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We study random integer-valued Lipschitz functions on regular trees. It was shown by Peled, Samotij and Yehudayoff that such functions are localized, however, finer questions about the structure of Gibbs measures remain unanswered. Our main…

Probability · Mathematics 2024-10-10 Nathaniel Butler , Kesav Krishnan , Gourab Ray , Yinon Spinka

We prove local Lipschitz continuity and Harnack's inequality for value functions of the stochastic game tug-of-war with noise and running payoff. As a consequence, we obtain game-theoretic proofs for the same regularity properties for…

Analysis of PDEs · Mathematics 2015-09-11 Eero Ruosteenoja

In this paper we have chosen to work with two different approaches to solving the inverse problem of the calculus of variation. The first approach is based on an integral representation of the Lagrangian function that uses the first…

Classical Physics · Physics 2020-08-10 Basir Ahamed Khan , Supriya Chatterjee , Golam Ali Sekh , Benoy Talukdar

We formulate a path-dependent stochastic optimal control problem under general conditions, for which weprove rigorously the dynamic programming principle and that the value function is the unique Crandall-Lions viscosity solution of the…

Probability · Mathematics 2023-08-04 Andrea Cosso , Fausto Gozzi , Mauro Rosestolato , Francesco Russo

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

Analysis of PDEs · Mathematics 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

Motivated by the mean value property of harmonic functions, we introduce the local and global median value properties for continuous functions of two variables. We show that the Dirichlet problem associated with the local median value…

Analysis of PDEs · Mathematics 2011-08-08 Matthew B. Rudd , Heather A. Van Dyke

The purpose of this paper is to solve a kind of Riemann-Hilbert boundary value problem for $(\varphi,\psi)$-harmonic functions, which are linked with the use of two orthogonal basis of the Euclidean space $\mathbb{R}^m$. We approach this…

Analysis of PDEs · Mathematics 2020-05-19 José Luis Serrano Ricardo , Ricardo Abreu Blaya , Juan Bory Reyes , Jorge Sánchez Ortiz

We investigate the stability with respect to homogenization of classes of integrals arising in the control-theoretic interpretation of some Hamilton-Jacobi equations. The prototypical case is the homogenization of energies with a Lagrangian…

Analysis of PDEs · Mathematics 2024-11-13 Andrea Braides , Gianni Dal Maso , Claude Le Bris

In this paper we consider the problem of the calculus of variations for a functional which is the composition of a certain scalar function $H$ with the delta integral of a vector valued field $f$, i.e., of the form…

Optimization and Control · Mathematics 2010-10-28 Agnieszka B. Malinowska , Delfim F. M. Torres

We study functions of two variables whose sections by the lines parallel to the coordinate axis satisfy Lipschitz condition of the order $0<\a\le 1.$ We prove that if for a function $f$ the $\operatorname{Lip} \a-$ norms of these sections…

Functional Analysis · Mathematics 2014-03-03 V. I. Kolyada

In this paper, we used some theorems of fixed point for studying the results of Existence and Uniqueness For Hilfer-Hadamard-Type Fractional Differential Equations, \[_{H}D^{\alpha,\beta}x(t)+f(t,x(t))=0, ~~~~~~ on~~the~~ interval~~…

Analysis of PDEs · Mathematics 2018-03-13 Ahmad Y. A. Salamooni , D. D. Pawar

We study a multi-objective variational problem of Herglotz' type with cooperative linear coupling. We established the associated Euler-Lagrange equations and the characteristic system for cooperative weakly coupled systems of…

Analysis of PDEs · Mathematics 2021-04-16 Wei Cheng , Kai Zhao , Min Zhou

We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…

Probability · Mathematics 2017-10-24 Ruoting Gong , Christian Houdré

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…

Optimization and Control · Mathematics 2023-11-28 Karl Kunisch , Buddhika Priyasad

We obtain regularity conditions of a new type of problems of the calculus of variations with second-order derivatives. As a corollary, we get non-occurrence of the Lavrentiev phenomenon. Our main result asserts that autonomous integral…

Optimization and Control · Mathematics 2008-02-23 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

We consider a commutative algebra $\mathbb{B}$ over the field of complex numbers with a basis $\{e_1,e_2\}$ satisfying the conditions $(e_1^2+e_2^2)^2=0$, $e_1^2+e_2^2\ne 0$. Let $D$ be a bounded domain in the Cartesian plane $xOy$ and…

Analysis of PDEs · Mathematics 2016-06-29 S. V. Gryshchuk , S. A. Plaksa

In this paper, we are interested in the $L^p$-estimates of the Boltzmann equation in the case that the distribution function stays around a travelling local Maxwellian. For this, we divide both sides of the Boltzmann equation by the…

Analysis of PDEs · Mathematics 2010-09-28 Seok-Bae Yun

In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…

Analysis of PDEs · Mathematics 2018-11-16 Hongjie Dong , Tuoc Phan

We study $p$-harmonic functions, $ 1 < p\neq 2 < \infty$, in $ \mathbb{R}^{2}_+ = \{ z = x + i y : y > 0, - \infty < x < \infty \} $ and $B( 0, 1 ) = \{ z : |z| < 1 \}$. We first show for fixed $ p$, $1 < p\neq 2 < \infty$, and for all…

Analysis of PDEs · Mathematics 2020-02-13 Murat Akman , John Lewis , Andrew Vogel
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