Related papers: A viscosity solution approach to regularity proper…
We propose two algorithms for solving global optimization problems on a hyperrectangle with an objective function satisfying the Vanderbei condition (this function is also called an $\varepsilon$-Lipschitz continuous function). The…
We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…
We prove optimal regularity for solutions to porous media equations in Sobolev spaces, based on velocity averaging techniques. In particular, the obtained regularity is consistent with the optimal regularity in the linear limit.
This paper focuses on the value function in the time-optimal problem for a continuity equation in the space of probability measures. We derive the dynamic programming principle for this problem. In particular, we prove that the Kruzhkov…
Denote by $\Delta$ the Laplacian and by $\Delta_\infty$ the $\infty$-Laplacian. A fundamental inequality is proved for the algebraic structure of $\Delta v\Delta_\infty v$: for every $v\in C^{\infty}$, $$\bigg| |D^2vDv|^2-\Delta…
This paper studies the problem of optimally extracting nonrenewable natural resource in light of various financial and economic restrictions and constraints. Taking into account the fact that the market values of the main natural resources…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
We study one-dimensional very singular parabolic equations with periodic boundary conditions and initial data in $BV$, which is the energy space. We show existence of solutions in this energy space and then we prove that they are viscosity…
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent evolution equations in Hilbert space. We…
We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…
For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…
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 purely quadratic Hamiltonian. We show that for a globally Lipschitz-continuous terminal…
We prove the optimal $W^{2,\infty}$ regularity for variational problems with convex gradient constraints. We do not assume any regularity of the constraints; so the constraints can be nonsmooth, and they need not be strictly convex. When…
We show that viscosity solutions to the normalized $p(x)$-Laplace equation coincide with distributional weak solutions to the strong $p(x)$-Laplace equation when $p$ is Lipschitz and $\inf p>1$. This yields $C^{1,\alpha}$ regularity for the…
This work is devoted to the studies of a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa--Holm equation. It is given by a quadratic form with a singular…
For a local suitable weak solution to the Navier-Stokes equations, we prove that if the vorticity vectors belong to a double cone in regions of high vorticity magnitude, then the solution is regular. Roughly speaking this implies that, near…
In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a…
We prove the $L_1$ in time and $B^{s+1}_{q,1}\times B^s_{q,1}$ in space maximal regularity for the Stokes equations in the viscous compressible fluid flows in domains in the $N$ dimensional Euclidean space $R^N$ whose boundary is $C^3$…
We give a definition of viscosity solution for the minimal surface system and prove a version of Allard regularity theorem in this setting.
Here, we study the generalized semiconcavity property of viscosity solutions of the Neumann boundary value problem for Hamilton-Jacobi equations. In particular, we establish the global semiconcavity with a fractional modulus by…