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

DOI10.1016/J.JDE.2021.01.008zbMATH Open1458.35097arXiv1807.01590OpenAlexW3125157534MaRDI QIDQ2227229FDOQ2227229

Authors: Mohammad Safdari 

Publication date: 10 February 2021

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

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.

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

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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)

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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
• Well-posedness for a transmission problem connecting first and second-order operators
• Non-convex Hamilton-Jacobi equations with gradient constraints
• 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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