Related papers: Value Functions for Bolza Problems with Discontinu…

We study the Cauchy problem for the first order evolutive Hamilton-Jacobi equation with a Lipschitz initial condition. The Hamiltonian is not necessarily convex in the momentum variable and not a priori compactly supported. We build and…

We consider the functional $\int_\Omega g(\nabla u+\textbf X^\ast)d\mathscr L^{2n}$ where $g$ is convex and $\textbf X^\ast(x,y)=2(-y,x)$ and we study the minimizers in $BV(\Omega)$ of the associated Dirichlet problem. We prove that, under…

We study the $\bar\partial$ equation subject to various boundary value conditions on bounded simply connected Lipschitz domains $D\subset\mathbb C$: for the Dirichlet problem with datum in $L^p(bD, \sigma)$, this is simply a restatement of…

In this paper we continue our study of bifurcations of solutions of boundary-value problems for symplectic maps arising as Hamiltonian diffeomorphisms. These have been shown to be connected to catastrophe theory via generating functions and…

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

We consider the non-cutoff Boltzmann equation in the spatially inhomogeneous, soft potentials regime, and establish decay estimates for large velocity. In particular, we prove that pointwise algebraically decaying upper bounds in the…

In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…

We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case of contracts with penalties is straightforward, and in that…

We construct an example of blow-up in a flow of min-plus linear operators arising as solution operators for a Hamilton-Jacobi equation with a Hamiltonian of the form |p|^alpha+U(x,t), where alpha>1 and the potential U(x,t) is uniformly…

In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in form of a stochastic control system which nonlinear cost…

We study boundary value problems for bounded uniform domains in $\mathbb{R}^n$, $n\geq 2$, with non-Lipschitz (and possibly fractal) boundaries. We prove Poincar\'e inequalities with trace terms and uniform constants for uniform…

In this paper we show a uniqueness result for weak epigraphical solutions of Hamilton-Jacobi-Bellman (HJB) equations on infinite horizon for a class of lower semicontinuous functions vanishing at infinity. Weak epigraphical solutions of HJB…

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…

This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order $\alpha \in (0, 1)$ and a Bolza cost functional. The differential game is associated to the…

We study Lipschitz continuity for solutions of the $\bar{\alpha}$-Poisson equation in planar cases. We also review some recently obtained results. As corolary we can restate results for harmonic and gradient harmonic functions.

We give a necessary and sufficient condition for the existence of a local solution of the inverse problem of calculus of variations in terms of the identical vanishing of the variation of a functional on an extended space (with the number…

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…

In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…

Let $(\Omega,{\cal F},P)$ be a probability space and $L^{0}({\cal F},R)$ the algebra of equivalence classes of real-valued random variables on $(\Omega,{\cal F},P)$. When $L^{0}({\cal F},R)$ is endowed with the topology of convergence in…

We consider the parabolic, initial value problem $$ v_t =\Delta_p(v)+\lambda g(x,v)\phi_p(v), \quad \text{in $\Omega \times (0,\infty),$} $$ \[ v =0, \text{in $\partial\Omega \times (0,\infty),$}\tag{IVP} v =v_0\ge0, \text{in $\Omega \times…