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Andrea Davini

Publications and source records attributed to Andrea Davini.

At least 19 recordsLinked to original sources
arXiv2025

The vanishing discount problem for nonlocal Hamilton-Jacobi equations

We establish a convergence result for the vanishing discount problem in the context of nonlocal HJ equations. We consider a fairly general class of discounted first-order and convex HJ equations which incorporate an integro-differential operator posed on the $d$-dimensional torus, and we show that the solutions converge to a specific critical solution as the discount factor tends to zero. Our approach relies on duality techniques for nonlocal convex HJ equations, building upon Hahn-Banach separation theorems to develop a generalized notion of Mather measure. The results are applied to a specific class of convex and superlinear Hamiltonians.

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arXiv2024

Convergence/divergence phenomena in the vanishing discount limit of Hamilton-Jacobi equations

We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,λu(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in C(T^*M\times\mathbb{R})$ is convex and superlinear in the gradient variable, is globally Lipschitz but not monotone in the last argument, and $c_0$ is the critical constant associated with the Hamiltonian $H:=G(\cdot,\cdot,0)$. By assuming that $\partial_u G(\cdot,\cdot,0)$ satisfies a positivity condition of integral type on the Mather set of $H$, we prove that any equi-bounded family of solutions of \eqref{abs} uniformly converges to a distinguished critical solution $u_0$ as $λ\to 0^+$. We furthermore show that any other possible family of solutions uniformly diverges to $+\infty$ or $-\infty$. We then look into the linear case $G(x,p,u):=a(x)u + H(x,p)$ and prove that the family $(u_λ)_{λ\in (0,λ_0)}$ of maximal solutions to \eqref{abs} is well defined and equi-bounded for $λ_0>0$ small enough. When $a$ changes sign and enjoys a stronger localized positivity assumption, we show that equation \eqref{abs} does admit other solutions too, and that they all uniformly diverge to $-\infty$ as $λ\to 0^+$. This is the first time that converging and diverging families of solutions are shown to coexist in such a generality.

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arXiv2024

Stochastic Homogenization of HJ Equations: a Differential Game Approach

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the representation of solutions as value functions of differential games, we develop a game-theoretic approach to homogenization. We furthermore extend this result to a class of Lipschitz Hamiltonians that need not admit a global max-min representation. Our methods allow us to get a quantitative convergence rate for solutions with linear initial data toward the corresponding ones of the effective limit problem.

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arXiv2024

Stochastic homogenization of nondegenerate viscous HJ equations in 1d

We prove homogenization for a nondegenerate viscous Hamilton-Jacobi equation in dimension one in stationary ergodic environments with a superlinear (nonconvex) Hamiltonian of fairly general type. The version of the paper herein posted is identical to the one submitted to the journal *** for publication on the 26th of February, 2024. One of the crucial idea for the proof corresponds to Theorem 4.2. This theorem, together with its proof, already appeared, in essential identical form, in the ArXiv e-print 2306.12145, version 1 (posted on the 21st of June 2023), see Theorem 4.5 therein.

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arXiv2024

Stochastic homogenization of a class of quasiconvex and possibly degenerate viscous HJ equations in 1d

We prove homogenization for possibly degenerate viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,ω)$, where $G$ is a quasiconvex, locally Lipschitz function with superlinear growth, the potential $V(x,ω)$ is bounded and Lipschitz continuous, and the diffusion coefficient $a(x,ω)$ is allowed to vanish on some regions or even on the whole $\mathbb{R}$. The class of random media we consider is defined by an explicit scaled hill condition on the pair $(a,V)$ which is fulfilled as long as the environment is not ``rigid''.

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arXiv2024

Stochastic homogenization of quasiconvex degenerate viscous HJ equations in 1d

We prove homogenization for degenerate viscous Hamilton-Jacobi equations in dimension one in stationary ergodic environments with a quasiconvex and superlinear Hamiltonian of fairly general type. We furthermore show that the effective Hamiltonian is quasiconvex. This latter result is new even in the periodic setting, despite homogenization has been known for quite some time.

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arXiv2023

Stochastic homogenization of nonconvex viscous Hamilton-Jacobi equations in one space dimension

We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,ω)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a general (nonconvex) continuous function with superlinear growth at infinity, and the potential $V(x,ω)$ is bounded and Lipschitz continuous. The class of random media we consider is defined by an explicit hill and valley condition on the diffusivity-potential pair which is fulfilled as long as the environment is not ``rigid''.

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arXiv2023

On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case

We study the asymptotic behavior of the viscosity solutions $u^λ_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} λu(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $λ$ tends to 0, where $G(x,p):=H(x,p)-V(x)$ is the perturbation of a Hamiltonian $H\in C({\mathbb R}\times{\mathbb R})$, ${\mathbb Z}$-periodic in the space variable and convex and coercive in the momentum, by a compactly supported potential $V\in {C}_c({\mathbb R})$. The constant $c(G)$ appearing above is defined as the infimum of values $a\in {\mathbb R}$ for which the HJ equation $G(x,u')=a$ in ${\mathbb R}$ admits bounded viscosity subsolutions. We prove that the functions $u^λ_G$ locally uniformly converge, for $λ\rightarrow 0^+$, to a specific solution $u_G^0$ of the critical equation \begin{equation}\label{abs}\tag{*} G(x,u')=c(G)\qquad\hbox{in ${\mathbb R}$}. \end{equation} We identify $u^0_G$ in terms of projected Mather measures for $G$ and of the limit $u^0_H$ to the unperturbed periodic problem. This can be regarded as an extension to a noncompact setting of the main results in [17]. Our work also includes a qualitative analysis of \eqref{abs} with a weak KAM theoretic flavor.

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arXiv2020

Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension

We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,ω)$, where the nonlinearity $G$ is a minimum of two or more convex functions with the same absolute minimum, and the potential $V$ is a bounded stationary process satisfying an additional scaled hill and valley condition. This condition is trivially satisfied in the inviscid case, while it is equivalent to the original hill and valley condition of A. Yilmaz and O. Zeitouni [31] in the uniformly elliptic case. Our approach is based on PDE methods and does not rely on representation formulas for solutions. Using only comparison with suitably constructed super- and sub- solutions, we obtain tight upper and lower bounds for solutions with linear initial data $x\mapsto θx$. Another important ingredient is a general result of P. Cardaliaguet and P.E. Souganidis [13] which guarantees the existence of sublinear correctors for all $θ$ outside "flat parts" of effective Hamiltonians associated with the convex functions from which $G$ is built. We derive crucial derivative estimates for these correctors which allow us to use them as correctors for $G$.

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arXiv2020

On the vanishing discount problem from the negative direction

It has been proved in [10] that the unique viscosity solution of \begin{equation}\label{abs}\tag{*} λu_λ+H(x,d_x u_λ)=c(H)\qquad\hbox{in $M$}, \end{equation} uniformly converges, for $λ\rightarrow 0^+$, to a specific solution $u_0$ of the critical equation \[ H(x,d_x u)=c(H)\qquad\hbox{in $M$}, \] where $M$ is a closed and connected Riemannian manifold and $c(H)$ is the critical value. In this note, we consider the same problem for $λ\rightarrow 0^-$. In this case, viscosity solutions of equation \eqref{abs} are not unique, in general, so we focus on the asymptotics of the minimal solution $u_λ^-$ of \eqref{abs}. Under the assumption that constant functions are subsolutions of the critical equation, we prove that the $u_λ^-$ also converges to $u_0$ as $λ\rightarrow 0^-$. Furthermore, we exhibit an example of $H$ for which equation \eqref{abs} admits a unique solution for $λ<0$ as well.

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arXiv2020

Discrete approximation of the viscous HJ equation

We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem admits a unique continuous solution on the torus, up to additive constants. By additionally assuming a technical condition on the associated Lagrangian, we show that each solution of the viscous Hamilton Jacobi equation is the limit of solutions of the discrete problems, as the discretization step goes to zero.

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arXiv2017

Convergence of the solutions of discounted Hamilton--Jacobi systems

We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to zero. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton--Jacobi systems and on suitable random representation formulae for the discounted solutions.

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arXiv2017

Existence and uniqueness of solutions to parabolic equations with superlinear Hamiltonians

We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on classical techniques for uniformly parabolic quasilinear equations and on the Lipschitz estimates proved in [S.N. Armstrong and H.V. Tran, Viscosity solutions of general viscous Hamilton-Jacobi equations, Math. Ann., 361 (2015)], as well as on viscosity solution arguments.

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arXiv2016

Homogenization of viscous and non-viscous HJ equations: a remark and an application

It was pointed out in [P.L. Lions, G. Papanicolaou, S. Varadhan, Homogenization of Hamilton-Jacobi equation, unpublished preprint (1987)] that, for first order Hamilton-Jacobi (HJ) equations, homogenization starting with affine initial data implies homogenization for general uniformly continuous initial data. The argument makes use of some properties of the HJ semi-group, in particular, the finite speed of propagation. The last property is lost for viscous HJ equations. In this paper we prove the above mentioned implication in both viscous and non-viscous cases. Our proof relies on a variant of Evans's perturbed test function method. As an application, we show homogenization in the stationary ergodic setting for viscous and non-viscous HJ equations in one space dimension with non-convex Hamiltonians of specific form. The results are new in the viscous case.

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arXiv2016

Random Lax--Oleinik semigroups for Hamilton--Jacobi systems

Following the random approach of Mitake, Siconolfi,Tran and Yamada, 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.

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arXiv2014

Convergence of the solutions of the discounted equation

We consider a continuous coercive Hamiltonian $H$ on the cotangent bundle of the compact connected manifold $M$ which is convex in the momentum. If $u_λ:M\to\mathbb R$ is the viscosity solution of the discounted equation $$ λu_λ(x)+H(x,d_x u_λ)=c(H), $$ where $c(H)$ is the critical value, we prove that $u_λ$ converges uniformly, as $λ\to 0$, to a specific solution $u_0:M\to\mathbb R$ of the critical equation $$ H(x,d_x u)=c(H). $$ We characterize $u_0$ in terms of Peierls barrier and projected Mather measures.

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arXiv2014

Aubry sets for weakly coupled systems of Hamilton--Jacobi equations

We introduce a notion of Aubry set for weakly coupled systems of Hamilton--Jacobi equations on the torus and characterize it as the region where the obstruction to the existence of globally strict critical subsolutions concentrates. As in the case of a single equation, we prove the existence of critical subsolutions which are strict and smooth outside the Aubry set. This allows us to derive in a simple way a comparison result among critical sub and supersolutions with respect to their boundary data on the Aubry set, showing in particular that the latter is a uniqueness set for the critical system. We also highlight some rigidity phenomena taking place on the Aubry set.

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