相关论文: Value Functions for Bolza Problems with Discontinu…

This is the first of four papers that study algebraic and analytic structures associated to the Lerch zeta function. This paper studies "zeta integrals" associated to the Lerch zeta function using test functions, and obtains functional…

We study a finite horizon optimal control problem for the continuity equation under a weighted integral state constraint on the mass outside a fixed set. The model is cast in a Hilbert framework for densities. On a suitable invariant…

The purpose of this paper is to show that the operator \begin{equation*} H\left(h\right) =-h^{2}\Delta_{x}-\Delta_{y}+V\left(x,y\right), \end{equation*}% $V$ is continuous (or $V\in L^{2}\left(\mathbb{R}_{x}^{n}\times…

Let $F:[0,T]\times\R^n\mapsto 2^{\R^n}$ be a continuous multifunction with compact, not necessarily convex values. In this paper, we prove that, if $F$ satisfies the following Lipschitz Selection Property: \begin{itemize} \item[{(LSP)}]…

The existence of continuous not necessarily bounded solutions of nonlinear functional Volterra integral inclusions in infinite dimensional setting is shown with the aid of the measure of nonequicontinuity. New abstract topological fixed…

We study the behavior of the variational eigenvalues of the p-Laplace operator, with homogeneous Dirichlet boundary condition, when p is varying. After introducing an auxiliary problem, we characterize the continuity answering, in…

We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…

An application of variational principle to bifurcation of periodic solution in Lagrangian mechanics is shown. A few higher derivatives of the action integral at a periodic solution reveals the behaviour of the action in function space near…

We study local regularity properties of local minimizer of scalar integral functionals of the form $$\mathcal F[u]:=\int_\Omega F(\nabla u)-f u\,dx$$ where the convex integrand $F$ satisfies controlled $(p,q)$-growth conditions. We…

Lemma 1 from the paper [N.E. Gretsky, J.M. Ostroy, W.R. Zame, Subdifferentiability and the duality gap, Positivity 6: 261--274, 2002] asserts that the value function $v$ of an infinite dimensional linear programming problem in standard form…

In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value…

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…

In this work, we consider the local Cahn-Hilliard-Navier-Stokes equation with regular potential in two dimensional bounded domain. We formulate distributed optimal control problem as the minimization of a suitable cost functional subject to…

We study the Heston model for pricing European options on stocks with stochastic volatility. This is a Black\--Scholes\--type equation whose spatial domain for the logarithmic stock price $x\in \RR$ and the variance $v\in (0,\infty)$ is the…

We consider the control problem with \textit{exit time}. Unlike the Bolza and Mayer problems, in this problem the terminal time of the trajectories is not fixed, but it is the first time at which they reach a given closed subset -…

We prove the local Lipschitz continuity and the higher differentiability of local minimizers of integral functionals with non autonomous integrand which is degenerate convex with respect to the gradient variable. The main novelty here is…

We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…

In bounded domains, without any geometric conditions, we study the existence and uniqueness of globally Lipschitz and interior strong C^{1,1}, (and classical C^2), solutions of general semilinear oblique boundary value problems for…

In this paper we discuss the Mather problem for stationary Lagrangians, that is Lagrangians $L:\Rr^n\times \Rr^n\times \Omega\to \Rr$, where $\Omega$ is a compact metric space on which $\Rr^n$ acts through an action which leaves $L$…

This course is intended as an introduction to the analysis of elliptic partial differential equations. The objective is to provide a large overview of the different aspects of elliptic partial differential equations and their modern…