Related papers: Exact treatment of operator difference equations w…

We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…

Second-order two-scale expansions, a unified proof for the regularity of the correctors based on the translation invariant and a lemma for extracting $O(\epsilon)$ from the remainder term are presented for the second order nonlinear…

We consider the Schr\"odinger equation with a (matrix) Hamiltonian given by a second order difference operator with nonconstant growing coefficients, on the half one dimensional lattice. This operator appeared first naturally in the…

Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood…

By using the method developed in the paper [G.Pantsulaia, G.Giorgadze, On some applications of infinite-dimensional cellular matrices, {\it Georg. Inter. J. Sci. Tech., Nova Science Publishers,} Volume 3, Issue 1 (2011), 107-129], it is…

We present two novel results about Hilbert space operators which are nilpotent of order two. First, we prove that such operators are indestructible complex symmetric operators, in the sense that tensoring them with any operator yields a…

We consider elliptic differential operators on either the entire Euclidean space $\mathbb{R}^d$ or on subsets consisting of a cube $\Lambda_L$ of integer length $L$. For eigenfunctions of the operator, and more general solutions of elliptic…

In this paper we deal with the problem of regularity for non hypo-elliptic partial differential equations with polynomial coefficients. An operator $A$ on on the space of tempered distributions $\mathcal{S}^\prime$ is regular if $u$ belongs…

Led by the key example of the Korteweg-de Vries equation, we study pairs of Hamiltonian operators which are non-homogeneous and are given by the sum of a first-order operator and an ultralocal structure. We present a complete classification…

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Let $\mathcal{H}$ be a complex Hilbert space and $T:\mathcal{H}\to \mathcal{H}$ be a contraction. Let $$A_nf=\frac{1}{n}\sum_{j=1}^nT^jf$$ for $f\in \mathcal{H}$. Let $(n_k)$ be a lacunary sequence, then there exists a constant $C_1>0$ such…

We consider the Koopman operator semigroup $(K^t)_{t\ge 0}$ associated with stochastic differential equations of the form $dX_t = AX_t\,dt + B\,dW_t$ with constant matrices $A$ and $B$ and Brownian motion $W_t$. We prove that the…

Classically, the dynamics in a non-globally hyperbolic spacetime is ill posed. Previously, a prescription was given for defining dynamics in static spacetimes in terms of a second order operator acting on a Hilbert space defined on static…

We obtain estimate of the exponential decay rate of semigroup associated with second order linear differential equation $u"+Du'+Au=0$ in Hilbert space. We assume that $A$ is a selfadjoint positive definite operator, $D$ is an accretive…

A general classification of linear differential and finite-difference operators possessing a finite-dimensional invariant subspace with a polynomial basis is given. The main result is that any operator with the above property must have a…

We study homogenization problem for non-autonomous parabolic equations of the form $\partial_t u=L(t)u$ with an integral convolution type operator $L(t)$ that has a non-symmetric jump kernel which is periodic in spatial variables and in…

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…

We give a detailed description of the resolution of the identity of a second order $q$-difference operator considered as an unbounded self-adjoint operator on two different Hilbert spaces. The $q$-difference operator and the two choices of…

In this paper, we study scalar the forth order linear differential operators over an oriented 2-dimensional manifold. We investigate differential invariants of these operators and show their application to the equivalence problem.