Related papers: On the vanishing discount problem from the negativ…
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…
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…
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…
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.…
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…
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, &…
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.…
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…
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…
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 $\lambda$,…
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} \ - \ (…
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}=…
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…
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…
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…
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,…
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…
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…
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, $\lambda > 0$…
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…