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We directly apply the theory of viscosity solutions to partial differential equations of order greater than two. We prove that there exists a solution in $C^{2,\alpha}(B_R)\cap C(\overline{B_R})$ for the inhomogeneous $\infty$-Bilaplacian…

Analysis of PDEs · Mathematics 2023-09-28 Matei P. Coiculescu

This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…

Mathematical Finance · Quantitative Finance 2020-04-29 Ulrich Horst , Xiaonyu Xia

We consider the Hamilton-Jacobi equation \[{H}(x,u,Du)=0,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold, ${H}(x,u,p)$ satisfies Tonelli conditions with respect to $p$ and certain decreasing condition with…

Dynamical Systems · Mathematics 2020-06-02 Kaizhi Wang , Lin Wang , Jun Yan

We study the asymptotic behavior of solutions to the fully nonlinear Hamilton-Jacobi equation $H(x, Du, \lambda u) = 0$ in $\mathbb{R}^n$ as $\lambda \to 0^+$. Under the assumption that the Aubry set is localized, we employ a variational…

Analysis of PDEs · Mathematics 2025-07-29 Son N. T. Tu , Jianlu Zhang

Let $1\le p\le\infty$. We show that a function $u\in C(\mathbb R^N)$ is a viscosity solution to the normalized $p$-Laplace equation $\Delta_p^n u(x)=0$ if and only if the asymptotic formula $$ u(x)=\mu_p(\ve,u)(x)+o(\ve^2) $$ holds as…

Analysis of PDEs · Mathematics 2016-04-05 Michinori Ishiwata , Rolando Magnanini , Hidemitsu Wadade

For the discounted Hamilton-Jacobi equation,$$\lambda u+H(x,d_x u)=0, \ x \in M, $$we construct $C^{1,1}$ subsolutions which are indeed solutions on the projected Aubry set. The smoothness of such subsolutions can be improved under…

Dynamical Systems · Mathematics 2024-12-06 Xiyao Huang , Liang Jin , Jianlu Zhang , Kai Zhao

This paper deals with the generalized ergodic problem \[ H(x,u(x),Du(x))=c, \quad x\in M, \] where the unknown is a pair $(c,u)$ of a constant $c \in \mathbb{R}$ and a function $u$ on $M$ for which $u$ is a viscosity solution. We assume…

Analysis of PDEs · Mathematics 2022-09-13 Kaizhi Wang , Jun Yan

We study the problem $-\Delta u=\lambda u-u^{-1}$ with a Neumann boundary condition; the peculiarity being the presence of the singular term $-u^{-1}$. We point out that the minus sign in front of the negative power of $u$ is particularly…

Analysis of PDEs · Mathematics 2024-03-01 Claudio Saccon

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…

Probability · Mathematics 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

It is well known that when the nonlinearity is convex, the Hamilton-Jacobi PDE admits a unique semi-convex weak solution, which is the viscosity solution. In this paper, motivated by problems arising from spin glasses, we show that if the…

Analysis of PDEs · Mathematics 2024-02-16 Victor Issa

In this paper, we prove the existence of a global entropy weak solution $u\in H^1(\mathbb{R})$ and $\partial_{x}u\in L^1(\mathbb{R})\cap BV(\mathbb{R})$ for the Cauchy problem of a generalized Camassa-Holm equation by the viscous…

Analysis of PDEs · Mathematics 2017-03-14 Chunxia Guan , Xi Tu , Zhaoyang Yin

As a consequence of the main result of this paper efficient conditions guaranteeing the existence of a $T-$periodic solution to the second order differential equation \begin{equation*} u"=\frac{h(t)}{u^{\lambda}} \end{equation*} are…

Dynamical Systems · Mathematics 2017-07-17 Manuel Zamora , José Godoy

This paper focuses on the critical Kirchhoff equation with concave perturbation \begin{align*} \begin{cases} \displaystyle -\Big(a+b\int_\Omega|\nabla u|^2dx\Big)\Delta u=|u|^4u+\lambda|u|^{q-2}u\ \ &\mbox{in}\ \Omega, \displaystyle u=0\ \…

Analysis of PDEs · Mathematics 2026-03-18 Zhi-Yun Tang , Gui-Dong Li , Yong-Yong Li

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

We study the asymptotic behavior, as $\lambda \rightarrow 0$, of least energy radial sign-changing solutions $u_\lambda$, of the Brezis-Nirenberg problem \begin{equation*} \begin{cases} -\Delta u = \lambda u + |u|^{2^* -2}u & \hbox{in}\…

Analysis of PDEs · Mathematics 2013-12-23 Alessandro Iacopetti

This paper is concerned with the asymptotic analysis of infinite systems of weakly coupled stationary Hamilton-Jacobi-Bellman equations as the discount factor tends to zero. With a specific Hamiltonian, we show the convergence of the…

Analysis of PDEs · Mathematics 2020-11-03 Kengo Terai

In this work we extend the results in [6,32] on the 2D IPM system with constant viscosity (Atwood number $A_{\mu}=0$) to the case of viscosity jump ($|A_{\mu}|<1$). We prove a h-principle whereby (infinitely many) weak solutions in…

Analysis of PDEs · Mathematics 2022-04-27 Francisco Mengual

We study an ergodic problem associated to a non-local Hamilton-Jacobi equation defined on the whole space $\lambda-\mathcal{L}[u](x)+|Du(x)|^m=f(x)$ and determine whether (unbounded) solutions exist or not. We prove that there is a…

Analysis of PDEs · Mathematics 2018-05-08 Cristina Brändle , Emmanuel Chasseigne

We consider the problem $$ (P_\lambda)\quad -\Delta_{p}u=\lambda u^{p-1}+a(x)u^{q-1},\quad u\geq0\quad\mbox{ in }\Omega $$ under Dirichlet or Neumann boundary conditions. Here $\Omega$ is a smooth bounded domain of $\mathbb{R}^{N}$…

Analysis of PDEs · Mathematics 2020-07-21 Uriel Kaufmann , Humberto Ramos Quoirin , Kenichiro Umezu

We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…

Analysis of PDEs · Mathematics 2018-01-08 Giuseppe Coclite , Andrea Corli , Lorenzo di Ruvo
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