Related papers: A Singular Differential Equation Stemming from an …

We establish the uniqueness of the higher radial bound state solutions of $$ \Delta u +f(u)=0,\quad x\in \RR^n. \leqno(P) $$ We assume that the nonlinearity $f\in C(-\infty,\infty)$ is an odd function satisfying some convexity and growth…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

We establish the uniqueness of positive radial solutions of $$\begin{cases} \Delta u +f(u)=0,\quad x\in A \\ u(x) =0 \quad x\in \partial A \end{cases} $$ where $A:=A_{a,b}=\{ x\in {\mathbb R}^n : a<|x|<b \}$, $0<a<b\le\infty$. We assume…

In this paper, we investigate the non-linear Black--Scholes equation: $$u_t+ax^2u_{xx}+bx^3u_{xx}^2+c(xu_x-u)=0,\quad a,b>0,\ c\geq0.$$ and show that the one can be reduced to the equation $$u_t+(u_{xx}+u_x)^2=0$$ by an appropriate point…

We discuss existence, non-uniqueness and regularity of one- and two-sided solutions of initial value problems for scalar quasi-linear ordinary differential equations where the initial condition corresponds to an impasse point of the…

We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…

Consider the equation $$ u'(t)-\Delta u+|u|^\rho u=0, \quad u(0)=u_0(x), (1), $$ where $ u':=\frac {du}{dt}$, $ \rho=const >0, $ $x\in \mathbb{R}^3$, $t>0$. Assume that $u_0$ is a smooth and decaying function, $$\|u_0\|\:=\sup_{x\in…

We investigate the existence, non-existence, uniqueness, and multiplicity of positive solutions to the following problem: \begin{align}\label{P} \left\{ \begin{array}{l} D_{0+}^\alpha u + h(t)f(u) = 0, \quad 0<t<1, \\[1ex] u(0)=u(1)=0,…

In the present work, we discuss the existence of a unique positive solution of a boundary value problem for nonlinear fractional order equation with singularity. Precisely, order of equation $D_{0+}^\alpha u(t)=f(t,u(t))$ belongs to $(3,4]$…

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

In this paper we prove that if $u$ is a solution to second order hyperbolic equation $\partial^2_tu+a(x)\partial_tu-(div_x\left(A(x)\nabla_x u\right)+b(x)\cdot\nabla_x u+c(x)u)=0$ and $u$ is flat on a segment $\{x_0\}\times (-T,T)$ then $u$…

We consider the problem of finding a real number lambda and a function u satisfying the PDE max{lambda -\Delta u -f,|Du|-1}=0, for all x in R^n. Here f is a convex, superlinear function. We prove that there is a unique lambda* such that the…

In this paper we deal with parabolic problems whose simplest model is $$ \begin{cases} u'- \Delta_{p} u + B\frac{|\nabla u|^p}{u} = 0 & \text{in} (0,T) \times \Omega,\newline u(0,x)= u_0 (x) &\text{in}\ \Omega, \newline u(t,x)=0 &\text{on}\…

We consider equations of the form $\Delta u +\lambda^2 V(x)e^{\,u}=\rho$ in various two dimensional settings. We assume that $V>0$ is a given function, $\lambda>0$ is a small parameter and $\rho=\mathcal O(1)$ or $\rho\to +\infty$ as…

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

We investigate the equation $(u_t + (f(u))_x)_x = f''(u) (u_x)^2/2$ where $f(u)$ is a given smooth function. Typically $f(u)= u^2/2$ or $u^3/3$. This equation models unidirectional and weakly nonlinear waves for the variational wave…

Let $\lambda^{*}>0$ denote the largest possible value of $\lambda$ such that $$ \{{array}{lllllll} \Delta^{2}u=\lambda(1+u)^{p} & {in}\ \ \B, %0<u\leq 1 & {in}\ \ \B, u=\frac{\partial u}{\partial n} =0 & {on}\ \ \partial \B {array}. $$ has…

Let $\lambda^*>0$ denote the largest possible value of $\lambda$ such that \begin{align*} \left\{\begin{aligned} \Delta^2 u & = \la e^u && \text{in $B $} u &= \pd{u}{n} = 0 && \text{on $ \pa B $} \end{aligned} \right. \end{align*} has a…

In this paper we will investigate the singular points of the following unstable free boundary problem: {equation}\label{Eq} \Delta u= -\chi_{\{u>0\}} \quad\quad\textrm{in} B_1(0) {equation} where $\chi_{\{u>0\}}$ is the characteristic…

We consider an unregularized optimal control problem subject to the steady-state Navier-Stokes equations. We derive the existence of optimal solutions and prove first- and second-order optimality conditions. To approximate solutions to the…