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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 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
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_{
We investigate the convergence rate in the vanishing viscosity process of the solutions to the subquadratic state-constraint Hamilton-Jacobi equations. We give two different proofs of the fact that, for nonnegative Lipschitz data that vanish on the b
Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates on the vi
We study the Bellman equation in the Wasserstein space arising in the study of mean field control problems, namely stochastic optimal control problems for McKean-Vlasov diffusion processes. Using the standard notion of viscosity solution {`a} la Cran