Related papers: A maximum principle in spectral optimization probl…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We start in this paper a systematic study of the superpositions of elliptic operators with different orders, mixing classical and fractional scenarios. For concreteness, we focus on the sum of the Laplacian and the fractional Laplacian, and…
We study relaxed stochastic control problems where the state equation is a one dimensional linear stochastic differential equation with random and unbounded coefficients. The two main results are existence of an optimal relaxed control and…
We prove stability results associated with upper bounds for the first eigenvalue of certain second order differential operators of divergence-type on hypersurfaces of the Euclidean space. We deduce some applications to $r$-stability as well…
We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space-time white noise. Our method based on an approximation of the…
In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…
We derive quantitative bounds for eigenvalues of complex perturbations of the indefinite Laplacian on the real line. Our results substantially improve existing results even for real-valued potentials. For $L^1$-potentials, we obtain optimal…
We establish a spatial gradient maximum principle for classical solutions to the initial and Neumann boundary value problem of some quasilinear parabolic equations on smooth convex domains.
The paper aims to study the spectral properties of elliptic operators with highly inhomogeneous coefficients and related issues concerning wave propagation in high-contrast media. A unified approach to solving problems in bounded domains…
We carry on our study of the connection between two shape optimization problems with spectral cost. On the one hand, we consider the optimal design problem for the survival threshold of a population living in a heterogenous habitat…
The universal bound on specific entropy was originally inferred from black hole thermodynamics. We here show from classical thermodynamics alone that for a system at fixed volume or fixed pressure, the ratio of entropy to nonrelativistic…
We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…
We consider the spectral problem for a family of $N$ point interactions of the same strength confined to a manifold with a rotational symmetry, a circle or a sphere, and ask for configurations that optimize the ground state energy of the…
We study an {\it indefinite weighted eigenvalue problem} for an operator of {\it mixed-type} (that includes both the classical {\it $p$-Laplacian} and the {\it fractional $p$-Laplacian}) in a bounded open subset $\Omega\subset \mathbb{R}^N…
We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the…
We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…
The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…