi-Bellman Equations with Time-Measurable Data and Infinite Horizon

... developed for the H-J-B equation associated to the Mayer optimal control problem not involving state constraints, but having a dis- continuous ...functions. By [8, Proposition ... Voir le document complet

24

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