相关论文: A Strong Maximum Principle for Parabolic Systems i…
We will generalize a Maximum Principle at Infinity in the parabolic case given by De Lima [Ann. Global Anal. Geom. ${\bf 20}$, 325-343 2001] and De Lima and Meeks [Indiana Univ. Math. Journal ${\bf 53}$ 5, 1211-1223 2004], for disjoints…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
We are concerned with the sign of the solutions of non-cooperative systems when the parameter varies near a principal eigenvalue of the system. With this aim we give precise estimates of the validity interval for the Antimaximum Principle…
In the work of Navier-Stokes (NSE) equation, derived a nonlinear parabolic equation for kinetic energy density, and identified an important property of this equation - the maximum principle. The latter shows the validity of the maximum…
This is a generalization of our prior work on the compact fixed point theory for the elliptic Rosseland-type equations. We obtain the maximum principle without the technical Steklov techniques. Inspired by the Rosseland equation in the…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…
We establish a spatial gradient maximum principle for classical solutions to the initial and Neumann boundary value problem of some quasilinear parabolic equations on smooth convex domains.
We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…
In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…
We consider eigenvalue problems for general elliptic operators of arbitrary order subject to homogeneous boundary conditions on open subsets of the euclidean N-dimensional space. We prove stability results for the dependence of the…
A necessary maximum principle is proved for optimal controls of stochastic systems driven by multidimensional Teugel's martingales. The multidimensional Teugel's martingales are constructed by orthogonalizing the multidimensional L\'{e}vy…
In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…
We establish certain maximum principles for a class of strongly coupled elliptic (or cross diffusion) systems of $m\ge2$ equations. The reaction parts can be non cooperative. These new results will be crucial in obtaining coexistence and…
We obtain new oscillation and gradient bounds for the viscosity solutions of fully nonlinear degenerate elliptic equations where the Hamiltonian is a sum of a sublinear and a superlinear part in the sense of Barles and Souganidis (2001). We…
A planar point set is in convex position precisely when it has a convex polygonization, that is, a polygonization with maximum interior angle measure at most \pi. We can thus talk about the convexity of a set of points in terms of the…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
We obtain the variational equations for backward stochastic differential equations in recursive stochastic optimal control problems, and then get the maximum principle which is novel. The control domain need not be convex, and the generator…
We consider systems of linear partial differential equations, which contain only second and first derivatives in the $x$ variables and which are uniformly parabolic in the sense of Petrovski\v{\i} in the layer ${\mathbb R}^n\times [0,T]$.…
In this paper I discuss nonlinear parabolic systems that are generalizations of scalar diffusion equations. I show that when potential is a convex function that depends only on the norm of the solution, then bounded weak solutions of these…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…