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This paper establishes the existence and uniqueness of mild solutions to stationary Hamilton-Jacobi-Bellman (HJB) equations associated with infinite-horizon stochastic optimal control problems in separable Hilbert spaces. Our framework…

Optimization and Control · Mathematics 2026-05-08 Gabriele Bolli , Fabian Fuchs

A simplified relativistic kinetic theory for gases with internal degrees of freedom, based on a BGK-type collision term, is considered. First the Boltzmann equation is rewritten in tetrad form and then thermal coefficients are determined to…

General Relativity and Quantum Cosmology · Physics 2026-04-13 Philip Semrén , Michael Bradley , João M. S. Oliveira , M. Piedade Machado Ramos

In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…

Mathematical Physics · Physics 2015-05-27 Wen-Tsan Lin , Choon-Lin Ho

In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…

Probability · Mathematics 2021-07-19 Mingshang Hu , Falei Wang

The self-similar growth-fragmentation equation describes the evolution of a medium in which particles grow and divide as time proceeds, with the growth and splitting of each particle depending only upon its size. The critical case of the…

Probability · Mathematics 2021-01-22 Jean Bertoin , Alexander R. Watson

Given a sequence $(C,T) = (C,T_1,T_2,...)$ of real-valued random variables with $T_j \geq 0$ for all $j \geq 1$ and almost surely finite $N = \sup\{j \geq 1: T_j > 0\}$, the smoothing transform associated with $(C,T)$, defined on the set…

Probability · Mathematics 2011-12-14 Gerold Alsmeyer , Matthias Meiners

An explicit estimate is derived for Kac's mean-field model of colliding hard spheres, which compares, in a Wasserstein distance, the empirical velocity distributions for two versions of the model based on different numbers of particles. For…

Probability · Mathematics 2016-04-07 James Norris

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

Numerical Analysis · Mathematics 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…

Numerical Analysis · Mathematics 2025-10-20 Eitan Tadmor

A simplified version of a classical problem in thermodynamics -- the adiabatic piston -- is discussed in the framework of kinetic theory. We consider the limit of gases whose relaxation time is extremely fast so that the gases contained on…

Chaotic Dynamics · Physics 2009-11-11 Massimo Cencini , Luigi Palatella , Simone Pigolotti , Angelo Vulpiani

Self-similar solution is obtained for propagation of a strong shock, in a flat expanding dusty Friedman universe. Approximate analytic solution was obtained earlier, using relation between self-similar variables, equivalent to the exact…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-24 Gennadiy S. Bisnovatyi-Kogan , Sofya A. Panafidina

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

We are concerned with the qualitative analysis of positive singular solutions with blow-up boundary for a class of logistic-type equations with slow diffusion and variable potential. We establish the exact blow-up rate of solutions near the…

Analysis of PDEs · Mathematics 2016-02-22 Dušan Repovš

The paper proves existence of renormalized stationary solutions for a dense class of discrete velocity Boltzmann equations in the plane with given ingoing boundary values. The proof is based on the construction of a sequence of…

Mathematical Physics · Physics 2021-12-17 L. Arkeryd , A. Nouri

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

Analysis of PDEs · Mathematics 2015-05-30 Guy Barles , Hiroyoshi Mitake , Hitoshi Ishii

In terms of the gauged nonlinear $\sigma$-models, we describe some results and implications of solving the following problem: Given a smooth symplectic manifold as target space with a quasi-free Hamiltonian group action, perform the…

High Energy Physics - Theory · Physics 2010-04-06 H. B. Gao , H. Römer

We provide several characterizations of convergence to unstable equilibria in nonlinear systems. Our current contribution is three-fold. First we present simple algebraic conditions for establishing local convergence of non-trivial…

Dynamical Systems · Mathematics 2016-11-17 A. N. Gorban , I. Yu. Tyukin , H. Nijmeijer

We establish a Talenti-type symmetrization result in the form of mass concentration (i.e. integral comparison) for very general linear nonlocal elliptic problems, equipped with homogeneous Dirichlet boundary conditions. In this framework,…

Analysis of PDEs · Mathematics 2024-10-08 Vincenzo Ferone , Gianpaolo Piscitelli , Bruno Volzone

The present work deals with the two-dimensional incompressible,laminar, steady-state boundary layer equations. First, we determinea family of velocity distributions outside the boundary layer suchthat these problems may have similarity…

Fluid Dynamics · Physics 2008-07-08 Mohamed Guedda , Zakia Hammouch
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