Direct and Inverse Variational Problems on Time Scales: A Survey

We deal with direct and inverse problems of the calculus of variations on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we give a general form for a variational functional to attain a local minimum at a given point of the vector space. Furthermore, we provide a necessary condition for a dynamic integro-differential equation to be an Euler-Lagrange equation (Helmholtz's problem of the calculus of variations on time scales). New and interesting results for the discrete and quantum settings are obtained as particular cases. Finally, we consider very general problems of the calculus of variations given by the composition of a certain scalar function with delta and nabla integrals of a vector valued field.Comment: This is a preprint of a paper whose final and definite form will be published in the Springer Volume 'Modeling, Dynamics, Optimization and Bioeconomics II', Edited by A. A. Pinto and D. Zilberman (Eds.), Springer Proceedings in Mathematics & Statistics. Submitted 03/Sept/2014; Accepted, after a revision, 19/Jan/201

General existence and uniqueness of viscosity solutions for impulse control of jump-diffusions

General theorems for existence and uniqueness of viscosity solutions for Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVI) with integral term are established. Such nonlinear partial integro-differential equations (PIDE) arise in the study of combined impulse and stochastic control for jump-diffusion processes. The HJBQVI consists of an HJB part (for stochastic control) combined with a nonlocal impulse intervention term. Existence results are proved via stochastic means, whereas our uniqueness (comparison) results adapt techniques from viscosity solution theory. This paper is to our knowledge the first treating rigorously impulse control for jump-diffusion processes in a general viscosity solution framework; the jump part may have infinite activity. In the proofs, no prior continuity of the value function is assumed, quadratic costs are allowed, and elliptic and parabolic results are presented for solutions possibly unbounded at infinity

Well-posedness of a nonlinear integro-differential problem and its rearranged formulation

We study the existence and uniqueness of solutions of a nonlinear integro-differential problem which we reformulate introducing the notion of the decreasing rearrangement of the solution. A dimensional reduction of the problem is obtained and a detailed analysis of the properties of the solutions of the model is provided. Finally, a fast numerical method is devised and implemented to show the performance of the model when typical image processing tasks such as filtering and segmentation are performed.Comment: Final version. To appear in Nolinear Analysis Real World Applications (2016

Fractional superharmonic functions and the Perron method for nonlinear integro-differential equations

We deal with a class of equations driven by nonlocal, possibly degenerate, integro-differential operators of differentiability order $s\in (0,1)$ and summability growth $p>1$, whose model is the fractional $p$-Laplacian with measurable coefficients. We state and prove several results for the corresponding weak supersolutions, as comparison principles, a priori bounds, lower semicontinuity, and many others. We then discuss the good definition of $(s,p)$-superharmonic functions, by also proving some related properties. We finally introduce the nonlocal counterpart of the celebrated Perron method in nonlinear Potential Theory.Comment: To appear in Math. An