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A Bellman approach for two-domains optimal control problems in ℝN

G. Barles, A. Briani, E. Chasseigne (2013)

ESAIM: Control, Optimisation and Calculus of Variations

This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space ℝN. As a consequence, the dynamic and running cost present discontinuities at the boundary of these domains and this is the main difficulty of this type of problems. We address these questions by using a Bellman approach: our aim is to investigate how to define properly...

A general Hamilton-Jacobi framework for non-linear state-constrained control problems

Albert Altarovici, Olivier Bokanowski, Hasnaa Zidani (2013)

ESAIM: Control, Optimisation and Calculus of Variations

The paper deals with deterministic optimal control problems with state constraints and non-linear dynamics. It is known for such problems that the value function is in general discontinuous and its characterization by means of a Hamilton-Jacobi equation requires some controllability assumptions involving the dynamics and the set of state constraints. Here, we first adopt the viability point of view and look at the value function as its epigraph. Then, we prove that this epigraph can always be described...

A Hamilton-Jacobi approach to junction problems and application to traffic flows

Cyril Imbert, Régis Monneau, Hasnaa Zidani (2013)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a “junction”, that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison principle. We also prove existence and stability of solutions. The two challenging difficulties are the singular geometry of the domain and the discontinuity of the Hamiltonian. As far as discontinuous Hamiltonians are concerned, these results seem to be new. They...

Adjoint methods for obstacle problems and weakly coupled systems of PDE

Filippo Cagnetti, Diogo Gomes, Hung Vinh Tran (2013)

ESAIM: Control, Optimisation and Calculus of Variations

The adjoint method, recently introduced by Evans, is used to study obstacle problems, weakly coupled systems, cell problems for weakly coupled systems of Hamilton − Jacobi equations, and weakly coupled systems of obstacle type. In particular, new results about the speed of convergence of some approximation procedures are derived.

Construction of convergent adaptive weighted essentially non-oscillatory schemes for Hamilton-Jacobi equations on triangular meshes

Kwangil Kim, Unhyok Hong, Kwanhung Ri, Juhyon Yu (2021)

Applications of Mathematics

We propose a method of constructing convergent high order schemes for Hamilton-Jacobi equations on triangular meshes, which is based on combining a high order scheme with a first order monotone scheme. According to this methodology, we construct adaptive schemes of weighted essentially non-oscillatory type on triangular meshes for nonconvex Hamilton-Jacobi equations in which the first order monotone approximations are occasionally applied near singular points of the solution (discontinuities of...

Cut and singular loci up to codimension 3

Pablo Angulo Ardoy, Luis Guijarro (2011)

Annales de l’institut Fourier

We give a new and detailed description of the structure of cut loci, with direct applications to the singular sets of some Hamilton-Jacobi equations. These sets may be non-triangulable, but a local description at all points except for a set of Hausdorff dimension n - 2 is well known. We go further in this direction by giving a classification of all points up to a set of Hausdorff dimension n - 3 .

Deterministic state-constrained optimal control problems without controllability assumptions

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani (2011)

ESAIM: Control, Optimisation and Calculus of Variations

In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In the constrained...

Deterministic state-constrained optimal control problems without controllability assumptions

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani (2011)

ESAIM: Control, Optimisation and Calculus of Variations

In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In...

Generalized gradient flow and singularities of the Riemannian distance function

Piermarco Cannarsa (2012/2013)

Séminaire Laurent Schwartz — EDP et applications

Significant information about the topology of a bounded domain Ω of a Riemannian manifold M is encoded into the properties of the distance, d Ω , from the boundary of Ω . We discuss recent results showing the invariance of the singular set of the distance function with respect to the generalized gradient flow of d Ω , as well as applications to homotopy equivalence.

Homogenization of monotone systems of Hamilton-Jacobi equations

Fabio Camilli, Olivier Ley, Paola Loreti (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the uniform convergence of the solution of the oscillating systems to the bounded uniformly continuous solution of the homogenized system.

Lagrangian approach to deriving energy-preserving numerical schemes for the Euler–Lagrange partial differential equations

Takaharu Yaguchi (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We propose a Lagrangian approach to deriving energy-preserving finite difference schemes for the Euler–Lagrange partial differential equations. Noether’s theorem states that the symmetry of time translation of Lagrangians yields the energy conservation law. We introduce a unique viewpoint on this theorem: “the symmetry of time translation of Lagrangians derives the Euler–Lagrange equation and the energy conservation law, simultaneously.” The proposed method is a combination of a discrete counter...

Nash equilibria for a model of traffic flow with several groups of drivers

Alberto Bressan, Ke Han (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Traffic flow is modeled by a conservation law describing the density of cars. It is assumed that each driver chooses his own departure time in order to minimize the sum of a departure and an arrival cost. There are N groups of drivers, The i-th group consists of κi drivers, sharing the same departure and arrival costs ϕi(t),ψi(t). For any given population sizes κ1,...,κn, we prove the existence of a Nash equilibrium solution, where no driver can lower his own total cost by choosing a different departure...

Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods

Mohsen Mehrali-Varjani, Mostafa Shamsi, Alaeddin Malek (2018)

Kybernetika

This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) problem which appears in feedback solution of the optimal control problems. In this method, first, by using Chebyshev pseudospectral spatial discretization, the HJB problem is converted to a system of ordinary differential equations with terminal conditions. Second, the time-marching Runge-Kutta method is used to solve the corresponding system of differential equations. Then, an approximate solution for the HJB problem...

Travelling graphs for the forced mean curvature motion in an arbitrary space dimension

Régis Monneau, Jean-Michel Roquejoffre, Violaine Roussier-Michon (2013)

Annales scientifiques de l'École Normale Supérieure

We construct travelling wave graphs of the form z = - c t + φ ( x ) , φ : x N - 1 φ ( x ) , N 2 , solutions to the N -dimensional forced mean curvature motion V n = - c 0 + κ ( c c 0 ) with prescribed asymptotics. For any 1 -homogeneous function φ , viscosity solution to the eikonal equation | D φ | = ( c / c 0 ) 2 - 1 , we exhibit a smooth concave solution to the forced mean curvature motion whose asymptotics is driven by  φ . We also describe φ in terms of a probability measure on  § N - 2 .

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