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The boundary behaviour of blow-up solutions related to state constrained problems

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Seminari di Analisi Matematica
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Sala di Consiglio
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Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Alessio PORRETTA UNIVERSITA DI ROMA Tor Vergata

We study the asymptotic behaviour near the boundary of explosive solutions of a viscous Hamilton-Jacobi equation. This model was introduced by J.M. Lasry and P.L. Lions from a state constrained problem for the Brownian motion. We discuss second order effects which point out the influence of the curvature of the domain in the blow-up of the solution and of the optimal (feedback) control.