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This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…
Reciprocal space methods for solving Poisson's equation for finite charge distributions are investigated. Improvements to previous proposals are presented, and their performance is compared in the context of a real-space density functional…
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
The existence of stationary solutions to the Einstein-Vlasov system which are axially symmetric and have non-zero total angular momentum is shown. This provides mathematical models for rotating, general relativistic and asymptotically flat…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
We study the existence of stationary solutions of the Vlasov-Poisson system with finite radius and finite mass in the stellar dynamics case. So far, the existence of such solutions is known only under the assumption of spherical symmetry.…
In the paper, an approach for the numerical solution of stationary nonlinear Navier-Stokes equations in rotation and convective forms in a polygonal domain containing one reentrant corner on its boundary, that is, a corner greater than…
In this paper we presents further developments regarding the enrichment of the basic Theory of Order Completion. In particular, spaces of generalized functions are constructed that contain generalized solutions to all systems of continuous,…
We consider the $\phi^4$ model in one space dimension with propagation speeds that are small deviations from a constant function. In the constant-speed case, a stationary solution called the kink is known explicitly, and the recent work of…
We analyze the stationary problem for the Toda chain, and show that arising geometric data exactly correspond to the multi-support solutions of one-matrix model with a polynomial potential. For the first nontrivial examples the Hamiltonians…
This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…
This paper is concerned with the existence, uniqueness and nonlinear stability of stationary solutions to the Cauchy problem of the full compressible Navier-Stokes-Korteweg system effected by external force of general form in…
This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…
An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
The general stationary cylindrically symmetric solution of Einstein-massless scalar field system with a non-positive cosmological constant is presented. It is shown that the general solution is characterized by four integration constants.…
This paper studies the trajectory behavior evaluation for generalized Persidskii systems with an essentially bounded input on a finite time interval. Also, the notions of annular settling and output annular settling for general nonlinear…
We present a method to overapproximate forward stochastic reach sets of discrete-time, stochastic nonlinear systems with interval geometry. This is made possible by extending the theory of mixed-monotone systems to incorporate stochastic…
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…