相关论文: Bellman partial differential equation and the hill…

In this paper we consider a new kind of inequality related to fractional integration, motivated by Gressman's paper. Based on it we investigate its multilinear analogue inequalities. Combining with the Gressman's work on multilinear…

Over the past few decades, experimental tests of Bell-type inequalities have been at the forefront of understanding quantum mechanics and its implications. These strong bounds on specific measurements on a physical system originate from…

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

H\"older-Brascamp-Lieb inequalities provide upper bounds for a class of multilinear expressions, in terms of $L^p$ norms of the functions involved. They have been extensively studied for functions defined on Euclidean spaces.…

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

We investigate Sobolev and Hardy inequalities, specifically weighted Minerbe's type estimates, in noncompact complete connected Riemannian manifolds whose geometry is described by an isoperimetric profile. In particular, we assume that the…

In this paper we focus on qualitative properties of solutions to a nonlocal nonlinear partial integro-differential equation (PIDE). Using the theory of abstract semilinear parabolic equations we prove existence and uniqueness of a solution…

Motivated by the application of Lyapunov methods to partial differential equations (PDEs), we study functional inequalities of the form $f(I_1(u),\ldots,I_k(u))\geq 0$ where $f$ is a polynomial, $u$ is any function satisfying prescribed…

We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…

We propose a novel numerical method for high dimensional Hamilton--Jacobi--Bellman (HJB) type elliptic partial differential equations (PDEs). The HJB PDEs, reformulated as optimal control problems, are tackled by the actor-critic framework…

We propose one finite element method for both second order linear uniformly elliptic PDE in non-divergence form and the uniformly elliptic Hamilton-Jacobi-Bellman (HJB) equation. For both linear elliptic PDE in non-divergence form and the…

We give a characterization of the extremal sequences for the Bellman function of three variables of the dyadic maximal operator in relation to Kolmogorov's inequality. In fact we prove that they behave approximately like eigenfunctions of…

We study the existence and non-existence of classical solutions for inequalities of type $$ \pm \Delta^m u \geq \big(\Psi(|x|)*u^p\big)u^q \quad\mbox{ in } {\mathbb R}^N (N\geq 1). $$ Here, $\Delta^m$ $(m\geq 1)$ is the polyharmonic…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate…

The present paper provides a generalization of the previous authors' work on Bellman functions for integral functionals on $\mathrm{BMO}$. Those Bellman functions are the minimal locally concave functions on parabolic strips in the plane.…

It is developed the theory of the Dirichlet problem for harmonic functions. On this basis, for the nondegenerate Beltrami equations in the quasidisks and, in particular, in the smooth domains, it is proved the existence of regular solutions…

We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…

We propose a formalism to derive the maximal bound of generalized Bell type inequalities and shows that the formalism can be applied to various form of Bell functions. The generic Bell function is defined to generate the combinations of all…

This paper establishes the existence, uniqueness, and global $C^{1,\beta}$ regularity of positive classical solutions to a class of quasilinear Hamilton--Jacobi--Bellman (HJB) equations with Dirichlet boundary conditions on bounded convex…