相关论文: Bellman partial differential equation and the hill…
The goal of this note is to give the unified approach to the solutions of a class of isoperimetric problems by relating them to the exterior differential systems studied by R.~Bryant and P.~Griffiths. In this note we list several classical…
It is strange but fruitful to think about the functions as random processes. Any function can be viewed as a martingale (in many different ways) with discrete time. But it can be useful to have continuous time too. Processes can emulate…
In this paper, we employ the Mond--Pe\v{c}ari\'c method to establish some reverses of the operator Bellman inequality under certain conditions. In particular, we show \begin{equation*} \delta I_{\mathscr…
In this article we use the Bellman function technique to characterize the measures for which the weighted Hardy's inequality holds on dyadic trees. We enunciate the (dual) Hardy's inequality over the dyadic tree and we use the associated…
Viscosity solutions are suitable notions in the study of nonlinear PDEs justified by estimates established via the maximum principle or the comparison principle. Here we prove that the isoperimetric profile functions of Riemannian manifolds…
We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…
We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…
The classical discrete $p$-Hardy inequality establishes a sharp relationship between the $\ell^{p}$-norms of a sequence and its discrete derivative. In this paper, we generalize this inequality to discrete derivatives of arbitrary integer…
In this work we establish eigenvalue inequalities for elliptic differential operators either for Dirichlet or for Robin eigenvalue problems, by using the technique introduced by Alexandroff, Bakelman and Pucci. These inequalities can be…
We adapt Stein's method to isoperimetric and geometric inequalities. The main challenge is the treatment of boundary terms. We address this by using an elliptic PDE with an oblique boundary condition. We apply our geometric formulation of…
Here, we study Hamilton-Jacobi-Bellman equations on graphs. These are meant to be the analog of any of the following types of equations in the continuum setting of partial differential and nonlocal integro-differential equations:…
We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Levy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity…
We introduce a new method for proving the nonexistence of positive supersolutions of elliptic inequalities in unbounded domains of $\mathbb{R}^n$. The simplicity and robustness of our maximum principle-based argument provides for its…
We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…
We extend the classical Bernstein inequality to a general setting including Schr{\"o}dinger operators and divergence form elliptic operators on Riemannian manifolds or domains. Moreover , we prove a new reverse inequality that can be seen…
This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…
An isoperimetric inequality on the Hamming cube for exponents $\beta\ge 0.50057$ is proved, achieving equality on any subcube. This was previously known for $\beta\ge \log_2(3/2)\approx 0.585$. Improved bounds are also obtained at the…
A number of characteristics of integrable nonlinear partial differential equations (PDE's) for classical fields are reviewed, such as Backlund transformations, Lax pairs, and infinite sequences of conservation laws. An algebraic approach to…
The goal of the present article is to offer a number of new retarded nonlinear inequalities of Gronwall, Bellman and Pachpatte kind for a class of integral and integro-differential equations. These inequalities generalize and provide new…
We prove non-uniqueness and study the behaviour of viscosity solutions of a class of uniformly elliptic fully nonlinear equations of Hamilton-Jacobi-Bellman-Isaacs type, with quadratic growth in the gradient. The crucial a priori bound for…