1,720,987 research outputs found
Hamilton-Jacobi Equations and State-Constraints Problems
No full textCapuzzo-Dolcetta, I.; Lions, P.-L.. (1987). Hamilton-Jacobi Equations and State-Constraints Problems. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/4694
Optimal stopping time formulation of adaptive image filtering
No full textThis paper presents an approach to image filtering based on an optimal stopping time problem for the evolution equation describing the filtering kernel. This approach allows us to obtain easily an adaptivity of the filter with respect to the noise level. Well-posedness of the problem and convergence of fully discrete approximations are proved and numerical examples are presented and discussed
A phase transition approach to planar curve evolution without shrinkage
No full textA.Beghi et al. eds., Il Poligraf
Hadamard and Liouville type results for fully nonlinear partial differential inequalities
Full text linkIn this paper we prove some Hadamard and Liouville type properties for nonnegative viscosity supersolutions of fully nonlinear uniformly elliptic partial differential inequalities in the whole space
On Some Degenerate Elliptic Equations Arising in Geometric Problems
No full textWe consider some fully nonlinear degenerate elliptic operators and we investigate the validity of certain properties related to the maximum principle. In particular, we establish the equivalence between the sign propagation property and the strict positivity of a suitably defined generalized principal eigenvalue. Furthermore, we show that even in the degenerate case considered in the present paper, the well-known condition introduced by Keller–Osserman on the zero-order term is necessary and sufficient for the existence of entire weak subsolutions
Holder estimates for degenerate elliptic equations with coercive Hamiltonians
No full textWe prove a priori estimates and regularity results for some quasilinear degenerate elliptic equations arising in optimal stochastic control problems. Our main results show that strong coerciveness of gradient terms forces bounded viscosity subsolutions to be globally Hölder continuous, and solutions to be locally Lipschitz continuous. We also give an existence result for the associated Dirichlet proble
Thresholds in a credit market model with multiple equilibria
Full text linkGrüne L, Semmler W, Sieveking M. Thresholds in a credit market model with multiple equilibria. Diskussionspapier - Fakultät für Wirtschaftswissenschaften, Universität Bielefeld. Bielefeld: Fakultät für Wirtschaftswissenschaften, Universität Bielefeld; 2001.The paper studies a credit market model with endogenous credit cost and debt constraints in which multiple candidates for steady state equilibria arise. We use dynamic programming (DP) with exible grid size to locate thresholds that separate different domains of attraction. More specifically, we employ DP to (1) compute present value borrowing constraints and thus creditworthiness, (2) locate thresholds where the dynamics separate to different domains of attraction, (3) distinguish between optimal and non-optimal steady states and (5) demonstrate how the thresholds change with change of the credit cost function of the debtor and (6) explore the impact of debt ceilings and consumption paths on creditworthiness. The analytics is provided for a general model and some generic results are presented for a one state variable problem
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