No Arabic abstract
We consider the Cauchy problem for the Hamilton-Jacobi equation with critical dissipation, $$ partial_t u + (-Delta)^{ 1/2} u = | abla u|^p, quad x in mathbb R^N, t > 0, qquad u(x,0) = u_0(x) , quad x in mathbb R^N, $$ where $p > 1$ and $u_0 in B^1_{r,1}(mathbb R^N) cap B^1_{infty,1} (mathbb R^N)$ with $r in [1,infty]$. We show that for sufficiently small $u_0 in dot B^1_{infty,1}(mathbb R^N)$, there exists a global-in-time mild solution. Furthermore, we prove that the solution behaves asymptotically like suitable multiplies of the Poisson kernel.
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function I(t) that arises as the counterpart of a non-negativity constraint on the solution at each time. Although the uniqueness of viscosity solutions is known for many variants of Hamilton-Jacobi equations, the uniqueness for this particular type of constrained problem was not resolved, except in a few particular cases. Here, we provide a general answer to the uniqueness problem, based on three main assumptions: convexity of the Hamiltonian function H(I, x, p) with respect to p, monotonicity of H with respect to I, and BV regularity of I(t).
We are concerned with existence results for a critical problem of Brezis-Nirenberg Type involving an integro-differential operator. Our study includes the fractional Laplacian. Our approach still applies when adding small singular terms. It hinges on appropriate choices of parameters in the mountain-pass theorem
We prove existence and uniqueness of Crandall-Lions viscosity solutions of Hamilton-Jacobi-Bellman equations in the space of continuous paths, associated to the optimal control of path-dependent SDEs. This seems the first uniqueness result in such a context. More precisely, similarly to the seminal paper of P.L. Lions, the proof of our core result, that is the comparison theorem, is based on the fact that the value function is bigger than any viscosity subsolution and smaller than any viscosity supersolution. Such a result, coupled with the proof that the value function is a viscosity solution (based on the dynamic programming principle, which we prove), implies that the value function is the unique viscosity solution to the Hamilton-Jacobi-Bellman equation. The proof of the comparison theorem in P.L. Lions paper, relies on regularity results which are missing in the present infinite-dimensional context, as well as on the local compactness of the finite-dimensional underlying space. We overcome such non-trivial technical difficulties introducing a suitable approximating procedure and a smooth gauge-type function, which allows to generate maxima and minima through an appropriate version of the Borwein-Preiss generalization of Ekelands variational principle on the space of continuous paths.
Let $(Omega, mu)$ be a probability space endowed with an ergodic action, $tau$ of $( {mathbb R} ^n, +)$. Let $H(x,p; omega)=H_omega(x,p)$ be a smooth Hamiltonian on $T^* {mathbb R} ^n$ parametrized by $omegain Omega$ and such that $ H(a+x,p;tau_aomega)=H(x,p;omega)$. We consider for an initial condition $fin C^0 ( {mathbb R}^n)$, the family of variational solutions of the stochastic Hamilton-Jacobi equations $$left{ begin{aligned} frac{partial u^{ varepsilon }}{partial t}(t,x;omega)+Hleft (frac{x}{ varepsilon } , frac{partial u^varepsilon }{partial x}(t,x;omega);omega right )=0 & u^varepsilon (0,x;omega)=f(x)& end{aligned} right .$$ Under some coercivity assumptions on $p$ -- but without any convexity assumption -- we prove that for a.e. $omega in Omega$ we have $C^0-lim u^{varepsilon}(t,x;omega)=v(t,x)$ where $v$ is the variational solution of the homogenized equation $$left{ begin{aligned} frac{partial v}{partial t}(x)+{overline H}left (frac{partial v }{partial x}(x) right )=0 & v (0,x)=f(x)& end{aligned} right.$$
The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold where the initial data of the field equations are assigned. Finally, a technique to obtain the general solution of the field equations, starting from the given initial manifold, is deduced.