Related papers: Variational inequalities in Hilbert spaces with me…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…
This article concerns the basic understanding of parabolic final value problems, and a large class of such problems is proved to be well posed. The clarification is obtained via explicit Hilbert spaces that characterise the possible data,…
In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…
We consider the variational problem of maximizing the weighted equilibrium Green's energy of a distribution of charges free to move in a subset of the upper half-plane, under a particular external field. We show that this problem admits a…
We study a weighted eigenvalue problem with anisotropic diffusion in bounded Lipschitz domains $\Omega\subset \mathbb{R}^{N} $, $N\ge1$, under Robin boundary conditions, proving the existence of two positive eigenvalues $\lambda^{\pm}$…
The analyses of interior penalty discontinuous Galerkin methods of any order k for solving elliptic and parabolic problems with Dirac line sources are presented. For the steady state case, we prove convergence of the method by deriving a…
We study the quadratic regulator problem for linear control systems in Hilbert spaces, where the cost functional is in some sense unbounded. Our motivation comes from delay equations with the feedback part containing discrete delays or, in…
In this paper, we show a weighted Hardy inequality in a limiting case for functions in weighted Sobolev spaces with respect to an invariant measure. We also prove that the constant in the left-hand side of the inequality is optimal. As…
$H^2$-spatial regularity of stationary and non-stationary problems for Bingham fluids formulated with the pseudo-stress tensor is discussed. The problem is mathematically described by an elliptic or parabolic variational inequality of the…
We study mixed local and nonlocal elliptic equation with a variable coefficient $\rho$. Under suitable assumptions on the behaviour at infinity of $\rho$, we obtain uniqueness of solutions belonging to certain weighted Lebsgue spaces, with…
Global and local weighted Gagliardo-Nirenberg inequalities with doubling measures are established. These inequalities are key ingredients for the regularity theory and existence of strong solutions for strongly coupled parabolic and…
The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
We define a new finite element method for a steady state elliptic problem with discontinuous diffusion coefficients where the meshes are not aligned with the interface. We prove optimal error estimates in the $L^2$ norm and $H^1$ weighted…
In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinuous viscosity solution of the Hamilton-Jacobi-Bellman (HJB)…
We address the variational problem for the generalized principal eigenvalue on $\mathbb{R}^d$ of linear and semilinear elliptic operators associated with nondegenerate diffusions controlled through the drift. We establish the…
In this article we present a $W^n_2$-theory of stochastic parabolic partial differential systems. In particular, we focus on non-divergent type. The space domains we consider are $\bR^d$, $\bR^d_+$ and eventually general bounded…