(Almost) Everything You Always Wanted to Know About Deterministic Control Problems in Stratified Domains

We revisit the pioneering work of Bressan \& Hong on deterministic control problems in stratified domains, i.e. control problems for which the dynamic and the cost may have discontinuities on submanifolds of R N . By using slightly different methods, involving more partial differential equations arguments, we (i) slightly improve the assumptions on the dynamic and the cost; (ii) obtain a comparison result for general semi-continuous sub and supersolutions (without any continuity assumptions on the value function nor on the sub/supersolutions); (iii) provide a general framework in which a stability result holds

Large Deviations estimates for some non-local equations I. Fast decaying kernels and explicit bounds

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined in the whole space. We compute this rate in different examples, with different kernels defining the non-local term, and it turns out that the estimate of convergence depends strongly on the decay at infinity of that kernel

On the regularizing effect for unbounded solutions of first-order Hamilton-Jacobi equations

We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form $u\_t+H(x,t,Du)=0$ in $\R^N\times(0,+\infty)$ in the case where the idea is to first estimate $u\_t$. As a consequence, we have a Lipschitz regularity in space and time for coercive Hamiltonians and, for hypo-elliptic Hamiltonians, we also have an H\''older regularizing effect in space following a result of L. C. Evans and M. R. James

On nonlocal quasilinear equations and their local limits

We introduce a new class of quasilinear nonlocal operators and study equations involving these operators. The operators are degenerate elliptic and may have arbitrary growth in the gradient. Included are new nonlocal versions of p-Laplace, $\infty$-Laplace, mean curvature of graph, and even strongly degenerate operators, in addition to some nonlocal quasilinear operators appearing in the existing literature. Our main results are comparison, uniqueness, and existence results for viscosity solutions of linear and fully nonlinear equations involving these operators. Because of the structure of our operators, especially the existence proof is highly non-trivial and non-standard. We also identify the conditions under which the nonlocal operators converge to local quasilinear operators, and show that the solutions of the corresponding nonlocal equations converge to the solutions of the local limit equations. Finally, we give a (formal) stochastic representation formula for the solutions and provide many examples

Fundamental solutions and singular shocks in scalar conservation laws

We study the existence and non-existence of fundamental solutions for the scalar conservation laws ut + f(u)x = 0; related to convexity assumptions on f. We also study the limits of those solutions as the initial mass goes to infinity. We especially prove the existence of so-called Friendly Giants and Infinite Shock Solutions according to the convexity of f, which generalize the explicit power case f(u) = um. We introduce an extended notion of solution and entropy criterion to allow infinite shocks in the theory, and the initial data also has to be understood in a generalized sense, since locally infinite measures appear.We study the existence and non-existence of fundamental solutions for the scalar conservation laws ut + f (u)x = 0, related to convexity assumptions on f . We also study the limits of those solu tions as the initial mass goes to infinity. We especially prove the existence of so-called Friend ly Giants and Infinite Shock Solutions according to the convex ity of f , which generalize the explicit power case f (u) = um . We introduce an extended notion of solution and entropy criterion to allow infinite shocks in the theory, and the initial data also has to be understood in a generalized sense, since locally infinite measures appear. 2000 Mathematics Sub ject Classification: 35L60, 35L67

A nonlocal two phase Stefan problem

We study a nonlocal version of the two-phase Stefan problem, which models a phase transition problem between two distinct phases evolving to distinct heat equations. Mathematically speaking, this consists in deriving a theory for sign-changing solutions of the equation, ut = J * v - v, v = {\Gamma}(u), where the monotone graph is given by {\Gamma}(s) = sign(s)(|s|-1)+ . We give general results of existence, uniqueness and comparison, in the spirit of [2]. Then we focus on the study of the asymptotic behaviour for sign-changing solutions, which present challenging difficulties due to the non-monotone evolution of each phase

A Bellman approach for two-domains optimal control problems in RN\R^N

This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space $\R^N$. As a consequence, the dynamic and running cost present discontinuities at the boundary of these domains and this is the main difficulty of this type of problems. We address these questions by using a Bellman approach: our aim is to investigate how to define properly the value function(s), to deduce what is (are) the right Bellman Equation(s) associated to this problem (in particular what are the conditions on the set where the dynamic and running cost are discontinuous) and to study the uniqueness properties for this Bellman equation. In this work, we provide rather complete answers to these questions in the case of a simple geometry, namely when we only consider two different domains which are half spaces: we properly define the control problem, identify the different conditions on the hyperplane where the dynamic and the running cost are discontinuous and discuss the uniqueness properties of the Bellman problem by either providing explicitly the minimal and maximal solution or by giving explicit conditions to have uniqueness

The Dirichlet problem for some nonlocal diffusion equations

International audienceWe study the Dirichlet problem for the non-local diffusion equation u_t=\int\{u(x+z,t)-u(x,t)\}\dmu(z), where $\mu$ is a $L^1$ function and $``u=\varphi$ on $\partial\Omega\times(0,\infty)$'' has to be understood in a non-classical sense. We prove existence and uniqueness results of solutions in this setting. Moreover, we prove that our solutions coincide with those obtained through the standard ``vanishing viscosity method'', but show that a boundary layer occurs: the solution does not take the boundary data in the classical sense on $\partial\Omega$, a phenomenon related to the non-local character of the equation. Finally, we show that in a bounded domain, some regularization may occur, contrary to what happens in the whole space

Unbounded solutions of the nonlocal heat equation

We consider the Cauchy problem posed in the whole space for the following nonlocal heat equation: u_t = J * u - u, where J is a symmetric continuous probability density. Depending on the tail of J, we give a rather complete picture of the problem in optimal classes of data by: (i) estimating the initial trace of (possibly unbounded) solutions; (ii) showing existence and uniqueness results in a suitable class; (iii) giving explicit unbounded polynomial solutions