English
Related papers

Related papers: A viscosity solution approach to regularity proper…

200 papers

In this paper we study the local behavior of a solution to the Lam\'e system with \emph{Lipschitz} coefficients in dimension $n\ge 2$. Our main result is the bound on the vanishing order of a nontrivial solution, which immediately implies…

Analysis of PDEs · Mathematics 2019-12-19 Ching-Lung Lin , Gen Nakamura , Jenn-Nan Wang

The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…

Optimization and Control · Mathematics 2022-05-10 Anton Plaksin

In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…

Optimization and Control · Mathematics 2022-07-15 Simone Cacace , Fabio Camilli

In this paper, we study the regularity for viscosity solutions of locally uniformly elliptic equations and obtain a series of interior pointwise $C^{k,\alpha}$ ($k\geq 1$, $0<\alpha<1$) regularity with smallness assumptions on the solution…

Analysis of PDEs · Mathematics 2024-05-14 Yuanyuan Lian , Kai Zhang

Applying the concept of S-convergence, based on averaging in the spirit of Strong Law of Large Numbers, the vanishing viscosity solutions of the Euler system are studied. We show how to efficiently compute a viscosity solution of the Euler…

Numerical Analysis · Mathematics 2022-02-02 Eduard Feireisl , Mária Lukáčová-Medviďová , Simon Schneider , Bangwei She

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 considers a utility maximization and optimal asset allocation problem in the presence of a stochastic endowment that cannot be fully hedged through trading in the financial market. After studying continuity properties of the…

Portfolio Management · Quantitative Finance 2022-02-24 Christoph Belak , An Chen , Carla Mereu , Robert Stelzer

We establish regularity results for viscosity solutions to a class of quasilinear parabolic equations exhibiting nonhomogeneous degeneracy or singularity (a double phase regime) of the form \[ u_t - \big(|Du|^{\mathfrak{p}} +…

Analysis of PDEs · Mathematics 2026-04-28 Junior da Silva Bessa , João Vitor da Silva , Ginaldo de Santana Sá

First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…

Probability · Mathematics 2014-01-21 Andrea Cosso , Francesco Russo

We consider a class of variable-exponent mixed fully nonlinear local and nonlocal degenerate elliptic equations, which degenerate along the set of critical points, $C:=\big\{x:\,Du(x)=0\big\}.$ Under general conditions, first, we establish…

Analysis of PDEs · Mathematics 2024-01-23 Priyank Oza , Jagmohan Tyagi

This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…

Optimization and Control · Mathematics 2021-09-02 Donggun Lee , Claire J. Tomlin

In this paper two properties of recognized interest in variational analysis, known as Lipschitz lower semicontinuity and calmness, are studied with reference to a general class of variational systems, i.e. to solution mappings to…

Optimization and Control · Mathematics 2013-05-16 Amos Uderzo

We study the Navier-Stokes equations with an extra eddy viscosity term in the whole space in three dimensions. We introduce a suitable regularized system for which we prove the existence of a regular solution defined for all time. We prove…

Analysis of PDEs · Mathematics 2017-06-01 Roger Lewandowski

We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…

Analysis of PDEs · Mathematics 2021-08-02 Cristiana De Filippis , Giuseppe Mingione

We prove regularity results such as interior Lipschitz regularity and boundary continuity for the Cauchy-Dirichlet problem associated to a class of parabolic equations inspired by the evolutionary $p$-Laplacian, but extending it at a wide…

Analysis of PDEs · Mathematics 2015-09-07 Paolo Baroni , Casimir Lindfors

We are concerned with the inviscid limit of the Navier-Stokes equations to the Euler equations for barotropic compressible fluids in $\mathbb{R}^3$. When the viscosity coefficients obey a lower power-law of the density (i.e., $\rho^\delta$…

Analysis of PDEs · Mathematics 2021-12-21 Geng Chen , Gui-Qiang G. Chen , 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

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

Probability · Mathematics 2026-05-05 Ibrahim Ekren , Xihao He , Tianxu Lan , Xiaolu Tan

We examine $L^p$-viscosity solutions to fully nonlinear elliptic equations with bounded-measurable ingredients. By considering $p_0<p<d$, we focus on gradient-regularity estimates stemming from nonlinear potentials. We find conditions for…

Analysis of PDEs · Mathematics 2022-09-07 Edgard A. Pimentel , Miguel Walker

The so-called eigenvalues and eigenfunctions of the infinite Laplacian $\Delta_\infty$ are defined through an asymptotic study of that of the usual $p$-Laplacian $\Delta_p$, this brings to a characterization via a non-linear eigenvalue…

Optimization and Control · Mathematics 2008-11-13 Thierry Champion , Luigi De Pascale , Chloé Jimenez