Related papers: The eigenvalue problem of singular ergodic control

We address the problem of existence and uniqueness of solutions $(c,u(\cdot))$ to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form $H(x,\nabla u(x), D^{2}u(x)) = c$ in the whole space $\mathbb{R}^{m}$ with unbounded and merely…

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

In this paper we study the following singular perturbation problem for the $p_\varepsilon(x)$-Laplacian: \[ \Delta_{p_\varepsilon(x)}u^\varepsilon:=\mbox{div}(|\nabla u^\varepsilon(x)|^{p_\varepsilon(x)-2}\nabla…

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

A highly nonlinear eigenvalue problem is studied in a Sobolev space with variable exponent. The Euler-Lagrange equation for the minimization of a Rayleigh quotient of two Luxemburg norms is derived. The asymptotic case with a "variable…

Motivated by a recent analysis which presents explicitly the general solution, we consider the eigenvalue problem of the spinless Salpeter equation with a ("hard-core amended") Coulomb potential in one dimension. We prove the existence of a…

The singular parabolic problem $u_t=\Delta u -\frac{\lambda f(x)}{(1+u)^2}$ on a bounded domain $\Omega$ of $R^N$ with Dirichlet boundary conditions, models the dynamic deflection of an elastic membrane in a simple electrostatic…

We investigate nodal radial solutions to semilinear problems of type \[\begin{cases}-\Delta u = f(|x|,u) \qquad & \text{ in } \Omega, \newline u= 0 & \text{ on } \partial \Omega, \end{cases} \] where $\Omega$ is a bounded radially symmetric…

We consider a continuous coercive Hamiltonian $H$ on the cotangent bundle of the compact connected manifold $M$ which is convex in the momentum. If $u_\lambda:M\to\mathbb R$ is the viscosity solution of the discounted equation $$ \lambda…

We study the minimization of the cost functional \[ F(\mu) = \lVert u - u_d \rVert_{L^p(\Omega)} + \alpha \lVert \mu \rVert_{\mathcal{M}(\Omega)}, \] where the controls $\mu$ are taken in the space of finite Borel measures and $u \in…

In ergodic stochastic problems the limit of the value function $V_\lambda$ of the associated discounted cost functional with infinite time horizon is studied, when the discounted factor $\lambda$ tends to zero. These problems have been well…

We consider a parabolic equation of the form u_t=\Delta u +f(u)+h(x,t) in R^N\times (0,\infty), where f in C^1(R) is such that f(0)=0 and f'(0)<0 and h is a suitable function on R^N\times (0,\infty). We show that under certain conditions,…

We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift. This algorithm takes the form of a quasilinear parabolic Cauchy…

We present an iterative method based on repeatedly inverting the Monge-Amp\`ere operator with Dirichlet boundary condition and prescribed right-hand side on a bounded, convex domain $\Omega \subset \mathbb{R}^n$. We prove that the iterates…

In this paper, we consider the following degenerate/singular parabolic equation $$ u_t -(x^\alpha u_{x})_x - \frac{\mu}{x^{2-\alpha}} u =0, \qquad x\in (0,1), \ t \in (0,T), $$ where $0\leq \alpha <1$ and $\mu\leq (1-\alpha)^2/4$ are two…

We study the following semilinear biharmonic equation $$ \left\{\begin{array}{lllllll} \Delta^{2}u=\frac{\lambda}{1-u}, &\quad \mbox{in}\quad \B, u=\frac{\partial u}{\partial n}=0, &\quad \mbox{on}\quad \partial\B, \end{array} \right.…

In this short note we consider an unconventional overdetermined problem for the torsion function: let $n\geq 2$ and $\Omega$ be a bounded open set in $\mathbb{R}^n$ whose torsion function $u$ (i.e. the solution to $\Delta u=-1$ in $\Omega$,…

We consider the boundary value problem $-\Delta_p u_\lambda -\Delta_q u_\lambda =\lambda g(x) u_\lambda^{-\beta}$ in $\Omega$ , $u_\lambda=0$ on $\partial \Omega$ with $u_\lambda>0$ in $\Omega.$ We assume $\Omega$ is a bounded open set in…

We study radial viscosity solutions to the equation \[ -\ |Du\ |^{q-2}\Delta_{p}^{N}u=f(\ |x\ |)\quad\text{in }B_{R}\subset\mathbb{R}^{N}, \] where $f\in C[0,R)$, $p,q\in(1,\infty)$ and $N\geq2$. Our main result is that $u(x)=v(\ |x\ |)$ is…

We consider an elliptic Kolmogorov equation $\lambda u - Ku = f$ in a separable Hilbert space $H$. The Kolmogorov operator $K$ is associated to an infinite dimensional convex gradient system: $dX = (AX - DU(X))dt + dW (t)$, where $A $ is a…