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This paper focuses on optimality conditions for $C^{1,1}$-smooth optimization problems subject to inequality and equality constraints. By employing the concept of limiting (Mordukhovich) second-order subdifferentials to the Lagrangian…

Optimization and Control · Mathematics 2024-12-30 Duong Thi Viet An , Nguyen Van Tuyen

We investigate the portfolio execution problem under a framework in which volatility and liquidity are both uncertain. In our model, we assume that a multidimensional Markovian stochastic factor drives both of them. Moreover, we model…

Mathematical Finance · Quantitative Finance 2023-08-08 Max O. Souza , Yuri Thamsten

A number of important results of studying large deformations of hyper-elastic shells are obtained using discrete methods of mathematical physics. In the present paper, using the variational method for solving nonlinear boundary problems of…

Analysis of PDEs · Mathematics 2015-06-26 V. A. Trotsenko

The purpose of this article is twofold. First, an issue of regularity of weak solution to the problem $(P)$ (See below) is addressed. Secondly, we investigate the question of $H^s$ versus $C^0$- weighted minimizers of the functional…

Analysis of PDEs · Mathematics 2019-09-25 Jacques Giacomoni , Divya Goel , K. Sreenadh

In this paper, we study superlinear systems that give rise to free boundaries. Such systems appear for example from the minimization of the energy functional $$ \int_{\Omega}\left(|\nabla\mathbf{u}|^2+\frac2p|\mathbf{u}|^p\right),\quad…

Analysis of PDEs · Mathematics 2025-06-04 Daniela De Silva , Seongmin Jeon , Henrik Shahgholian

The Cauchy problem for two dimensional difference wave operators is considered with potentials and initial data supported in a bounded region. The large time asymptotic behavior of solutions is obtained. In contrast to the continuous case…

Analysis of PDEs · Mathematics 2016-04-04 H. Islami , B. Vainberg

We prove that viscosity solutions to fully nonlinear elliptic equations with degeneracy of double phase type are locally $C^{1,\gamma}$-regular.

Analysis of PDEs · Mathematics 2020-01-01 Cristiana De Filippis

The aim of this paper is to prove a theorem of C.~Miranda on the H\"older regularity of convolution operators acting on the boundary of an open set in the limiting case in which the open set is of class $C^{1,1}$ and the densities are of…

Analysis of PDEs · Mathematics 2026-03-09 Matteo Dalla Riva , Massimo Lanza de Cristoforis , Paolo Musolino

In this paper we consider nonlinear problems with an operator depending only on the deformation tensor. We consider the class of operators derived from a potential and with $(p,\delta)$ structure, for $1<p\leq 2$ and for all $\delta\geq0$.…

Analysis of PDEs · Mathematics 2021-12-24 Luigi C. Berselli , Michael Růžička

For the obstacle problem involving a convex fully nonlinear elliptic operator, we show that the singular set in the free boundary stratifies. The top stratum is locally covered by a $C^{1,\alpha}$-manifold, and the lower strata are covered…

Analysis of PDEs · Mathematics 2020-03-16 Ovidiu Savin , Hui Yu

In this note we devise and analyze a well-posed variational formulation of the Neumann boundary value problem associated to the biharmonic operator $\Delta^2$. An alternative formulation as a system of two Poisson problems for the Laplace…

Analysis of PDEs · Mathematics 2023-06-29 Alberto Valli

We establish sharp higher-order H\"older regularity estimates up to the boundary for solutions to equations of the form $\partial_t u-Lu=f(t,x)$ in $I\times\Omega$ where $I\subset\mathbb{R}$, $\Omega\subset\mathbb{R}^n$ and $f$ is H\"older…

Analysis of PDEs · Mathematics 2018-02-27 Xavier Ros-Oton , Hernan Vivas

We prove Lipschitz continuity of solutions to a class of rather general two-phase anisotropic free boundary problems in 2D and we classify global solutions. As a consequence, we obtain $C^{2,1}$ regularity of solutions to the Bellman…

Analysis of PDEs · Mathematics 2018-01-17 Luis Caffarelli , Daniela De Silva , Ovidiu Savin

In this work, we consider the Cauchy problem for $u' - Au = f$ with $A$ the Laplacian operator on some Riemannian manifolds or a sublapacian on some Lie groups or some second order elliptic operators on a domain. We show the boundedness of…

Classical Analysis and ODEs · Mathematics 2007-10-17 Pascal Auscher , Frédéric Bernicot , Jiman Zhao

This short note is motivated by an attempt to understand the distinction between the Laplace operator and the hyperbolic Laplacian on the unit ball of $\mathbb{R}^n$, regarding the Lipschitz continuity of the solutions to the corresponding…

Analysis of PDEs · Mathematics 2023-04-18 Congwen Liu , Heng Xu

We consider the Neumann problem in $C^2$ bounded domains for fully nonlinear second order operators which are elliptic, homogenous with lower order terms. Inspired by \cite{bnv}, we define the concept of principal eigenvalue and we…

Analysis of PDEs · Mathematics 2007-12-06 Stefania Patrizi

In this paper, we establish some local and global solutions for the two phase incompressible inhomogeneous flows with moving interfaces in $L_p-L_q$ maximal regularity class. Compared with previous results obtained by V.A.Solonnikov and by…

Analysis of PDEs · Mathematics 2018-11-07 Hirokazu Saito , Yoshihiro Shibata , Xin Zhang

We consider the fluid interface problem given by two incompressible fluids with different densities evolving by Darcy's law. This scenario is known as the Muskat problem for fluids with the same viscosities, being in two dimensions…

Analysis of PDEs · Mathematics 2009-11-13 Diego Cordoba , Francisco Gancedo

Second-order estimates are established for solutions to the $p$-Laplace system with right-hand side in $L^2$. The nonlinear expression of the gradient under the divergence operator is shown to belong to $W^{1,2}$, and hence to enjoy the…

Analysis of PDEs · Mathematics 2018-10-19 Andrea Cianchi , Vladimir Maz'ya

We show that bounded viscosity solutions of some nonlocal degenerate Isaacs type operators of order $2s$ are H\"older continuous, provided $s$ is sufficiently close to 1. As an application we obtain a Liouville theorem.

Analysis of PDEs · Mathematics 2026-02-05 Isabeau Birindelli , Giulio Galise , Yannick Sire