Optimal regularity in the optimal switching problem

DOI10.1016/J.ANIHPC.2015.06.001zbMATH Open1352.49036arXiv1410.1736OpenAlexW2237326589MaRDI QIDQ342587FDOQ342587

Authors: Gohar Aleksanyan 

Publication date: 17 November 2016

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Abstract: In this article we study the optimal regularity for solutions to the following weakly coupled system with interconnected obstacles �egin{equation*} �egin{cases} min (-Delta u^1+f^1, u^1-u^2+psi^1)=0 \ min (-Delta u^2+f^2, u^2-u^1+psi^2)=0, end{cases} end{equation*} arising in the optimal switching problem with two modes. We derive the optimal $C^{1,1}$-regularity for the minimal solution under the assumption that the zero loop set $mathscrL:=ps{i}^1+ps{i}^2=0$ is the closure of its interior. This result is optimal and we provide a counterexample showing that the $C^{1,1}$-regularity does not hold without the assumption $mathscrL=overlinemathscr{L}^0$.

Full work available at URL: https://arxiv.org/abs/1410.1736

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zbMATH Keywords

free boundary problemnonlinear elliptic systemobstacle problemoptimal regularitydouble obstacle problemoptimal switching problem

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Regularity of solutions in optimal control (49N60) Free boundary problems for PDEs (35R35)

Cites Work

• Elliptic partial differential equations of second order
• Title not available (Why is that?)
• Regularity of free boundaries in obstacle-type problems
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Optimal regularity for the no-sign obstacle problem
• Adjoint methods for obstacle problems and weakly coupled systems of PDE
• Systems of weakly coupled Hamilton-Jacobi equations with implicit obstacles
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Cited In (9)

• Optimal switching with minimum dwell time constraint
• A stabilised finite element method for the plate obstacle problem
• An overview of unconstrained free boundary problems
• Analysis of blow-ups for the double obstacle problem in dimension two
• Systems of fully nonlinear degenerate elliptic obstacle problems with Dirichlet boundary conditions
• On optimality gaps in the Halfin-Whitt regime
• A PDE approach to regularity of solutions to finite horizon optimal switching problems
• Optimal regime switching and threshold effects
• On the One-Dimensional Optimal Switching Problem

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