Related papers: Exact solutions for the Generalized Modified Degas…
A method based on order completion for solving general equations is presented. In particular, this method can be used for solving large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems.
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…
We improve the decay argument by [Bona and Li, J. Math. Pures Appl., 1997] for solitary waves of general dispersive equations and illustrate it in the proof for the exponential decay of solitary waves to steady Degasperis-Procesi equation…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
We analyze a class of initial-boundary value problems for the Degasperis-Procesi equation on the half-line. Assuming that the solution $u(x,t)$ exists, we show that it can be recovered from its initial and boundary values via the solution…
Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…
We survey the various constructions of forward self-similar solutions (and generalizations of self-similar solutions) to the Navier-Stokes equations. We also include and prove an extension of a recent result from [7].
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Analysis of the generalized Weierstrass-Enneper system includes the estimation of the degree of indeterminancy of the general analytic solution and the discussion of the boundary value problem. Several different procedures for constructing…
Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…
We give a new procedure for generalized factorization and construction of the complete solution of strictly hyperbolic linear partial differential equations or strictly hyperbolic systems of such equations in the plane. This procedure…
We consider the general Degasperis-Procesi model of shallow water out-flows. This fife parametric family of conservation laws contains, in particular, KdV, Camassa-Holm, and Degasperis-Procesi equations. The main result consists of a…
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
The recent significant enrichment of the Order Completion Method for nonlinear Systems of PDEs resulted in the global existence of generalized solutions to a large class of such equations. In this paper we investigate the existence and…
The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward…
We use a new approach with a matrix transformation to obtain a new global solvability criterion for matrix Riccati equations. The proven theorem completes an well known result in directions of extension of classes of coefficient of…
We consider the linear Schr\"odinger equation and its discretization by split-step methods where the part corresponding to the Laplace operator is approximated by the midpoint rule. We show that the numerical solution coincides with the…