We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on Cm-smoothness of the free boundary are obtained. In particular, a necessary and sufficient condition for infinite differentiability of the free boundary is given.

In this paper we consider a class of distributed parameter systems (partial differential equations) determined by strongly nonlinear operator valued measures in the setting of the Gelfand triple V ↪ H ↪ V* with continuous and dense embeddings where H is a separable Hilbert space and V is a reflexive Banach space with dual V*. The system is given by dx + A(dt,x) = f(t,x)γ(dt) + B(t)u(dt), x(0) = ξ, t ∈ I ≡ [0,T] where A is a strongly nonlinear operator valued measure...

The oscillation of the solutions of linear parabolic differential equations with deviating arguments are studied and sufficient conditions that all solutions of boundary value problems are oscillatory in a cylindrical domain are given.

We study the local exact controllability problem for the Navier-Stokes equations that describe an incompressible fluid flow in a bounded domain $\Omega$ with control distributed in a subdomain $\omega \subset \Omega \subset {ℝ}^n,n\in \{2,3\}$. The result that we obtained in this paper is as follows. Suppose that $\widehat{v}(t,x)$ is a given solution of the Navier-Stokes equations. Let $v_0\left(x\right)$ be a given initial condition and $\parallel \widehat{v}(0,·)-v_0\parallel \<\epsilon$ where $\epsilon$ is small enough. Then there exists a locally distributed control $u,\text{supp}u\subset (0,T)\times \omega$ such that the solution $v(t,x)$ of the Navier-Stokes equations:$${\partial }_{t}v-\Delta v+(v,\nabla )v=\nabla p+u+f,\text{div}v=0,v{{|}_{\partial \Omega }=0,v|}_{t=0}=v_0$$coincides with...

We study the local exact controllability problem for the Navier-Stokes equations that describe an incompressible fluid flow in a bounded domain Ω with control distributed in a subdomain $\omega \subset \Omega \subset {ℝ}^n,n\in \{2,3\}$. The result that we obtained in this paper is as follows. Suppose that $\widehat{v}(t,x)$ is a given solution of the Navier-Stokes equations. Let $v_0\left(x\right)$ be a given initial condition and $\parallel \widehat{v}(0,·)-v_0\parallel <\epsilon$ where ε is small enough. Then there exists a locally distributed control $u,\text{supp}u\subset (0,T)\times \omega$ such that the solution v(t,x) of the Navier-Stokes equations: $${\partial }_{t}v-\Delta v+(v,\nabla )v=\nabla p+u+f,\text{div}v=0,v{{|}_{\partial \Omega }=0,v|}_{t=0}=v_0$$ coincides...

Motivated by downside risk minimization on the wealth process in an incomplete market model, we have studied in the recent work the asymptotic behavior as time horizon T → ∞ of the minimizing probability that the empirical mean of a controlled semi-martingale falls below a certain level on the time horizon T. This asymptotic behavior relates to a risk-sensitive stochastic control problem in the risk-averse case. Indeed, we obtained an expression of the decay rate of the probability by the Legendre...

We prove the unique solvability of parabolic equations with discontinuous leading coefficients in $W_p^{1,2}((0,T)\times {ℝ}^d)$. Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.

We prove existence and uniqueness of viscosity solutions of Cauchy problems for fully nonlinear unbounded second order Hamilton-Jacobi-Bellman-Isaacs equations defined on the product of two infinite-dimensional Hilbert spaces H'× H'', where H'' is separable. The equations have a special "separated" form in the sense that the terms involving second derivatives are everywhere defined, continuous and depend only on derivatives with respect to x'' ∈ H'', while the unbounded terms are of first order...