中文
相关论文

相关论文: On a parabolic Hamilton-Jacobi-Bellman equation de…

200 篇论文

In this paper we deal with the well-posedness of Dirichlet problems associated to nonlocal Hamilton-Jacobi parabolic equations in a bounded, smooth domain $\Omega$, in the case when the classical boundary condition may be lost. We address…

偏微分方程分析 · 数学 2014-05-01 Guy Barles , Erwin Topp

We prove the homogenization of fully nonlinear parabolic equations with periodic oscillating Dirichlet boundary conditions on certain general prescribed space-time domains. It was proved in [9,10] that for elliptic equations, the…

偏微分方程分析 · 数学 2022-03-09 Yuming Paul Zhang

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…

数值分析 · 数学 2019-07-16 Athena Picarelli , Christoph Reisinger , Julen Rotaetxe Arto

We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…

偏微分方程分析 · 数学 2018-05-21 Alexander Quaas , Andrei Rodríguez

In this article, we are interested in the Dirichlet problem for parabolic viscous Hamilton-Jacobi Equations. It is well-known that the gradient of the solution may blow up in finite time on the boundary of the domain, preventing a classical…

偏微分方程分析 · 数学 2013-11-15 Amal Attouchi , Guy Barles

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

偏微分方程分析 · 数学 2013-06-05 Olivier Ley , Vinh Duc Nguyen

In this paper, we present a problem involving fully nonlinear elliptic operators with Hamiltonian, which can present a singularity or degenerate as the gradient approaches the origin. The model studied here, allows the appearance of plateau…

偏微分方程分析 · 数学 2025-05-19 Rafael R. Costa , Ginaldo S. Sá

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…

最优化与控制 · 数学 2019-03-20 Ari Arapostathis , Vivek S. Borkar

For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…

偏微分方程分析 · 数学 2015-05-07 Martino Bardi , Annalisa Cesaroni , Luca Rossi

We consider a degenerate/singular wave equation in one dimension, with drift and in presence of a leading operator which is not in divergence form. We impose a homogeneous Dirichlet boundary condition where the degeneracy occurs and a…

偏微分方程分析 · 数学 2024-03-27 Genni Fragnelli , Dimitri Mugnai , Amine Sbai

We study whether the solutions of a fully nonlinear, uniformly parabolic equation with superquadratic growth in the gradient satisfy initial and homogeneous boundary conditions in the classical sense, a problem we refer to as the classical…

偏微分方程分析 · 数学 2017-10-31 Alexander Quaas , Andrei Rodríguez

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

最优化与控制 · 数学 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

We consider a degenerate wave equation in one dimension, with drift and in presence of a leading operator which is not in divergence form. We impose a homogeneous Dirichlet boundary condition where the degeneracy occurs and a boundary…

偏微分方程分析 · 数学 2024-10-02 Genni Fragnelli , Dimitri Mugnai

We study a class of fully nonlinear boundary-degenerate elliptic equations, for which we prove that u \equiv 0 is the only solution. Although no boundary conditions are posed together with the equations, we show that the operator degeneracy…

偏微分方程分析 · 数学 2025-02-03 Qing Liu , Erbol Zhanpeisov

The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the…

最优化与控制 · 数学 2023-04-04 Piermarco Cannarsa , Cristian Mendico

We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…

偏微分方程分析 · 数学 2021-07-01 Mark Freidlin , Leonid Koralov

As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in…

偏微分方程分析 · 数学 2020-07-24 Herbert Amann

We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To…

偏微分方程分析 · 数学 2014-12-08 Fabio Punzo , Marta Strani

We study a Dirichlet problem in the entire space for some nonlocal degenerate elliptic operators with internal nonlinearities. With very mild assumptions on the boundary datum, we prove existence and uniqueness of the solution in the…

偏微分方程分析 · 数学 2016-02-09 Hui Yu

We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are…

偏微分方程分析 · 数学 2020-04-07 Guy Barles , Alexander Quaas , Andrei Rodríguez
‹ 上一页 1 2 3 10 下一页 ›