Related papers: Lipschitz Continuity Results for Minimax Solutions…
We solve the Cauchy problem for the Korteweg-de Vries equation with steplike quasi-periodic, finite-gap initial conditions under the assumption that the perturbations have a given number of derivatives with finite moments.
In this paper, we establish the existence of spatially inhomogeneous classical self-similar solutions to a non-Lipschitz semi-linear parabolic Cauchy problem with trivial initial data. Specifically we consider bounded solutions to an…
We consider the minimal super-solution of a backward stochastic differential equation with constraint on the gains-process. The terminal condition is given by a function of the terminal value of a forward stochastic differential equation.…
In this article, the notion of viscosity solution is introduced for the path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with the optimal control problems for path-dependent stochastic differential equations. We identify…
We consider the Cauchy problem for the Hamilton-Jacobi equation with critical dissipation, $$ \partial_t u + (-\Delta)^{ 1/2} u = |\nabla u|^p, \quad x \in \mathbb R^N, t > 0, \qquad u(x,0) = u_0(x) , \quad x \in \mathbb R^N, $$ where $p >…
In this work, we consider an initial-boundary value problem for a time-fractional biharmonic equation in a bounded polygonal domain with a Lipschitz continuous boundary in $\mathbb{R}^2$ with clamped boundary conditions. After establishing…
We consider the diffusive Hamilton-Jacobi equation, with homogeneous Dirichlet conditions and regular initial data. It is known from [Barles-DaLio, 2004] that the problem admits a unique, continuous, global viscosity solution, which extends…
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…
We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.
We show a strong maximum principle and an Alexandrov-Bakelman-Pucci estimate for the weak solutions of a Cauchy problem featuring Caputo time-derivatives and non-local operators in space variables given in terms of Bernstein functions of…
We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…
This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…
We point out a rather effective approach for solving the time-dependent harmonic oscillator $\ddot q=-\omega^2 q$ under various regularity assumptions. Where $\omega(t )$ is $C^1$ this is reduced to Hamilton equation for the angle variable…
We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic…
In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…
In this work we prove some abstract results about the existence of a minimizer for locally Lipschitz functionals, without any assumption of homogeneity, over a set which has its definition inspired in the Nehari manifold. As applications we…
This article deals with the Lipschitz regularity of the ''approximate`` minimizers for the Bolza type control functional of the form \[J_t(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\] among the pairs $(y,u)$ satisfying a prescribed…