相关论文: Exit problem as the generalized solution of Dirich…
We prove two assumptions made in an article by Ya.A. Butko, M. Grothaus, O.G. Smolyanov concerning the existence of a strongly continuous operator semigroup solving a Cauchy-Dirichlet problem for an elliptic differential operator in a…
The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…
In this note, we demonstrate that a locally semiconvex viscosity supersolution to a possibly degenerate fully nonlinear elliptic Hamilton-Jacobi-Bellman (HJB) equation is differentiable along the directions spanned by the range of the…
We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis, Hu and Peng (2010). The formula can…
We prove that there exists a~large-data and global-in-time weak solution to a~system of partial differential equations describing an unsteady flow of an incompressible heat-conducting rate-type viscoelastic stress-diffusive fluid filling up…
When extending bifurcation theory of dynamical systems to nonautonomous problems, it is a central observation that hyperbolic equilibria persist as bounded entire solutions under small temporally varying perturbations. In this paper, we…
In this paper, we study the existence and uniqueness of viscosity solutions to a kind of Hamilton-Jacobi-Bellman (HJB) equations combined with algebra equations. This HJB equation is related to a stochastic optimal control problem for which…
The fluctuations of dynamical functionals such as the empirical density and current as well as heat, work and generalized currents in stochastic thermodynamics are usually studied within the Feynman-Kac tilting formalism, which in the…
This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…
Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…
We consider the Navier-Stokes equations in a bounded domain with periodic boundary conditions. Let $V=V(x,t)$ be the velocity of the fluid. The aim of this paper is to prove the bound $\|V(t)\|_{H^1}\le c$ for any $t\in\mathbb{R}_+$, where…
We consider the generalized Stokes resolvent problem in an infinite layer with Neumann boundary conditions. This problem arises from a free boundary problem describing the motion of incompressible viscous one-phase fluid flow without…
Consider the time-periodic viscous incompressible fluid flow past a body with non-zero velocity at infinity. This article gives sufficient conditions such that weak solutions to this problem are smooth. Since time-periodic solutions do not…
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
We generalize the multipole expansion and the structure of the Fax\'en operator in Stokes flows obtained for bodies with no-slip to generic boundary conditions, addressing the assumptions under which this generalization is conceivable. We…
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…
Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general…
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…
Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet…