A boundary-value problem for Hamilton-Jacobi equations in hilbert spaces

We study a Hamilton-Jacobi equation in infinite dimensions arising in optimal control theory for problems involving both exit times and state-space constraints. The corresponding boundary conditions for the Hamilton-Jacobi equation, of mixed nature, have been derived and investigated in [19], [2], [5], and [15] in the finite-dimensional case. We obtain a uniqueness result for viscosity solutions of such a problem and then prove the existence of a solution by showing that the value function is continuous.The work of P. Cannarsa was partially supported by the Italian National Project Equazioni Differenziali e Calcolo delle Variazioni. H. M. Soner's work was supported by National Science Foundation Grant DMS-90-02249.     

Value function and optimality conditions for semilinear control problems

This paper is concerned with optimal control problems of Mayer and Bolza type for systems governed by a semilinear state equationx(t)=Ax(t) + f(t, x(t), u(t)), u(t) U, whereA is the infinitesimal generator of a strongly continuous semigroup in a Banach spaceX. We prove necessary and sufficient conditions for optimality and then use these conditions to investigate properties of the value function related to superdifferentials. Conversely, we use the value function to obtain criteria for optimality and feedback systems.Work (partially) supported by the Research Project Equazioni di evoluzione e applicazioni fisicomatematiche (M.U.R.S.T.-Italy).     

Generation of analytic semigroups in theL p topology by elliptic operators inR n

Strongly elliptic differential operators with (possibly) unbounded lower order coefficients are shown to generate analytic semigroups of linear operators onL ^p(R ⁿ ), 1≦p≦∞. An explicit characterization of the domain is given for 1<p<∞. An application to parabolic problems is also included. This work has been partially supported by the Research Funds of the Ministero della Pubblica Istruzione. The authors are members of GNAFA (Consiglio Nazionale delle Ricerche).     

From pointwise to local regularity for solutions of Hamilton–Jacobi equations

It is well-known that solutions to the Hamilton–Jacobi equation $$\begin{aligned} u_{t}(t,x)+H(x,u_{x}(t,x))=0 \end{aligned}$$ fail to be everywhere differentiable. Nevertheless, suppose a solution $u$ turns out to be differentiable at a given point $(t,x)$ in the interior of its domain. May then one deduce that $u$ must be continuously differentiable in a neighborhood of $(t,x)$ ? Although this question has a negative answer in general, our main result shows that it is indeed the case when the proximal subdifferential of $u(t,\cdot )$ at $x$ is nonempty. Our approach uses the representation of $u$ as the value function of a Bolza problem in the calculus of variations, as well as necessary conditions for such a problem.     

Propagation of Singularities¶for Solutions of Nonlinear First Order¶Partial Differential Equations

Few results are available in the mathematical literature for studying the structure of the singular set of a weak solution u of F(x,u,Du)=0. This paper provides new techniques to analyse such a set when u is semiconcave and F is a nonlinear convex function with respect to p. The main objective achieved here is a classification of the singularities of u that propagate along Lipschitz arcs. Such a propagation phenomenon is also described by means of a generalized characteristics inclusion.     

Integro-differential equations of hyperbolic type with positive definite kernels

The main purpose of this work is to study the damping effect of memory terms associated with singular convolution kernels on the asymptotic behavior of the solutions of second order evolution equations in Hilbert spaces. For kernels that decay exponentially at infinity and possess strongly positive definite primitives, the exponential stability of weak solutions is obtained in the energy norm. It is also shown that this theory applies to several examples of kernels with possibly variable sign, and to a problem in nonlinear viscoelasticity.     

Minkowski content for reachable sets

In 1955, Martin Kneser showed that the Minkowski content of a compact p-rectifiable subset M of ${\mathbb {R}^n}$ is equal to its p-Hausdorff measure: $$\lim_{t\to 0, t > 0}\frac{{\mathcal{L}}^n\left(\overline{B}(M,t)\right)}{\alpha(n-p) t^{(n-p)}}={\mathcal{H}}^p(M).$$ We extend his result to the reachable sets of a linear control system $$\dot{x}= f(x) u,$$ and we give an interpretation in terms of a Riemannian distance.     

Controllability results for a class of one-dimensional degenerate parabolic problems in nondivergence form

We give null controllability results for some degenerate parabolic equations in non divergence form on a bounded interval. In particular, the coefficient of the second order term degenerates at the extreme points of the domain. For this reason, we obtain an observability inequality for the adjoint problem. Then we prove Carleman estimates for such a problem. Finally, in a standard way, we deduce null controllability also for semilinear equations.      

Convexity properties of the minimum time function

This paper studies some regularity properties of the minimum time functionT for a nonlinear control system with a general targetK. Under a Petrov type controllability assumption,T is shown to be semiconcave if the distance fromK is semiconcave. A semiconvexity result also holds for linear control systems with convex targets. These properties are then applied to study the structure of the set of nondifferentiability points ofT. Partially supported by the Italian National Project MURST 40% Problemi nonlineari....     

Semiconcavity results for optimal control problems admitting no singular minimizing controls

Semiconcavity results have generally been obtained for optimal control problems in absence of state constraints. In this paper, we prove the semiconcavity of the value function of an optimal control problem with end-point constraints for which all minimizing controls are supposed to be nonsingular.