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We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

In this paper, we prove the existence of a weak solution for the Dirichlet boundary value problem related to the $p(x)-$Laplacian $$ -\mbox{div}(|\nabla u|^{p(x)-2}\nabla u)+u\in -[\underline{g}(x,u),\overline{g}(x,u)], $$ by using the…

Analysis of PDEs · Mathematics 2019-11-05 Mustapha Ait Hammou

We study the existence of solutions of the non-linear differential equations on the compact Riemannian manifolds $(M^n,g), n\geq 2$, \Delta_p u + a(x)u^{p-1} = \lambda f(u,x), (E2) where $\Delta_p$ is the $p-$laplacian, with $1<p<n$. The…

Differential Geometry · Mathematics 2016-11-10 Carlos Silva , Romildo Pina , Marcelo Souza

We consider fully nonlinear degenerate elliptic equations with zero and first order terms. We provide a priori upper bounds and characterize the existence of entire subsolutions under growth conditions on the lower order coefficients which…

Analysis of PDEs · Mathematics 2015-01-28 Italo Capuzzo Dolcetta , Fabiana Leoni , Antonio Vitolo

We prove the existence of infinitely many nonnegative solutions to the following nonlocal elliptic partial differential equation involving singularities \begin{align} (-\Delta)_{p(\cdot)}^{s}…

Analysis of PDEs · Mathematics 2021-08-26 Sekhar Ghosh , Debajyoti Choudhuri , Ratan Kr. Giri

In this work we study the existence and regularity of solutions to the following equation: $$-\Delta_p u + g(x) u = \frac{\lambda}{|x|^{p}} |u|^{p-2}u + f,$$ where $1< p < N$ and $f\in L^m$, where $m\ge 1$.

Analysis of PDEs · Mathematics 2024-08-01 Genival da Silva

In this paper we study the semilinear elliptic problem $$ -\Delta u -k^2u=Q|u|^{p-2}u\quad\text{ in }\mathbb{R}^2, $$ where $k>0$, $p\geq 6$ and $Q$ is a bounded function. We prove the existence of real-valued $W^{2,p}$-solutions, both for…

Analysis of PDEs · Mathematics 2016-09-13 Gilles Evéquoz

We provide sufficient conditions on $w\in L^1_{loc}(\mathbb{R}^N)$ such that the weighted $p$-Laplace equation $$-\operatorname{div}\big(w(x)|\nabla u|^{p-2}\nabla u\big)=f(u)\;\;\mbox{in}\;\;\mathbb{R}^N$$ does not admit any stable…

Analysis of PDEs · Mathematics 2017-11-15 Kaushik Bal , Prashanta Garain

In this paper, we study positive solutions $u$ of the homogeneous Dirichlet problem for the $p$-Laplace equation $-\Delta_p \,u=f(u)$ in a bounded domain $\Omega\subset\mathbb{R}^N$, where $N\ge 2$, $1<p<+\infty$ and $f$ is a discontinuous…

Analysis of PDEs · Mathematics 2024-10-15 Giulio Ciraolo , Xiaoliang Li

We study the quasilinear elliptic inequality $$ -\Delta_m u - \frac{\mu}{|x|^m}u^{m-1} \geq (I_\alpha*u^p)u^q \quad\mbox{ in }\mathbb{R}^N\setminus \overline B_1, N\geq 1, $$ where $p>0$, $q, \mu \in \mathbb{R}$, $m>1$ and $I_\alpha$ is the…

Analysis of PDEs · Mathematics 2023-08-28 Marius Ghergu , Paschalis Karageorgis , Gurpreet Singh

This article studies the inverse problem of recovering a nonlinearity in an elliptic equation $\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first order linearization achieve this under a sign…

Analysis of PDEs · Mathematics 2026-05-08 David Johansson , Janne Nurminen , Mikko Salo

We study positive properties of the quasilinear elliptic equation $$-\mathrm{div}\mathcal{A}(x,\nabla u)+V|u|^{p-2}u=0\quad (1<p<\infty)\qquad \mbox{ in } \Omega,$$ where the function $\mathcal{A}(x,\xi)$ is induced by a family of norms on…

Analysis of PDEs · Mathematics 2024-10-24 Yongjun Hou

A manifold with fibered cusp metrics $X$ can be considered as a geometrical generalization of locally symmetric spaces of $\mathbb{Q}$-rank one at infinity. We prove a Hodge-type theorem for this class of Riemannian manifolds, i.e. we find…

Spectral Theory · Mathematics 2010-05-26 Jörn Müller

We study Dirichlet problems for fractional Laplace equations of the form $(-\Delta)^{\frac{\alpha}{2}} u = f(x,u)$ in $\mathbb{R}^{n}$ for $0<\alpha<n$ where the nonlinearity $f(x,u) = \sum_{i=1}^{M} \sigma_{i} u^{q_i} + \omega$ involves…

Analysis of PDEs · Mathematics 2025-06-30 Aye Chan May , Adisak Seesanea

In this paper, we study the following quasi-linear elliptic inequality $\Delta_m u +u^p |\nabla u|^q \leqslant 0$ on weighted graphs, where $(m,p,q)\in (1,\infty)\times\mathbb{R}\times\mathbb{R}$. According to the ranges of parameters $(m,…

Analysis of PDEs · Mathematics 2026-04-28 Anh Tuan Duong , Yao Liu , Nguyên Công Minh , Dao Trong Quyet , Yuhua Sun

We study the boundary value problem $-{\rm div}(\log(1+ |\nabla u|^q)|\nabla u|^{p-2}\nabla u)=f(u)$ in $\Omega$, $u=0$ on $\partial\Omega$, where $\Omega$ is a bounded domain in $\RR^N$ with smooth boundary. We distinguish the cases where…

Analysis of PDEs · Mathematics 2007-05-23 Mihai Mihailescu , Vicentiu Radulescu

In this article, we study the following fractional $p$-Laplacian equation with critical growth singular nonlinearity \begin{equation*} \quad (-\De_{p})^s u = \la u^{-q} + u^{\alpha}, u>0 \; \text{in}\; \Om,\quad u = 0 \; \mbox{in}\; \mb R^n…

Analysis of PDEs · Mathematics 2016-05-04 Tuhina Mukherjee , K. Sreenadh

We prove a radial symmetry result for bounded nonnegative solutions to the $p$-Laplacian semilinear equation $-\Delta_p u=f(u)$ posed in a ball of $\mathbb R^n$ and involving discontinuous nonlinearities $f$. When $p=2$ we obtain a new…

Analysis of PDEs · Mathematics 2011-01-27 Joaquim Serra

Using a variational technique we guarantee the existence of a solution to the \emph{resonant Lane-Emden} problem $-\Delta_p u=\lambda |u|^{q-2}u$, $u|_{\partial\Omega}=0$ if and only if a solution to $-\Delta_p u=\lambda |u|^{q-2}u+f$,…

Analysis of PDEs · Mathematics 2016-02-01 Ratan K. Giri , D. Choudhuri

In this present paper, we study geometric structures of rank two prolongations of implicit second-order partial differential equations (PDEs) for two independent and one dependent variables and characterize the type of these PDEs by the…

Differential Geometry · Mathematics 2012-10-18 Takahiro Noda , Kazuhiro Shibuya
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