Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle control problems. This result is applied to extend the Lyapunov direct method for stability to controlled Ito stochastic differential equations. We define the appropriate concept of Lyapunov function to study the stochastic open loop stabilizability in probability and the local and global asymptotic stabilizability (or asymptotic controllability). Finally we illustrate the theory with some examples.Comment: 22 page

Convergence of nonlocal geometric flows to anisotropic mean curvature motion

We consider nonlocal curvature functionals associated with positive interaction kernels, and we show that local anisotropic mean curvature functionals can be retrieved in a blow-up limit from them. As a consequence, we prove that the viscosity solutions to the rescaled nonlocal geometric flows locally uniformly converge to the viscosity solution to the anisotropic mean curvature motion. The result is achieved by combining a compactness argument and a set-theoretic approach related to the theory of De Giorgi's barriers for evolution equations.Comment: 19 page

The isoperimetric problem for nonlocal perimeters

We consider a class of nonlocal generalized perimeters which includes fractional perimeters and Riesz type potentials. We prove a general isoperimetric inequality for such functionals, and we discuss some applications. In particular we prove existence of an isoperimetric profile, under suitable assumptions on the interaction kernel.Comment: 17 p

Volume constrained minimizers of the fractional perimeter with a potential energy

We consider volume-constrained minimizers of the fractional perimeter with the addition of a potential energy in the form of a volume inte- gral. Such minimizers are solutions of the prescribed fractional curvature problem. We prove existence and regularity of minimizers under suitable assumptions on the potential energy, which cover the periodic case. In the small volume regime we show that minimizers are close to balls, with a quantitative estimate

Liouville properties and critical value of fully nonlinear elliptic operators

We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have an appropriate sign, as in Ornstein- Uhlenbeck operators. We give two applications. The first is a stabilization property for large times of solutions to fully nonlinear parabolic equations. The second is the solvability of an ergodic Hamilton-Jacobi-Bellman equation that identifies a unique critical value of the operator.Comment: 18 pp, to appear in J. Differential Equation

Symmetric self-shrinkers for the fractional mean curvature flow

We show existence of homothetically shrinking solutions of the fractional mean curvature flow, whose boundary consists in a prescribed numbers of concentric spheres. We prove that all these solutions, except from the ball, are dynamically unstable.Comment: 12 page

Isoperimetric problems for a nonlocal perimeter of Minkowski type

We prove a quantitative version of the isoperimetric inequality for a non local perimeter of Minkowski type. We also apply this result to study isoperimetric problems with repulsive interaction terms, under convexity constraints. We show existence of minimizers, and we describe the shape of minimizers in certain parameter regimes

On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary

We derive the long time asymptotic of solutions to an evolutive Hamilton-Jacobi-Bellman equation in a bounded smooth domain, in connection with ergodic problems recently studied in \cite{bcr}. Our main assumption is an appropriate degeneracy condition on the operator at the boundary. This condition is related to the characteristic boundary points for linear operators as well as to the irrelevant points for the generalized Dirichlet problem, and implies in particular that no boundary datum has to be imposed. We prove that there exists a constant $c$ such that the solutions of the evolutive problem converge uniformly, in the reference frame moving with constant velocity $c$, to a unique steady state solving a suitable ergodic problem.Comment: 12p