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We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

Analysis of PDEs · Mathematics 2026-04-29 Mikhail I. Gomoyunov

The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by a piecewise continuous function. The corresponding Cauchy…

Optimization and Control · Mathematics 2020-01-23 Anton Plaksin

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…

Analysis of PDEs · Mathematics 2020-06-29 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei

A rigorous proof is given for the convergence of the solutions of a viscous Cahn-Hilliard system to the solution of the regularized version of the forward-backward parabolic equation, as the coefficient of the diffusive term goes to 0.…

Analysis of PDEs · Mathematics 2017-05-18 Pierluigi Colli , Luca Scarpa

In this paper, we give a new proof for the fact that the distributional weak solutions and the viscosity solutions of the $p$-Laplace equation $-\diver(\abs{Du}^{p-2}Du)=0$ coincide. Our proof is more direct and transparent than the…

Analysis of PDEs · Mathematics 2011-04-13 Petri Juutinen , Vesa Julin

In this paper, we will solve this uniqueness problem of positive solutions to the following equations of exponential growth: \begin{equation*} \begin{cases} -\Delta u =\lambda ue^{u^2},\quad\quad & x\in B_1\subset \mathbb{R}^2,\\ u>0, &…

Analysis of PDEs · Mathematics 2022-11-01 Lu Chen , Guozhen Lu , Ying Xue , Maochun Zhu

We consider the value function originating from an expected utility maximization problem with finite fuel constraint and show its close relation to a nonlinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity.…

Mathematical Finance · Quantitative Finance 2015-10-14 Mourad Lazgham

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

Optimization and Control · Mathematics 2020-02-03 Ugo Bessi

We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

Analysis of PDEs · Mathematics 2021-08-26 Hitoshi Ishii , Kaizhi Wang , Lin Wang , Jun Yan

We study the asymptotic behavior as $p\to\infty$ of the Gelfand problem \[ -\Delta_{p} u=\lambda\,e^{u}\ \textrm{in}\ \Omega\subset\mathbb{R}^n,\quad u=0 \ \textrm{on}\ \partial\Omega. \] Under an appropriate rescaling on $u$ and $\lambda$,…

Analysis of PDEs · Mathematics 2021-12-20 Fernando Charro , Byungjae Son , Peiyong Wang

Let $\Delta^{1}_{p}$ denote the $1$-homogeneous $p$-Laplacian, for $1 \leq p \leq \infty$. This paper proves that the unique bounded, continuous viscosity solution $u$ of the Cauchy problem \[ \left\{ \begin{array}{c} u_{t} \ - \ (…

Analysis of PDEs · Mathematics 2014-03-10 Matthew Rudd

We study the asymptotic behavior of a sequence of positive solutions $(u_{\epsilon})_{\epsilon >0}$ as $\epsilon \to 0$ to the family of equations \begin{equation*} \left\{\begin{array}{ll} \Delta u_{\epsilon}+a(x)u_{\epsilon}=…

Analysis of PDEs · Mathematics 2017-02-14 Saikat Mazumdar

We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is observed and can be traded continuously, while the illiquid one can only be traded…

Portfolio Management · Quantitative Finance 2012-11-07 Salvatore Federico , Paul Gassiat

We obtain a sharp limit H\"older continuity of the solution for the transport equations thanks to a vanishing viscosity analysis. We also derive the same control for parabolic equations and for inviscid Burgers' equation. Eventually, under…

Analysis of PDEs · Mathematics 2024-11-20 Igor Honoré

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger

In this paper, we consider the bifurcation problem for fractional Laplace equation \begin{eqnarray*} \begin{array}{ll} (-\Delta)^{s} u = \lambda u + f(\lambda,\,x,\,u)& \mbox{in }\Omega, u = 0 &\mbox{in }\mathbb{R}^n\backslash \Omega,…

Analysis of PDEs · Mathematics 2017-02-28 Gaurav Dwivedi , Jagmohan Tyagi , Ram Baran Verma

We establish the vanishing viscosity limit of the Navier-Stokes equations to the Euler equations for three-dimensional compressible isentropic flow in the whole space. It is shown that there exists a unique regular solution of compressible…

Analysis of PDEs · Mathematics 2019-06-26 Yongcai Geng , Yachun Li , Shengguo Zhu

We consider different notions of solutions to the $p(x)$-Laplace equation $-\div(\abs{Du(x)}^{p(x)-2}Du(x))=0$ with $ 1<p(x)<\infty$. We show by proving a comparison principle that viscosity supersolutions and $p(x)$-superharmonic functions…

Analysis of PDEs · Mathematics 2011-01-28 Petri Juutinen , Teemu Lukkari , Mikko Parviainen

In this paper, we study the following logarithmic Schr\"{o}dinger equation \[ -\Delta u+\lambda a(x)u=u\log u^2\ \ \ \ \mbox{ in }V \] on a connected locally finite graph $G=(V,E)$, where $\Delta$ denotes the graph Laplacian, $\lambda > 0$…

Analysis of PDEs · Mathematics 2023-08-09 Xiaojun Chang , Vicenţiu D. Rădulescu , Ru Wang , Duokui Yan

In this article we consider a special type of degenerate elliptic partial differential equations of second order in convex domains that satisfy the interior sphere condition. We show that any positive viscosity solution $u$ of $-|\nabla…

Analysis of PDEs · Mathematics 2017-09-28 Michael Kühn