On the definition of solution to the total variation flow

We show that the notions of weak solution to the total variation flow based on the Anzellotti pairing and the variational inequality coincide under some restrictions on the boundary data. The key ingredient in the argument is a duality result for the total variation functional, which is based on an approximation of the total variation by area-type functionals.

On solvability of initial boundary-value problems of micropolar elastic shells with rigid inclusions

The problem of dynamics of a linear micropolar shell with a finite set of rigid inclusions is considered. The equations of motion consist of the system of partial differential equations (PDEs) describing small deformations of an elastic shell and ordinary differential equations (ODEs) describing the motions of inclusions. Few types of the contact of the shell with inclusions are considered. The weak setup of the problem is formulated and studied. It is proved a theorem of existence and uniqueness of a weak solution for the problem under consideration.

Stochastic optimal control with random coefficients and associated stochastic Hamilton–Jacobi–Bellman equations

We consider the optimal control problem for stochastic differential equations (SDEs) with random coefficients under the recursive-type objective functional captured by the backward SDE (BSDE). Due to the random coefficients, the associated Hamilton–Jacobi–Bellman (HJB) equation is a class of second-order stochastic PDEs (SPDEs) driven by Brownian motion, which we call the stochastic HJB (SHJB) equation. In addition, as we adopt the recursive-type objective functional, the drift term of the SHJB equation depends on the second component of its solution. These two generalizations cause several technical intricacies, which do not appear in the existing literature. We prove the dynamic programming principle (DPP) for the value function, for which unlike the existing literature we have to use the backward semigroup associated with the recursive-type objective functional. By the DPP, we are able to show the continuity of the value function. Using the Itô–Kunita’s formula, we prove the verification theorem, which constitutes a sufficient condition for optimality and characterizes the value function, provided that the smooth (classical) solution of the SHJB equation exists. In general, the smooth solution of the SHJB equation may not exist. Hence, we study the existence and uniqueness of the solution to the SHJB equation under two different weak solution concepts. First, we show, under appropriate assumptions, the existence and uniqueness of the weak solution via the Sobolev space technique, which requires converting the SHJB equation to a class of backward stochastic evolution equations. The second result is obtained under the notion of viscosity solutions, which is an extension of the classical one to the case for SPDEs. Using the DPP and the estimates of BSDEs, we prove that the value function is the viscosity solution to the SHJB equation. For applications, we consider the linear-quadratic problem, the utility maximization problem, and the European option pricing problem. Specifically, different from the existing literature, each problem is formulated by the generalized recursive-type objective functional and is subject to random coefficients. By applying the theoretical results of this paper, we obtain the explicit optimal solution for each problem in terms of the solution of the corresponding SHJB equation.

Singular quasilinear convective elliptic systems in ℝ N

The existence of a positive entire weak solution to a singular quasi-linear elliptic system with convection terms is established, chiefly through perturbation techniques, fixed point arguments, and a priori estimates. Some regularity results are then employed to show that the obtained solution is actually strong.

Regularity of a weak solution to a linear fluid-composite structure interaction problem

In this manuscript, we deal with the regularity of a weak solution to the fluid-composite structure interaction problem introduced in [12]. The problem describes a linear fluid-structure interaction between an incompressible, viscous fluid flow, and an elastic structure composed of a cylindrical shell supported by a mesh-like elastic structure. The fluid and the mesh-supported structure are coupled via the kinematic and dynamic boundary coupling conditions describing continuity of velocity and balance of contact forces at the fluid-structure interface. In [12], it is shown that there exists a weak solution to the described problem. By using the standard techniques from the analysis of partial differential equations we prove that such a weak solution possesses an additional regularity in both time and space variables for initial and boundary data satisfying the appropriate regularity and compatibility conditions imposed on the interface.

One solution for nonlocal fourth order equations

A critical point result for differentiable functionals is exploited in order to prove that a suitable class of fourth-order boundary value problem of Kirchhoff-type possesses at least one weak solution under an asymptotical behavior of the nonlinear datum at zero. Some examples to illustrate the results are given.