Related papers: The eigenvalue problem of singular ergodic control

The aim of this paper is to answer the question: Do the controls of a vanishing viscosity approximation of the one dimensional linear wave equation converge to a control of the conservative limit equation? Our viscous term contains the…

We consider semi-linear elliptic equations of the following form: \begin{equation*} \left\{ \begin{aligned} -\Delta u &= \lambda[u-\dfrac{u^2}{K}-c \dfrac{u^2}{1+u^2}-h(x) u]=:\lambda f_h(u), \quad && x \in \Omega, \frac{\partial…

We consider a series of optimal control problems with 2-dimensional control lying in an arbitrary convex compact set $\Omega$. The considered problems are well studied for the case when $\Omega$ is a unit disc, but barely studied for…

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

We prove a result of existence of positive solutions of the Dirichlet problem for $-\Delta_p u=\mathrm{w}(x)f(u,\nabla u)$ in a bounded domain $\Omega\subset\mathbb{R}^N$, where $\Delta_p$ is the $p$-Laplacian and $\mathrm{w}$ is a weight…

We construct nonnegative weak solutions to the singular parabolic free boundary problem \[ \partial_t u - \Delta u = - \frac{\mathrm{d}}{\mathrm{d} u} u_+^\gamma , \] where $\gamma \in (0,1]$, $u_+ := \max\{u,0\}$, and the term in the…

In this paper we consider a control system of the form $\dot x = F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an…

The first goal of this paper is to establish the existence of a positive solution for the singular boundary value problem (1.1), where $\mathcal{B}$ is a general boundary operator of Dirichlet, Neumann or Robin type, either classical or…

Let $G=(V, E)$ be a connected finite graph, $h$ be a positive function on $V$ and $\lambda _{1}(V)$ be the first non-zero eigenvalue of $-\Delta$. For any given finite measure $\mu$ on $V$, define functionals \begin{eqnarray*} J_{ \beta…

We study the Dirichlet problem $-\div(|\nabla u|^{p(x)-2} \nabla u) =0 $ in $\Omega$, with $u=f$ on $\partial \Omega$ and $p(x) = \infty$ in $D$, a subdomain of the reference domain $\Omega$. The main issue is to give a proper sense to what…

We study the existence and uniqueness of the positive solutions of the problem (P): $\partial_tu-\Delta u+u^q=0$ ($q>1$) in $\Omega\times (0,\infty)$, $u=\infty$ on $\partial\Omega\times (0,\infty)$ and $u(.,0)\in L^1(\Omega)$, when…

This paper is concerned with the Dirichlet problem for an equation involving the 1--Laplacian operator $\Delta_1 u$ and having a singular term of the type $\frac{f(x)}{u^\gamma}$. Here $f\in L^N(\Omega)$ is nonnegative, $0<\gamma\le1$ and…

In this article, we will prove the existence of infinitely many positive weak solutions to the following nonlocal elliptic PDE. \begin{align} (-\Delta)^s u&= \frac{\lambda}{u^{\gamma}}+ f(x,u)~\text{in}~\Omega,\nonumber…

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

In this paper, the theory of Gelfand problems is adapted to the 1--Laplacian setting. Concretely, we deal with the following problem \begin{equation*} \left\{\begin{array}{cc} -\Delta_1u=\lambda f(u) &\hbox{in }\Omega\,;\\[2mm] u=0…

We investigate the problem $$-\Delta u = \lambda b(x)|u|^{q-2}u +a(x)|u|^{p-2}u \mbox{ in } \Omega, \quad \frac{\partial u}{\partial \mathbf{n}} = 0 \mbox{ on } \partial \Omega, \leqno{(P_\lambda)} $$ where $\Omega$ is a bounded smooth…

In this article we provide existence, uniqueness and regularity results of a degenerate singular elliptic boundary value problem whose prototype is given by \begin{gather*} \begin{cases} -\operatorname{div}(w(x)|\nabla u|^{p-2}\nabla…

We consider De Finetti's control problem for absolutely continuous strategies with control rates bounded by a concave function and prove that a generalized mean-reverting strategy is optimal. In order to solve this problem, we need to deal…

We provide proof that the optimal value function of a convex parametrized optimization problem in Euclidean spaces is itself a convex function onto the extended real line.

If $\Omega$ is a bounded domain in $\mathbb R^N$ and $f$ a continuous increasing function satisfying a super linear growth condition at infinity, we study the existence and uniqueness of solutions for the problem (P): $\partial_tu-\Delta…