Hamilton-Jacobi Equations defined in the Wasserstein space

Daniela Tonon (U Padua)

Feb 12. 2026, 09:30 — 10:05

We study Hamilton–Jacobi equations on the Wasserstein space of probability measures, arising in deterministic and stochastic dynamics. We develop a unified viscosity solution framework for both first-order equations and semilinear equations with idiosyncratic noise, based on an appropriate choice of subdifferential compatible with comparison and stability properties.

Within this framework, we establish a vanishing viscosity limit for semilinear Hamilton–Jacobi equations, showing convergence to the corresponding first-order equation as the noise intensity tends to zero, together with an optimal convergence rate. Our results provide a PDE-level description of the zero-noise transition.

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Probabilistic Mass Transport - from Schrödinger to Stochastic Analysis (Workshop)
Organizer(s):
Beatrice Acciaio (ETH Zurich)
Julio Backhoff (U of Vienna)
Daniel Bartl (U of Vienna)
Mathias Beiglböck (U of Vienna)
Sigrid Källblad (KTH Stockholm)
Walter Schachermayer (U of Vienna)