Related papers: Maximum Principle and generalized principal eigenv…
In this paper we consider a class of hypoelliptic second-order partial differential operators $\mathcal{L}$ in divergence form on $\mathbb{R}^N$, arising from CR geometry and Lie group theory, and we prove the Strong and Weak Maximum…
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…
In this paper we introduce some fully nonlinear second order operators defined as weighted partial sums of the eigenvalues of the Hessian matrix, arising in geometrical contexts, with the aim to extend maximum principles and removable…
The paper makes use of recent results in the theory of Banach lattices and positive operators to deal with abstract semilinear equations. The aim is to work with minimal or no regularity conditions on the boundary of the domains, where the…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…
We prove a weak maximum principle for nonlocal symmetric stable operators. This includes the fractional Laplacian. The main focus of this work is the regularity of the considered function.
We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…
We consider the eigenvalues of an elliptic operator for systems with bounded, measurable, and symmetric coefficients. We assume we have two non-empty, open, disjoint, and bounded sets and add a set of small measure to form the perturbed…
We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…
In this paper we derive a strong maximum principle for weak supersolutions of nonlocal equations of the form $Iu=c(x) u$ in $\Omega$, where $\Omega\subset \mathbb{R}^N$ is a domain, $c\in L^{\infty}(\Omega)$ and $I$ is an operator of the…
The aim of this paper is to introduce new forms of the weak and Omori-Yau maximum principles for linear operators, notably for trace type operators, and show their usefulness, for instance, in the context of PDE's and in the theory of…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…
A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…
In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our…
In the framework of Potential Theory we prove existence or the Perron-Weiner-Brelot-Bauer solution to the Dirichlet problem related to a family of totally degenerate, in the sense of Bony, differential operators. We also state and prove a…
We consider the torsional rigidity and the principal eigenvalue related to the Laplace operator with Dirichlet and Robin boundary conditions. The goal is to find upper and lower bounds to products of suitable powers of the quantities above…