(Almost) Everything You Always Wanted to Know About Deterministic Control Problems in Stratified Domains

We revisit the pioneering work of Bressan \& Hong on deterministic control problems in stratified domains, i.e. control problems for which the dynamic and the cost may have discontinuities on submanifolds of R N . By using slightly different methods, involving more partial differential equations arguments, we (i) slightly improve the assumptions on the dynamic and the cost; (ii) obtain a comparison result for general semi-continuous sub and supersolutions (without any continuity assumptions on the value function nor on the sub/supersolutions); (iii) provide a general framework in which a stability result holds

On the Large Time Behavior of Solutions of Hamilton-Jacobi Equations Associated with Nonlinear Boundary Conditions

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish general convergence results for viscosity solutions of these Cauchy-Neumann problems by using two fairly different methods : the first one relies only on partial differential equations methods, which provides results even when the Hamiltonians are not convex, and the second one is an optimal control/dynamical system approach, named the "weak KAM approach" which requires the convexity of Hamiltonians and gives formulas for asymptotic solutions based on Aubry-Mather sets

Convergence of nonlocal threshold dynamics approximations to front propagation

In this note we prove that appropriately scaled threshold dynamics-type algorithms corresponding to the fractional Laplacian of order $\alpha \in (0,2)$ converge to moving fronts. When $\alpha \geqq 1$ the resulting interface moves by weighted mean curvature, while for $\alpha <1$ the normal velocity is nonlocal of ``fractional-type.'' The results easily extend to general nonlocal anisotropic threshold dynamics schemes.Comment: 19 page

Nonlocal First-Order Hamilton-Jacobi Equations Modelling Dislocations Dynamics

We study nonlocal first-order equations arising in the theory of dislocations. We prove the existence and uniqueness of the solutions of these equations in the case of positive and negative velocities, under suitable regularity assumptions on the initial data and the velocity. These results are based on new $L^1$-type estimates on the viscosity solutions of first-order Hamilton-Jacobi Equations appearing in the so-called ``level-sets approach''. Our work is inspired by and simplifies a recent work of Alvarez, Cardaliaguet and Monneau

Existence and multiplicity for elliptic problems with quadratic growth in the gradient

We show that a class of divergence-form elliptic problems with quadratic growth in the gradient and non-coercive zero order terms are solvable, under essentially optimal hypotheses on the coefficients in the equation. In addition, we prove that the solutions are in general not unique. The case where the zero order term has the opposite sign was already intensively studied and the uniqueness is the rule.Comment: To appear in Comm. PD

An approximation scheme for an Eikonal Equation with discontinuous coefficient

We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for which the notion of viscosity solution is well-suited. We propose a semi-Lagrangian scheme for the numerical approximation of the viscosity solution in the sense of Ishii and we study its properties. We also prove an a-priori error estimate for the scheme in an integral norm. The last section contains some applications to control and image processing problems

Optimal control of the propagation of a graph in inhomogeneous media

We study an optimal control problem for viscosity solutions of a Hamilton–Jacobi equation describing the propagation of a one-dimensional graph with the control being the speed function. The existence of an optimal control is proved together with an approximate controllability result in the $H^{-1}$-norm. We prove convergence of a discrete optimal control problem based on a monotone finite difference scheme and describe some numerical results

A finite element method for fully nonlinear elliptic problems

We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretisation method is that a recovered (finite element) Hessian is a biproduct of the solution process. We build on the linear basis and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems including the Monge-Amp\`ere equation and Pucci's equation.Comment: 22 pages, 31 figure

Repeated games for eikonal equations, integral curvature flows and non-linear parabolic integro-differential equations

The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic integro-differential equations on the one hand, and the integral curvature flow of an interface (Imbert, 2008) on the other hand. In order to do so, we start by constructing such a game for eikonal equations whose speed has a non-constant sign. This provides a (discrete) deterministic control interpretation of these evolution equations. In all our games, two players choose positions successively, and their final payoff is determined by their positions and additional parameters of choice. Because of the non-locality of the problems approximated, by contrast with local problems, their choices have to "collect" information far from their current position. For integral curvature flows, players choose hypersurfaces in the whole space and positions on these hypersurfaces. For parabolic integro-differential equations, players choose smooth functions on the whole space