Searched for: subject%3A%22Viscosity%255C%2Bsolutions%22
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Kraaij, R.C. (author)
We extend the Barles-Perthame procedure [4] (see also [22]) of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f−λHf=h to the context of non-compact spaces. The convergence result allows for equations on a ‘converging sequence of spaces’ as well as Hamilton-equations written in terms of two equations in...
journal article 2022
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Kraaij, R.C. (author), Schlottke, Mikola C. (author)
We study the well-posedness of Hamilton–Jacobi–Bellman equations on subsets of R<sup>d</sup> in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an external control variable and a cost functional penalizing the control. The key feature in this paper is that...
journal article 2021
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Collet, F. (author), Kraaij, R.C. (author)
We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.
journal article 2017
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Kraaij, R.C. (author)
We prove the large deviation principle (LDP) for the trajectory of a broad class of finite state mean-field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well as Curie–Weiss spin flip dynamics with singular jump rates. The main step in the proof of...
journal article 2016
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