Related papers: Lipschitz regularity for viscous Hamilton-Jacobi e…
We show that if a Hamilton-Jacobi equation admits a differentiable solution whose gradient is Lipschitz, then this solution is the unique semi-concave weak solution. Our result does not rely on any convexity (nor concavity) assumptions on…
Characteristic curves of a Hamilton-Jacobi equation can be seen as action minimizing trajectories of fluid particles. However this description is valid only for smooth solutions. For nonsmooth "viscosity" solutions, which give rise to…
A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally H\"older continuous with H\"older exponent depending only on the…
We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…
We prove boundary H\"older and Lipschitz regularity for a class of degenerate elliptic, second order, inhomogeneous equations in non-divergence form structured on the left-invariant vector fields of the Heisenberg group. Our focus is on the…
In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value…
The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…
In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in form of a stochastic control system which nonlinear cost…
We investigate the regularity of the viscosity solutions to a class of degenerate/singular fully nonlinear elliptic equations with Hamiltonian terms. To overcome the difficulty caused by the simultaneous presence of the general…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic evolution equations in Hilbert…
We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…
In this paper we obtain interior regularity estimates for viscosity solutions of nonlocal Dirichlet problems that degenerate when the gradient of the solution vanishes. Interior H\"older estimates are obtained when the order of the…
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with uniformly convex Hamiltonian. We prove that for a globally Lipschitz-continuous and…
We establish interior Lipschitz regularity for solutions to anisotropic fully nonlinear equations with nonstandard growth, without imposing any restriction on the gap between the highest and lowest growth exponents. Our proof is based on an…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…
We consider time-dependent inverse problems in a mathematical setting using Lebesgue-Bochner spaces. Such problems arise when one aims to recover a function from given observations where the function or the data depend on time.…