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A second order linear integro-differential equation with Volterra integral operator and strong singularities at the endpoints (zero and infinity) is considered. Under limit conditions at the singular points, and some natural assumptions,…
We consider the problem $(P)$, $$ -\Delta u =c(x)u+\mu|\nabla u|^2 +f(x), \quad u \in H^1_0(\Omega) \cap L^{\infty}(\Omega),$$ where $\Omega$ is a bounded domain of $\mathbb{R}^N$, $N \geq 3$, $\mu>0, \, c \in…
The equation studied is u"+((n-1)/r)u'+epsilon u u'+ku'^{2}=0, with boundary conditions u(1)=0, u(infinity)=1. This model equation has been studied by many authors since it was introduced in the 1950s by P. A. Lagerstrom. We use an…
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…
In this paper we prove the global existence of a strong solution to the initial boundary value problem for the exponential partial differential equation $\partial_tu-\Delta e^{-\Delta u}+e^{-\Delta u}-1=0$. The equation was proposed as a…
We prove the existence of multiple positive BV-solutions of the Neumann problem $$ \begin{cases} \displaystyle -\left(\frac{u'}{\sqrt{1+u'^2}}\right)'=a(x)f(u)\quad&\mbox{in }(0,1), u'(0)=u'(1)=0,& {cases} $$ where $a(x) > 0$ and $f$…
This paper is concerned with an optimal control problem governed by nonsmooth semilinear elliptic partial differential equations with both distributed and boundary unilateral pointwise control constraints, in which the nonlinear coefficient…
We give a positive answer to a conjecture of Berestycki and Lions in 1983 on the uniqueness of bound states to $\Delta u +f(u)=0$ in $\mathbb{R}^n$, $u\in H^1(\mathbb{R}^n)$, $u\not\equiv 0$, $n\ge 3$. For the model nonlinearity…
The classical optimal trading problem is the closure of a position in an asset over a time interval; the trader maximizes an expected utility under the constraint that the position be fully closed by terminal time. Since the asset price is…
We study the regularity of the extremal solution of the semilinear biharmonic equation $\beta \Delta^2 u-\tau \Delta u=\frac{\lambda}{(1-u)^2}$ on a ball $B \subset \R^N$, under Navier boundary conditions $u=\Delta u=0$ on $\partial B$,…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations…
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…
In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients and portfolio strategies with convex constraints. Following…
In this paper the question of finding infinitely many solutions to the problem $-\Delta u+a(x)u=|u|^{p-2}u$, in $\mathbb{R}^N$, $u \in H^1(\mathbb{R}^N)$, is considered when $N\geq 2$, $p \in (2, 2N/(N-2))$, and the potential $a(x)$ is a…
We study the regularity of the extremal solution of the semilinear biharmonic equation $\bi u=\f{\lambda}{(1-u)^2}$, which models a simple Micro-Electromechanical System (MEMS) device on a ball $B\subset\IR^N$, under Dirichlet boundary…
We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…
We study a class of zero-sum stochastic games between a stopper and a singular-controller, previously considered in [Bovo and De Angelis (2025)]. The underlying singularly-controlled dynamics takes values in…
For given $a\in\R$, c<0, we are concerned with the solution $f^{}_b$ of the differential equation $f^{\prime\prime\prime}+ff^{\prime\prime}+\g(f^{\prime})=0$, satisfying the initial conditions $f(0)=a$, $f'(0)=b$, $f''(0)=c< 0$, where g is…
In this paper we study the Dirichlet problem corresponding to an open bounded set $D\subset \mathbb{R}^{d}$ and the operator \begin{equation*} A=\sum_{i=1}^{d}a\frac{\partial ^{2}}{\partial x_{i}^{2}} +\sum_{i=1}^{d}b_{i}\frac{\partial…