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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

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

This paper resolves the global regularity problem for the three-dimensional incompressible magnetohydrodynamics (MHD) equations in the upper half-space with slip boundary conditions, in the presence of a background magnetic field. Motivated…

Analysis of PDEs · Mathematics 2025-08-14 Jincheng Gao , Lianyun Peng , Jiahong Wu , Zheng-an Yao

Consider the Boltzmann equation in a general non-convex domain with the diffuse boundary condition. We establish optimal BV estimates for such solutions. Our method consists of a new $W^{1,1}-$trace estimate for the diffuse boundary…

Analysis of PDEs · Mathematics 2018-09-11 Yan Guo , Chanwoo Kim , Daniela Tonon , Ariane Trescases

We deal with boundary value problems for second-order nonlinear elliptic equations in divergence form, which emerge as Euler-Lagrange equations of integral functionals of the Calculus of Variations built upon possibly anisotropic norms of…

Analysis of PDEs · Mathematics 2023-10-02 Carlo Alberto Antonini , Andrea Cianchi , Giulio Ciraolo , Alberto Farina , Vladimir Maz'ya

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

We consider nonlocal initial boundary value problems with integral boundary conditions for integro-differential first order hyperbolic systems. We prove a general regularity result stating that the $L^2$-generalized solutions become…

Analysis of PDEs · Mathematics 2022-08-02 Iryna Kmit

In this paper, we prove borderline gradient continuity of viscosity solutions to Fully nonlinear elliptic equations at the boundary of a $C^{1,\dini}$-domain. Our main result Theorem 3.1 is a sharpening of the boundary gradient estimate…

Analysis of PDEs · Mathematics 2018-06-22 Karthik Adimurthi , Agnid Banerjee

In the present paper we establish the solvability of the Regularity boundary value problem in domains with (flat and Lipschitz) lower dimensional boundaries for operators whose coefficients exhibit small oscillations analogous to the…

Analysis of PDEs · Mathematics 2022-08-02 Zanbing Dai , Joseph Feneuil , Svitlana Mayboroda

We explicitly bound T-singularities on normal projective surfaces $W$ with one singularity, and $K_W$ ample. This bound depends only on $K_W^2$, and it is optimal when $W$ is not rational. We classify and realize surfaces attaining the…

Algebraic Geometry · Mathematics 2020-01-28 Julie Rana , Giancarlo Urzúa

Two Theorems attributed to Hilbert-Weierstrass and Tonelli-Morrey respectively are two classical studies for the regularity discussion around the solutions of some problems in the realm of Calculus of Variations. Now, since differential…

Optimization and Control · Mathematics 2022-07-01 Saman Khoramian

We address the global persistence of analyticity and Gevrey-class regularity of solutions to the two and three-dimensional visco-elastic second-grade fluid equations. We obtain an explicit novel lower bound on the radius of analyticity of…

Analysis of PDEs · Mathematics 2015-05-14 Marius Paicu , Vlad Vicol

We consider an optimal control problem governed by a rate-inde\-pendent system with non-convex energy. The state equation is approximated by means of viscous regularization w.r.t.\ to hierarchy of two different Hilbert spaces. The…

Optimization and Control · Mathematics 2026-01-12 Merlin Andreia , Christian Meyer

We establish the existence, uniqueness, and $W^{1,2,p}$-regularity of solutions to fully-nonlinear, parabolic obstacle problems when the obstacle is the pointwise supremum of functions in $W^{1,2,p}$ and the nonlinear operator is required…

Analysis of PDEs · Mathematics 2026-04-08 Théo Durandard , Bruno Strulovici

A basic question about regularity of Boltzmann solutions in the presence of physical boundary conditions has been open due to characteristic nature of the boundary as well as the non-local mixing of the collision operator. Consider the…

Analysis of PDEs · Mathematics 2017-01-31 Yan Guo , Chanwoo Kim , Daniela Tonon , Ariane Trescases

We consider the mixed Dirichlet-conormal problem on irregular domains in $\mathbb{R}^d$. Two types of regularity results will be discussed: the $W^{1,p}$ regularity and a non-tangential maximal function estimate. The domain is assumed to be…

Analysis of PDEs · Mathematics 2020-03-26 Hongjie Dong , Zongyuan Li

This paper showcases the effectiveness of the quasiconvexity property in addressing the optimal regularity of the temporal derivative and establishes conditions for its continuity in nonlocal time-dependent obstacle problems.

Analysis of PDEs · Mathematics 2026-01-16 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

In our previous work (arXiv:2510.00812), we have shown the global existence and incompressible limit of weak solutions to the isentropic compressible magnetohydrodynamic equations involving ripped density and large initial energy in the…

Analysis of PDEs · Mathematics 2025-11-04 Shuai Wang , Guochun Wu , Xin Zhong

We prove the (optimal) $W^{1,\infty}$-regularity of weak solutions to the equation $-\Delta u = Q \; \mathcal{H}^{n-1} \llcorner \Gamma$ in a domain $\Omega \subset \mathbb{R}^n$ with Dirichlet boundary conditions, where $\Gamma \subset…

Analysis of PDEs · Mathematics 2021-09-07 Marius Müller

This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Optimization and Control · Mathematics 2023-04-27 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran