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Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

Probability · Mathematics 2024-06-27 Wilhelm Stannat , Lukas Wessels

In this paper we study the long time-long range behavior of reaction diffusion equations with negative square root -type reaction terms. In particular we investigate the exponential behavior of the solutions after a standard hyperbolic…

Analysis of PDEs · Mathematics 2011-08-17 Sepideh Mirrahimi , Guy Barles , Benoit Perthame , Panagiotis E. Souganidis

Existence and uniqueness of strong solutions to a barotropic compressible fluid--viscoelastic shell interaction system have recently been established on a finite time interval. A natural question is whether such solutions can be continued…

Analysis of PDEs · Mathematics 2026-05-13 Pierre Marie Ngougoue Ngougoue , Prince Romeo Mensah

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

Analysis of PDEs · Mathematics 2018-10-12 Ahmed Abdeljawad , Alessia Ascanelli , Sandro Coriasco

We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…

Optimization and Control · Mathematics 2025-02-27 Filippo de Feo , Andrzej Święch , Lukas Wessels

Combing the weak KAM method for contact Hamiltonian systems and the theory of viscosity solutions for Hamilton-Jacobi equations, we study the Lyapunov stability and instability of viscosity solutions for evolutionary contact Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2024-01-29 Yang Xu , Jun Yan , Kai Zhao

In this thesis the quantum Hamilton - Jacobi (QHJ) formalism is used for (i) potentials which exhibit different spectra for different ranges of the potential parameters, (ii) exactly solvable (ES) periodic potentials (iii) quasi - exactly…

Quantum Physics · Physics 2007-05-23 S. Sree Ranjani

The goal of this paper is to study a Hamilton-Jacobi equation \begin{equation*} \begin{cases} u_t=H(Du)+R(x,I(t)) &\text{in }\mathbb{R}^n \times (0,\infty), \sup_{\mathbb{R}^n} u(\cdot,t)=0 &\text{on }[0,\infty), \end{cases} \end{equation*}…

Analysis of PDEs · Mathematics 2018-04-13 Yeoneung Kim

In this paper, we prove a comparison result between semicontinuous viscosity sub and supersolutions growing at most quadratically of second-order degenerate parabolic Hamilton-Jacobi-Bellman and Isaacs equations. As an application, we…

Analysis of PDEs · Mathematics 2010-02-12 Francesca Da Lio , Olivier Ley

We are interested in the long-time behaviour of the kinetic Vicsek equation, rigorously derived as the mean-field limit~\cite{bolley2012meanfield} of a coupled system of~$N$ stochastic differential equations describing particles moving at…

Analysis of PDEs · Mathematics 2026-04-08 Émeric Bouin , Amic Frouvelle

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…

Optimization and Control · Mathematics 2022-09-30 Alessandro Calvia , Gianluca Cappa , Fausto Gozzi , Enrico Priola

We formulate a path-dependent stochastic optimal control problem under general conditions, for which weprove rigorously the dynamic programming principle and that the value function is the unique Crandall-Lions viscosity solution of the…

Probability · Mathematics 2023-08-04 Andrea Cosso , Fausto Gozzi , Mauro Rosestolato , Francesco Russo

We consider a utility maximization problem for an investment-consumption portfolio when the current utility depends also on the wealth process. Such kind of problems arise, e.g., in portfolio optimization with random horizon or with random…

Portfolio Management · Quantitative Finance 2015-02-10 Salvatore Federico , Paul Gassiat , Fausto Gozzi

Stochastic optimal control problems for Hamiltonian dynamics on graphs have wide-ranging applications in mechanics and quantum field theory, particularly in systems with graph-based structures. In this paper, we establish the existence and…

Optimization and Control · Mathematics 2025-10-01 Jianbo Cui , Tonghe Dang

This paper studies an optimal dividend problem with a drawdown constraint in a Brownian motion model, requiring the dividend payout rate to remain above a fixed proportion of its historical maximum. This leads to a path-dependent stochastic…

Mathematical Finance · Quantitative Finance 2026-01-08 Chonghu Guan , Jiacheng Fan , Zuo Quan Xu

In this paper, we first establish the dynamic programming principle for stochastic optimal control problems defined on compact Riemannian manifolds without boundary. Subsequently, we derive the associated Hamilton-Jacobi-Bellman (HJB)…

Optimization and Control · Mathematics 2025-07-03 Dingqian Gao , Qi Lü

Let a 1-d system of hyperbolic conservation laws, with two unknowns, be endowed with a convex entropy. We consider the family of small $BV$ functions which are global solutions of this equation. For any small $BV$ initial data, such global…

Analysis of PDEs · Mathematics 2022-11-07 Geng Chen , Sam G. Krupa , Alexis F. Vasseur

In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard…

Analysis of PDEs · Mathematics 2024-05-28 Panrui Ni

This paper studies the structure of the singular set (points of nondifferentiability) of viscosity solutions to Hamilton-Jacobi equations associated with general mechanical systems on the n-torus. First, using the level set method, we…

Analysis of PDEs · Mathematics 2015-06-16 Piermarco Cannarsa , Wei Cheng , Qi Zhang

We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we focus on equations with both common and idiosyncratic…

Analysis of PDEs · Mathematics 2023-12-06 Samuel Daudin , Joe Jackson , Benjamin Seeger
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