相关论文: Value Functions for Bolza Problems with Discontinu…
In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…
The directional subdifferential of the value function gives an estimate on how much the optimal value changes under a perturbation in a certain direction. In this paper we derive upper estimates for the directional limiting and singular…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
We study the parabolic fractional $p-$Laplace equation $$\p_t u+(-\Delta_p)^su = 0$$ in the degenerate range \(2 \leq p < 2/(1-s)\). We show that weak solutions are Lipschitz continuous in space and, if \(p > 1/(1-s)\), also in time. We…
We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange…
We consider integral functionals with slow growth and explicit dependence on u of the lagrangian; this includes many relevant examples, as, for instance, in elastoplastic torsion problems or in image restoration problems. Our aim is to…
We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a…
This paper systematically studies Hilbert boundary value problems for hyper monogenic functions on the hyperplane for the solutions being of any integer orders at the infinity, where the negative order cases are new even when restricted to…
Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB is a nonlinear partial differential equation, numerical methods typically provide only…
We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…
An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…
We prove several results for the Dirichlet, Neumann and Regularity problems for the Laplace equation in graph Lipschitz domains in the plane, considering $A_{\infty}$-measures on the boundary. More specifically, we study the…
We consider a functional calculus for compact operators, acting on the singular values rather than the spectrum, which appears frequently in applied mathematics. Necessary and sufficient conditions for this singular value functional…
This article deals with the Lipschitz regularity of the ''approximate`` minimizers for the Bolza type control functional of the form \[J_t(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\] among the pairs $(y,u)$ satisfying a prescribed…
Isoperimetric problems consist in minimizing or maximizing a cost functional subject to an integral constraint. In this work, we present two fractional isoperimetric problems where the Lagrangian depends on a combined Caputo derivative of…
We perform a systematic study of optimization problems in the Wasserstein spaces that are analogs of infinite horizon, deterministic control problems. We derive necessary conditions on action minimizing paths and present a sufficient…
A boundary value problem is commonly associated with constraints imposed on a system at its boundary. We advance here an alternative point of view treating the system as interacting "boundary" and "interior" subsystems. This view is…
Let H(t,x) be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac…
In this paper we solve the problem on finding a sectionally Clifford algebra-valued harmonic function, zero at infinity and satisfying certain boundary value condition related to higher order Lipschitz functions. Our main tool are the Hardy…
Recently, a method to dynamically define a divergence function $D$ for a given statistical manifold $(\mathcal{M}\,,g\,,T)$ by means of the Hamilton-Jacobi theory associated with a suitable Lagrangian function $\mathfrak{L}$ on…