Viscosity Solutions Of Hamilton-Jacobi Equations Research Articles

Asymptotic spreading of KPP reactive fronts in heterogeneous shifting environments

We study the asymptotic spreading of Kolmogorov-Petrovsky-Piskunov (KPP) fronts in heterogeneous shifting habitats, with any number of shifting speeds, by further developing the method based on the theory of viscosity solutions of Hamilton-Jacobi equations. Our framework addresses both reaction-diffusion equations and integro-differential equations with a distributed time-delay. The latter leads to a class of limiting equations of Hamilton-Jacobi-type depending on the variable x/t and in which the time and space derivatives are coupled together. We first establish uniqueness results for these Hamilton-Jacobi equations using elementary arguments, and then characterize the spreading speed in terms of a reduced equation on a one-dimensional domain in the variable s=x/t. In terms of the standard Fisher-KPP equation of reaction-diffusion type, we give explicit formulas of the spreading speed when the environment has one or two shifting speeds. As a byproduct, we also introduce a novel class of “asymptotically homogeneous” environments which share the same spreading speed with the corresponding homogeneous environments.

A PDE Approach to the Long-Time Asymptotic Solutions of Contact Hamilton-Jacobi Equations

We study the long-time asymptotic behaviour of viscosity solutions [see formula in PDF] of the Hamilton-Jacobi equation [see formula in PDF] in [see formula in PDF] with a PDE approach, where [see formula in PDF] is coercive in [see formula in PDF], non-decreasing in [see formula in PDF] and strictly convex in [see formula in PDF], and establish the uniform convergence of [see formula in PDF] to an asymptotic solution [see formula in PDF] as [see formula in PDF]. Moreover, [see formula in PDF] is a viscosity solution of Hamilton-Jacobi equation [see formula in PDF].

A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups

We extend the Barles-Perthame procedure [4] (see also [22]) of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f−λHf=h to the context of non-compact spaces.The convergence result allows for equations on a ‘converging sequence of spaces’ as well as Hamilton-equations written in terms of two equations in terms of operators H† and H‡ that serve as natural upper and lower bounds for the ‘true’ operator H.In the process, we establish a strong relation between non-linear pseudo-resolvents and viscosity solutions of Hamilton-Jacobi equations. As a consequence we derive a convergence result for non-linear semigroups.

A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions

We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a Hamiltonian flow. This Hamiltonian flow is used to analyze the regularity of the time-dependent rate function, both for Glauber dynamics for the Curie-Weiss model and Brownian dynamics in a potential. We extend the variational approach to this problem of time-dependent regularity in order to include Hamiltonian trajectories with a finite lifetime in closed domains with a boundary. This leads to new phenomena, such a recovery of smoothness. We hereby create a new and unifying approach for the study of mean-field Gibbs-non-Gibbs transitions, based on Hamiltonian dynamics and viscosity solutions of Hamilton-Jacobi equations.

Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations

The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear Hamiltonians in the one-dimensional periodic setting, showing new results on the stability and convergence of the scheme [Soga, Math. Comp. (2015)]. In the current paper, we extend these results to the higher dimensional setting. Our framework with a deterministic scheme provides approximation of viscosity solutions of Hamilton-Jacobi equations, their spatial derivatives and the backward characteristic curves at the same time, within an arbitrary time interval. The proof is based on stochastic calculus of variations with random walks; a priori boundedness of minimizers of the variational problems that verifies a CFL type stability condition; the law of large numbers for random walks under the hyperbolic scaling limit. Convergence of approximation and the rate of convergence are obtained in terms of probability theory. The idea is reminiscent of the stochastic and variational approach to the vanishing viscosity method introduced in [Fleming, J. Differ. Eqs (1969)].

Uniqueness of $$\beta $$-Viscosity Solutions of Hamilton–Jacobi Equations and Applications to a Class of Optimal Control Problems

This paper is concerned with an infinite horizon optimal control with unbounded value functions for a class of Hamilton–Jacobi equations (HJEs) in Banach spaces. Based on the uniqueness of \(\beta \)-viscosity solutions of HJEs, which is first established in this paper, necessary and sufficient optimality conditions are derived.

Blow-up and regularization rates, loss and recovery of boundary conditions for the superquadratic viscous Hamilton-Jacobi equation

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 dimension, under suitable conditions on the initial data, we give a quite detailed description of the behavior of solutions for all t>0. In particular, we show that nonminimal GBU solutions immediately lose the boundary conditions after the blow-up time and are immediately regularized after recovering the boundary data. Moreover, both GBU and regularization occur with the minimal rates, while loss and recovery of boundary data occur with linear rate. We describe further the intermediate singular life of those solutions in the time interval between GBU and regularization.We also study minimal GBU solutions, for which GBU occurs without LBC: those solutions are immediately regularized, but their blow-up and regularization rates are more singular.Most of our one-dimensional results crucially depend on zero-number arguments, which do not seem to have been used so far in the context of viscosity solutions of Hamilton-Jacobi equations.

Fast Marching Method Aplication for Forward Modelling of Seismic Wave Propagation

One of the classical problem in seismology is to determine time travel and ray path of seismic wave betweentwo points at a given heterogeneous media. This problem is expressed by eikonal equation and can be seen as a propagation of a wavefront and interface evolution. One of methods to solve this problem is Fast Marching Method abbreviated as FMM. This method is used to produce entropy-satisfying viscosity solution of eikonal equation. FMM combines viscosity solution of Hamilton-Jacobi equation and Huygen's Principle that centered on min-heap data structure to determine the minimum value at every loop. In this study, FMM is applied to determine time travel and raypath of seismic wave. FMM also is used to determine the location of wavesource using simple algorithm. From our forward modeling schemes, it is found that FMM is an accurate, robust, and effcient method to simulate seismic wave propagation. For further study, FMM also can be used to be a part of passive seismic inverse scheme to locate hypocenter location.

Asymptotic Lipschitz regularity of viscosity solutions of Hamilton-Jacobi equations

For each continuous initial data $\varphi(x)\in C(M,\mathbb{R})$, we obtain the asymptotic Lipschitz regularity of the viscosity solution of the following evolutionary Hamilton-Jacobi equation with convex and coercive Hamiltonians: \partial_tu(x,t)+H(x,\partial_xu(x,t))=0, u(x,0)=\varphi(x).

More on stochastic and variational approach to the Lax-Friedrichs scheme

A stochastic and variational aspect of the Lax-Friedrichs scheme was applied to hyperbolic scalar conservation laws by Soga [arXiv: 1205.2167v1]. The results for the Lax-Friedrichs scheme are extended here to show its time-global stability, the large-time behavior, and error estimates. The proofs essentially rely on the calculus of variations in the Lax-Friedrichs scheme and on the theory of viscosity solutions of Hamilton-Jacobi equations corresponding to the hyperbolic scalar conservation laws. Also provided are basic facts that are useful in the numerical analysis and simulation of the weak Kolmogorov-Arnold-Moser (KAM) theory. As one application, a finite difference approximation to KAM tori is rigorously treated.

Hamilton–Jacobi equations for optimal control on junctions and networks

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a network. A notion of viscosity solution of Hamilton-Jacobi equations on the network has been proposed in earlier articles. Here, we propose a simple proof of a comparison principle based on arguments from the theory of optimal control.

A Hamilton-Jacobi approach for front propagation in kinetic equations

In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models describe particles moving according to a velocity-jump process, and proliferating thanks to a reaction term of monostable type. The scattering operator is supposed to satisfy a maximum principle. When the velocity space is bounded, we show, under suitable hypotheses, that the phase converges towards the viscosity solution of some constrained Hamilton-Jacobi equation which effective Hamiltonian is obtained solving a suitable eigenvalue problem in the velocity space. In the case of unbounded velocities, the non-solvability of the spectral problem can lead to different behavior. In particular, a front acceleration phenomena can occur. Nevertheless, we expect that when the spectral problem is solvable one can extend the convergence result.

Optimal transport and large number of particles

We present an approach for proving uniqueness of ODEs in the Wasserstein space. We give an overview of basic tools needed to deal with Hamiltonian ODE in the Wasserstein space and show various continuity results for value functions. We discuss a concept of viscosity solutions of Hamilton-Jacobi equations in metric spaces and in some cases relate it to viscosity solutions in the sense of differentials in the Wasserstein space.

Singular Neumann problems and large-time behavior of solutions of noncoercive Hamilton-Jacobi equations

We investigate the large-time behavior of viscosity solutions of Hamilton-Jacobi equations with noncoercive Hamiltonian in a multidimensional Euclidean space. Our motivation comes from a model describing growing faceted crystals recently discussed by E. Yokoyama, Y. Giga and P. Rybka. Surprisingly, growth rates of viscosity solutions of these equations depend on the x x -variable. In a part of the space called the effective domain, growth rates are constant, but outside of this domain, they seem to be unstable. Moreover, on the boundary of the effective domain, the gradient with respect to the x x -variable of solutions blows up as time goes to infinity. Therefore, we are naturally led to study singular Neumann problems for stationary Hamilton-Jacobi equations. We establish the existence, stability and comparison results for singular Neumann problems and apply the results for a large-time asymptotic profile on the effective domain of viscosity solutions of Hamilton-Jacobi equations with noncoercive Hamiltonian.

Mather problem and viscosity solutions in the stationary setting

In this paper we discuss the Mather problem for stationary Lagrangians, that is Lagrangians L : Rn × Rn ×! R, where is a compact metric space on which Rn acts through an action which leaves L invariant. This setting allow us to generalize the standard Mather problem for quasi-periodic and almost-periodic Lagrangians. Our main result is the existence of stationary Mather measures invariant under the Euler-Lagrange flow which are supported in a graph. We also obtain several estimates for viscosity solutions of Hamilton-Jacobi equations for the discounted cost infinite horizon problem.

Hamilton–Jacobi equations constrained on networks

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a network. In our setting, the value function is continuous. We de ne a notion of constrained viscosity solution of Hamilton-Jacobi equations on the network and we study related comparison principles. Under suitable assumptions, we prove in particular that the value function is the unique constrained viscosity solution of the Hamilton-Jacobi equation on the network.

Time Remotely Almost Periodic Viscosity Solutions of Hamilton-Jacobi Equations

We study some properties of the remotely almost periodic functions. This paper studies viscosity solutions of general Hamilton-Jacobi equations in the time remotely almost periodic case. Existence and uniqueness results are presented under usual hypotheses.

Local-Structure-Preserving Discontinuous Galerkin Methods with Lax-Wendroff Type Time Discretizations for Hamilton-Jacobi Equations

In this paper, a family of high order numerical methods are designed to solve the Hamilton-Jacobi equation for the viscosity solution. In particular, the methods start with a hyperbolic conservation law system closely related to the Hamilton-Jacobi equation. The compact one-step one-stage Lax-Wendroff type time discretization is then applied together with the local-structure-preserving discontinuous Galerkin spatial discretization. The resulting methods have lower computational complexity and memory usage on both structured and unstructured meshes compared with some standard numerical methods, while they are capable of capturing the viscosity solutions of Hamilton-Jacobi equations accurately and reliably. A collection of numerical experiments is presented to illustrate the performance of the methods.

A Central Discontinuous Galerkin Method for Hamilton-Jacobi Equations

In this paper, a central discontinuous Galerkin method is proposed to solve for the viscosity solutions of Hamilton-Jacobi equations. Central discontinuous Galerkin methods were originally introduced for hyperbolic conservation laws. They combine the central scheme and the discontinuous Galerkin method and therefore carry many features of both methods. Since Hamilton-Jacobi equations in general are not in the divergence form, it is not straightforward to design a discontinuous Galerkin method to directly solve such equations. By recognizing and following a "weighted-residual" or "stabilization-based" formulation of central discontinuous Galerkin methods when applied to hyperbolic conservation laws, we design a high order numerical method for Hamilton-Jacobi equations. The L 2 stability and the error estimate are established for the proposed method when the Hamiltonians are linear. The overall performance of the method in approximating the viscosity solutions of general Hamilton-Jacobi equations are demonstrated through extensive numerical experiments, which involve linear, nonlinear, smooth, nonsmooth, convex, or nonconvex Hamiltonians.

Regularity properties of the distance functions to conjugate and cut loci for viscosity solutions of Hamilton-Jacobi equations and applications in Riemannian geometry

Given a continuous viscosity solution of a Dirichlet-type Hamilton-Jacobi equation, we show that the distance function to the conjugate locus which is associated to this problem is locally semiconcave on its domain. It allows us to provide a simple proof of the fact that the distance function to the cut locus associated to this problem is locally Lipschitz on its domain. This result, which was already an improvement of a previous one by Itoh and Tanaka [Trans. Amer. Math. Soc. 353 (2001) 21–40], is due to Li and Nirenberg [Comm. Pure Appl. Math. 58 (2005) 85–146]. Finally, we give applications of our results in Riemannian geometry. Namely, we show that the distance function to the conjugate locus on a Riemannian manifold is locally semiconcave. Then, we show that if a Riemannian manifold is a C 4 -deformation of the round sphere, then all its tangent nonfocal domains are strictly uniformly convex.