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We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…

Optimization and Control · Mathematics 2018-10-30 Peter Benner , Christoph Trautwein

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

Probability · Mathematics 2012-02-20 AbdulRahman Al-Hussein

A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…

Differential Geometry · Mathematics 2007-05-23 B. Langerock

We investigate elliptic boundary-value problems for which the maximum of the orders of the boundary operators is equal to or greater than the order of the elliptic differential equation. We prove that the operator corresponding to an…

Analysis of PDEs · Mathematics 2020-07-28 Tetiana Kasirenko , Aleksandr Murach

In this article we first establish the maximum principle of the antisymmetric functions for parabolic fractional $p$-equations. Then we use it and the parabolic inequalities to provide a different proof of symmetry and monotonicity for…

Analysis of PDEs · Mathematics 2025-02-25 Pengyan Wang

Let $\Omega$ be a bounded open planar domain with smooth connected boundary, $\Gamma$, that has been partitioned into two disjoint components, $\Gamma = \Gamma_S \sqcup \Gamma_N$. We consider the Steklov-Neumann eigenproblem on $\Omega$,…

Optimization and Control · Mathematics 2026-03-16 Chiu-Yen Kao , Braxton Osting , Chee Han Tan , Robert Viator

Motivated by relativistic materials, we develop a numerical scheme to support existing or state new conjectures in the spectral optimisation of eigenvalues of the Dirac operator, subject to infinite-mass boundary conditions. We study the…

Optimization and Control · Mathematics 2025-02-05 Pedro R. S. Antunes , Francisco Bento , David Krejcirik

We establish a global boundedness result for Lane-Emden systems involving general second-order elliptic operators in divergence form and arbitrary positive exponents whose product equals one. Furthermore, we observe that, for this class of…

Analysis of PDEs · Mathematics 2025-07-24 Leandro G. Fernandes , Edir J. F. Leite

This paper studies the eigenvalue problem on $\mathbb{R}^d$ for a class of second order, elliptic operators of the form $\mathscr{L} = a^{ij}\partial_{x_i}\partial_{x_j} + b^{i}\partial_{x_i} + f$, associated with non-degenerate diffusions.…

Analysis of PDEs · Mathematics 2019-08-21 Ari Arapostathis , Anup Biswas , Subhamay Saha

In this paper we study optimal lower and upper bounds for functionals involving the first Dirichlet eigenvalue $\lambda_{F}(p,\Omega)$ of the anisotropic $p$-Laplacian, $1<p<+\infty$. Our aim is to enhance how, by means of the $\mathcal…

Analysis of PDEs · Mathematics 2017-10-10 Francesco Della Pietra , Giuseppina di Blasio , Nunzia Gavitone

This paper investigates the spectral properties of two classes of elliptic problems characterized by mixed Steklov-Robin boundary conditions. Our main objective is to prove that, for a generic domain, all the eigenvalues are simple. This…

Analysis of PDEs · Mathematics 2026-02-02 Marco Ghimenti , Anna Maria Micheletti , Angela Pistoia

In this paper, we compute universal estimates of eigenvalues for a class of coupled systems of elliptic differential equations in divergence form on a bounded domain in Euclidean space, which includes the well-known Lam\'e and the Laplacian…

Differential Geometry · Mathematics 2026-03-06 Marcio C. Araújo FIlho , Juliana F. R. Miranda , Cristiano S. Silva

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The…

Analysis of PDEs · Mathematics 2020-04-24 Paul M. N. Feehan

In this manuscript we study geometric regularity estimates for problems driven by fully nonlinear elliptic operators under strong absorption conditions. We establish improved geometric regularity along the free boundary, for a sharp value…

Analysis of PDEs · Mathematics 2020-08-12 J. V. da Silva , R. A. Leitão , G. C. Ricarte

We prove the existence of metrics maximizing the first eigenvalue normalized by area on closed, non-orientable surfaces assuming two spectral gap conditions. These spectral gap conditions are proved by the authors in \cite{MS3}.

Differential Geometry · Mathematics 2019-09-09 Henrik Matthiesen , Anna Siffert

The discrete Laplace operator on a triangulated polyhedral surface is related to geometric properties of the surface. This paper studies extremum problems for eigenvalues of the discrete Laplace operators. Among all triangles, an…

Metric Geometry · Mathematics 2011-06-30 Ren Guo

We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…

Optimization and Control · Mathematics 2008-12-08 Daniel Andersson

We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…

Probability · Mathematics 2008-07-23 Seid Bahlali

We prove the convergence of the fixed-point (also called thresholding) algorithm in three optimal control problems under large volume constraints. This algorithm was introduced by C\'ea, Gioan and Michel, and is of constant use in the…

Optimization and Control · Mathematics 2023-06-27 Antonin Chambolle , Idriss Mazari-Fouquer , Yannick Privat