Random Lax-Oleinik semigroups for Hamilton-Jacobi systems - Sorbonne Université Accéder directement au contenu
Article Dans Une Revue Journal de Mathématiques Pures et Appliquées Année : 2017

Random Lax-Oleinik semigroups for Hamilton-Jacobi systems

Résumé

Following the random approach of [1], we define a Lax–Oleinik formula adapted to evolutive weakly coupled systems of Hamilton–Jacobi equations. It is reminiscent of the corresponding scalar formula, with the relevant difference that it has a stochastic character since it involves, loosely speaking, random switchings between the various associated Lagrangians. We prove that the related value functions are viscosity solutions to the system, and establish existence of minimal random curves under fairly general hypotheses. Adding Tonelli like assumptions on the Hamiltonians, we show differentiability properties of such minimizers, and existence of adjoint random curves. Minimizers and adjoint curves are trajectories of a twisted generalized Hamiltonian dynamics.
Fichier principal
Vignette du fichier
AcceptedVersionWeaklyCoupled.pdf (239.87 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01976058 , version 1 (09-01-2019)

Identifiants

Citer

Andrea Davini, Antonio Siconolfi, Maxime Zavidovique. Random Lax-Oleinik semigroups for Hamilton-Jacobi systems. Journal de Mathématiques Pures et Appliquées, In press, 120 (Décembre 2018), pp.294-333. ⟨10.1016/j.matpur.2017.12.005⟩. ⟨hal-01976058⟩
62 Consultations
211 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More