Global optimal regularity for variational problems with nonsmooth non-strictly convex gradient constraints

DOI10.1016/J.JDE.2021.01.008MaRDI QIDQ2227229zbMATH OpenOpenAlexFDO

Authors Mohammad Safdari

Publication date 10 February 2021

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.01590

zbMATH Keywords

elastic and plastic regionsglobal optimal regularitylocal optimal regularityregularity of the gauge functionregularity of the obstacles

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Smoothness and regularity of solutions to PDEs (35B65) Regularity of solutions in optimal control (49N60) Viscosity solutions to PDEs (35D40) Unilateral problems for nonlinear elliptic equations and variational inequalities with nonlinear elliptic operators (35J87) Free boundary problems for PDEs (35R35) Optimal stochastic control (93E20)

Abstract: We prove the optimal $W^{2,infty}$ regularity for variational problems with convex gradient constraints. We do not assume any regularity of the constraints; so the constraints can be nonsmooth, and they need not be strictly convex. When the domain is smooth enough, we show that the optimal regularity holds up to the boundary. In this process, we also characterize the set of singular points of the viscosity solutions to some Hamilton-Jacobi equations. Furthermore, we obtain an explicit formula for the second derivative of these viscosity solutions; and we show that the second derivatives satisfy a monotonicity property.

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Cited in

(9)

• Nondiffusive variational problems with distributional and weak gradient constraints
• Global variational methods on a class of nonsmooth nonholonomic constraints
• Global Morrey regularity results for asymptotically convex variational problems
• Nonlocal equations with gradient constraints
• Non-convex Hamilton-Jacobi equations with gradient constraints
• Well-posedness for a transmission problem connecting first and second-order operators
• The regularity of some vector-valued variational inequalities with gradient constraints
• An optimal gradient estimate for asymptotically regular variational integrals with multi-phase
• Global gradient bounds for relaxed variational problems

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