arXiv subjects

Nicolas Forcadel

Publications and source records attributed to Nicolas Forcadel.

17 recordsLinked to original sources

arXiv2025

Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case.

math.OC↗

arXiv2025

Beyond uniqueness: Relaxation calculus of junction conditions for coercive Hamilton-Jacobi equations

A junction is a particular network given by the collection of $N\ge 1$ half lines $[0,+\infty)$ glued together at the origin. On such a junction, we consider evolutive Hamilton-Jacobi equations with $N$ coercive Hamiltonians. Furthermore,we consider a general desired junction condition at the origin, given by some monotone function $F_0:\R^N\to \R$.There is existence and uniqueness of solutions which only satisfy weakly the junction condition (at the origin, they satisfy either the desired junction condition or the PDE).We show that those solutions satisfy strongly a relaxed junction condition $\frak R F_0$ (that we can recognize as an effective junction condition). It is remarkable that this relaxed condition can be computed in three different but equivalent ways: 1) using viscosity inequalities, 2) using Godunov fluxes, 3) using Riemann problems.Our result goes beyond uniqueness theory, in the following sense: solutions to two different desired junction conditions $F_0$ and $F_1$ do coincide if $\frak R F_0=\frak R F_1$.

math.AP↗

arXiv2024

Limits of non-local approximations to the Eikonal equation on manifolds

In this paper, we consider a non-local approximation of the time-dependent Eikonal equation defined on a Riemannian manifold. We show that the local and the non-local problems are well-posed in the sense of viscosity solutions and we prove regularity properties of these solutions in time and space. If the kernel is properly scaled, we then derive error bounds between the solution to the non-local problem and the one to the local problem, both in continuous-time and Forward Euler discretization. Finally, we apply these results to a sequence of random weighted graphs with n vertices. In particular, we establish that the solution to the problem on graphs converges almost surely uniformly to the viscosity solution of the local problem as the kernel scale parameter decreases at an appropriate rate when the number of vertices grows and the time step vanishes.

math.AP↗

arXiv2024

Germs for scalar conservation laws: the Hamilton-Jacobi equation point of view

We prove that the entropy solution to a scalar conservation law posed on the real line with a flux that is discontinuous at one point (in the space variable) coincides with the derivative of the solution to a Hamilton-Jacobi (HJ) equation whose Hamiltonian is discontinuous. Flux functions (Hamiltonians) are not assumed to be convex in the state (gradient) variable. The proof consists in proving the convergence of two numerical schemes. We rely on the theory developed by B.~Andreianov, K.~H.~Karlsen and N.~H.~Risebro (\textit{Arch. Ration. Mech. Anal.}, 2011) for such scalar conservation laws and on the viscosity solution theory developed by the authors (\textit{arxiv}, 2023) for the corresponding HJ equation. This study allows us to characterise certain germs introduced in the AKR theory (namely maximal and complete ones) and relaxation operators introduced in the viscosity solution framework.

math.AP↗

arXiv2024

The twin blow-up method for Hamilton-Jacobi equations in higher dimension

In this paper, we show how to extend the twin blow-up method recently developped by the authors (Comptes Rendus. Math., 2024), in order to obtain a new comparison principle for an evolution coercive Hamilton-Jacobi equation posed in a domain of an Euclidian space of any dimension and supplemented with a boundary condition. The method allows dealing with the case where tangential variables and the variable corresponding to the normal gradient of the solution are strongly coupled at the boundary. We elaborate on a method introduced by P.-L. Lions and P. Souganidis (Atti Accad. Naz. Lincei, 2017). Their argument relies on a single blow-up procedure after rescaling the semi-solutions to be compared while two simultaneous blow-ups are performed in this work, one for each variable of the classical doubling variable technique. A one-sided Lipschitz estimate satisfied by a combination of the two blow-up limits plays a key role.

math.AP↗

arXiv2023

A class of germs arising from homogenization in traffic flow on junctions

We consider traffic flows described by conservation laws. We study a 2:1 junction (with two incoming roads and one outgoing road) or a 1:2 junction (with one incoming road and two outgoing roads). At the mesoscopic level, the priority law at the junction is given by traffic lights, which are periodic in time and the traffic can also be slowed down by periodic in time flux-limiters. After a long time, and at large scale in space, we intuitively expect an effective junction condition to emerge. Precisely, we perform a rescaling in space and time, to pass from the mesoscopic scale to the macroscopic one. At the limit of the rescaling, we show rigorous homogenization of the problem and identify the effective junction condition, which belongs to a general class of germs (in the terminology of [6, 21, 37]). The identification of this germ and of a characteristic subgerm which determines the whole germ, is the first key result of the paper. The second key result of the paper is the construction of a family of correctors whose values at infinity are related to each element of the characteristic subgerm. This construction is indeed explicit at the level of some mixed Hamilton-Jacobi equations for concave Hamiltonians (i.e. fluxes). The explicit solutions are found in the spirit of representation formulas for optimal control problems.

math.AP↗

arXiv2023

Conservation law and Hamilton-Jacobi equations on a junction: the convex case

The goal of this paper is to study the link between the solution to an Hamilton-Jacobi (HJ) equation and the solution to a Scalar Conservation Law (SCL) on a special network. When the equations are posed on the real axis, it is well known that the space derivative of the solution to the Hamilton-Jacobi equation is the solution to the corresponding scalar conservation law. On networks, the situation is more complicated and we show that this result still holds true in the convex case on a 1:1 junction. The correspondence between solutions to HJ equations and SCL on a 1:1 junction is done showing the convergence of associated numerical schemes. A second direct proof using semi-algebraic functions is also given. Here a 1:1 junction is a simple network composed of two edges and one vertex. In the case of three edges or more, we show that the associated HJ germ is not a L 1-dissipative germ, while it is the case for only two edges. As an important byproduct of our numerical approach, we get a new result on the convergence of numerical schemes for scalar conservation laws on a junction. For a general desired flux condition which is discretized, we show that the numerical solution with the general flux condition converges to the solution of a SCL problem with an effective flux condition at the junction. Up to our knowledge, in previous works the effective condition was directly implemented in the numerical scheme. In general the effective flux condition differs from the desired one, and is its relaxation, which is very natural from the point of view of Hamilton-Jacobi equations. Here for SCL, this effective flux condition is encoded in a germ that we characterize at the junction.

math.AP↗

arXiv2023

Coercive Hamilton-Jacobi equations in domains: the twin blow-ups method

In this note, we consider an evolution coercive Hamilton-Jacobi equation posed in a domain and supplemented with a boundary condition. We are interested in proving a comparison principle in the case where the time and the (normal) gradient variables are strongly coupled at the boundary. We elaborate on a method introduced by P.-L. Lions and P. Souganidis (Atti Accad. Naz. Lincei, 2017) to extend their comparison principle to more general boundary conditions and to Hamiltonians that are not globally Lipschitz continuous in the time variable. Their argument relies on a single blow-up procedure after rescaling the semi-solutions to be compared. We refer to our technique as the twin blow-ups method since two blow-ups are performed simultaneously, one for each variable of the doubling variable method. The Lipschitz regularity of the regularized subsolution provides a key Lipschitz inequality satisfied by the two blow-up limits, that are a priori allowed to be infinite. For expository reasons, the result is presented here in the framework of space dimension one and the general case is treated in a companion paper.

math.AP↗

arXiv2023

Non-convex coercive Hamilton-Jacobi equations: Guerand's relaxation revisited

This work is concerned with Hamilton-Jacobi equations of evolution type posed in domains and supplemented with boundary conditions. Hamiltonians are coercive but are neither convex nor quasiconvex. We analyse boundary conditions when understood in the sense of viscosity solutions. This analysis is based on the study of boundary conditions of evolution type. More precisely, we give a new formula for the relaxed boundary conditions derived by J. Guerand (J. Differ. Equations, 2017). This new point of view unveils a connection between the relaxation operator and the classical Godunov flux from the theory of conservation laws. We apply our methods to two classical boundary value problems. It is shown that the relaxed Neumann boundary condition is expressed in terms of Godunov's flux while the relaxed Dirichlet boundary condition reduces to an obstacle problem at the boundary associated with the lower non-increasing envelope of the Hamiltonian.

math.AP↗

arXiv2021

Limits and consistency of non-local and graph approximations to the Eikonal equation

In this paper, we study a non-local approximation of the time-dependent (local) Eikonal equation with Dirichlet-type boundary conditions, where the kernel in the non-local problem is properly scaled. Based on the theory of viscosity solutions, we prove existence and uniqueness of the viscosity solutions of both the local and non-local problems, as well as regularity properties of these solutions in time and space. We then derive error bounds between the solution to the non-local problem and that of the local one, both in continuous-time and Backward Euler time discretization. We then turn to studying continuum limits of non-local problems defined on random weighted graphs with $n$ vertices. In particular, we establish that if the kernel scale parameter decreases at an appropriate rate as $n$ grows, then almost surely, the solution of the problem on graphs converges uniformly to the viscosity solution of the local problem as the time step vanishes and the number vertices $n$ grows large.

math.AP↗

arXiv2020

Stochastic homogenization of Hamilton-Jacobi equations on a junction

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered hamiltonian is closed to given stationary ergodic hamiltonians (which are different on the left and on the right). Near the origin, there is a perturbation zone which allows to pass from one hamiltonian to the other. The main result of this paper is a stochastic homogenization as the length of the transition zone goes to zero. More precisely, at the limit we get two deterministic right and left hamiltonians with a deterministic junction condition at the origin. The main difficulty and novelty of the paper come from the fact that the hamiltonian is not stationary ergodic. Up to our knowledge, this is the first specified stochastic homogenization result. This work is motivated by traffic flow applications.

math.AP↗

arXiv2019

From heterogeneous microscopic traffic flow models to macroscopic models

The goal of this paper is to derive rigorously macroscopic traffic flow models from microscopic models. More precisely, for the microscopic models, we consider follow-the-leader type models with different types of drivers and vehicles which are distributed randomly on the road. After a rescaling, we show that the cumulative distribution function converge to the solution of a macroscopic model. We also make the link between this macroscopic model and the so-called LWR model.

math.AP↗

arXiv2018

A semi-Lagrangian scheme for Hamilton-Jacobi equations on networks with application to traffic flow models

We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical conditions. We prove a convergence theorem and some error estimates. Additionally, the theoretical results are validated by numerical tests. Finally, we apply the scheme to simulate traffic flows modeling problems.

math.NA↗

arXiv2014

Steady state and long time convergence of spirals moving by forced mean curvature motion

In this paper, we prove the existence and uniqueness of a "steady" spiral moving with forced mean curvature motion. This spiral has a stationary shape and rotates with constant angular velocity. Under appropriate conditions on the initial data, we also show the long time convergence (up to some subsequence in time) of the solution of the Cauchy problem to the steady state. This result is based on a new Liouville result which is of independent interest.

math.AP↗

arXiv2014

Existence and uniqueness of traveling wave for accelerated Frenkel-Kontorova model

In this paper, we study the existence and uniqueness of traveling wave solution for the accelerated Frenkel-Kontorova model. This model consists in a system of ODE that describes the motion particles in interaction. The most important applications we have in mind is the motion of crystal defects called dislocations. For this model, we prove the existence of traveling wave solutions under very weak assumptions. The uniqueness of the velocity is also studied as well as the uniqueness of the profile which used different types of strong maximum principle. As far as we know, this is the first result concerning traveling waves for accelerated, spatially discrete system.

math.AP↗

arXiv2011

Uniqueness and existence of spirals moving by forced mean curvature motion

In this paper, we study the motion of spirals by mean curvature type motion in the (two dimensional) plane. Our motivation comes from dislocation dynamics; in this context, spirals appear when a screw dislocation line reaches the surface of a crystal. The first main result of this paper is a comparison principle for the corresponding parabolic quasi-linear equation. As far as motion of spirals are concerned, the novelty and originality of our setting and results come from the fact that, first, the singularity generated by the attached end point of spirals is taken into account for the first time, and second, spirals are studied in the whole space. Our second main result states that the Cauchy problem is well-posed in the class of sub-linear weak (viscosity) solutions. We also explain how to get the existence of smooth solutions when initial data satisfy an additional compatibility condition.

math.AP↗

arXiv2011

Homogenization of accelerated Frenkel-Kontorova models with $n$ types of particles

We consider systems of ODEs that describe the dynamics of particles. Each particle satisfies a Newton law (including the acceleration term) where the force is created by the interactions with the other particles and with a periodic potential. The presence of a damping term allows the system to be monotone. Our study takes into account the fact that the particles can be different. After a proper hyperbolic rescaling, we show that the solutions to this system of ODEs converge to the solution of a macroscopic homogenized Hamilton-Jacobi equation.

math.AP↗