Related papers: A Singular Differential Equation Stemming from an …
We study PDE of the form $\max\{F(D^2u,x)-f(x), H(Du)\}=0$ where $F$ is uniformly elliptic and convex in its first argument, $H$ is convex, $f$ is a given function and $u$ is the unknown. These equations are derived from dynamic programming…
In this paper, the spectrum of the following fourth order problem \begin{equation*} \begin{cases} \Delta^2 u+\nu u=-\lambda \Delta u &\text{in } D_1,\newline u=\partial_r u= 0 &\text{on } \partial D_1, \end{cases} \end{equation*} where…
Let us consider the autonomous obstacle problem \begin{equation*} \min_v \int_\Omega F(Dv(x)) \, dx \end{equation*} on a specific class of admissible functions, where we suppose the Lagrangian satisfies proper hypotheses of convexity and…
This paper is concerned with necessary and sufficient conditions for near-optimal singular stochastic controls for systems driven by a nonlinear stochastic differential equations (SDEs in short). The proof of our result is based on…
In this paper, we study several inverse problems associated with a fractional differential equation of the following form: \[ (-\Delta)^s u(x)+\sum_{k=0}^N a^{(k)}(x) [u(x)]^k=0,\ \ 0<s<1,\ N\in\mathbb{N}\cup\{0\}\cup\{\infty\}, \] which is…
In this paper we prove radial symmetry for solutions to a free boundary problem with a singular right hand side, in both elliptic and parabolic regime. More exactly, in the unit ball $B_1$ we consider a solution to the fully nonlinear…
We study higher order linear differential equation $y^{(k)}+A_1(z)y=0$ with $k\geq2$, where $A_1=A+h$, $A$ is a transcendental entire function of finite order with $\frac{1}{2}\leq \mu(A)<1$ and $h\neq0$ is an entire function with…
Consider the equation $-\ve^2\Delta u_\ve+q(x)u_\ve=f(u_\ve)$ in $\R^3$, $|u(\infty)|<\infty$, $\ve=const>0$. Under what assumptions on $q(x)$ and $f(u)$ can one prove that the solution $u_\ve$ exists and $\lim_{\ve\to 0} u_\ve=u(x)$, where…
We study the problem $-\Delta u=\lambda u-u^{-1}$ with a Neumann boundary condition; the peculiarity being the presence of the singular term $-u^{-1}$. We point out that the minus sign in front of the negative power of $u$ is particularly…
Assuming that the stock price $Z=(Z_t)_{0\leq t\leq T}$ follows a geometric Brownian motion with drift $\mu\in\mathbb{R}$ and volatility $\sigma>0$, and letting $M_t=\max_{0\leq s\leq t}Z_s$ for $t\in[0,T]$, we consider the optimal…
We study the two-times differentiability of the value functions of the primal and dual optimization problems that appear in the setting of expected utility maximization in incomplete markets. We also study the differentiability of the…
In a central potential the usual resolution of the Schr\"odinger equation in spherical coordinates consists in determining the solutions R(r) or u(r) of the radial equations considered as the radial parts of the Schr\"odinger equation.…
In the present work we investigate an optimal control problem related to the following chemotaxis-consumption model in a bounded domain $\Omega\subset \mathbb{R}^3$: $$\partial_t u - \Delta u = - \nabla \cdot (u \nabla v), \quad \partial_t…
In this paper, we will prove the existence of infinitely many positive solutions to the following supercritical problem by using the Liapunov-Schmidt reduction method and asymptotic analysis: {ll}\Delta u + u^{p}+f(x)=0, u>0 {in} R^{n},…
This paper is devoted to a nonlinear singular Riemann-Liouville type fractional differential equation, the local existence of whose continuous solutions under the weakest condition remained as an open problem until now. The singularity of…
We consider the uniqueness of solutions of ordinary differential equations where the coefficients may have singularities. We derive upper bounds on the the order of singularities of the coefficients and provide examples to illustrate the…
Differential stability of convex discrete optimal control problems in Banach spaces is studied in this paper. By using some recent results of An and Yen [Appl. Anal. 94, 108--128 (2015)] on differential stability of parametric convex…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…
Let $u$ minimize the functional $F(u) = \int_\Omega f(\nabla u(x))\, dx$ in the class of convex functions $u : \Omega \to {\mathbb R}$ satisfying $0 \le u \le M$, where $\Omega \subset {\mathbb R}^2$ is a compact convex domain with nonempty…