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We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

Probability · Mathematics 2025-03-25 Pierre Monmarché , Songbo Wang

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky

A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…

Pattern Formation and Solitons · Physics 2015-05-18 R. Marangell , C. K. R. T. Jones , H. Susanto

Observability inequalities on lattice points are established for non-negative solutions of the heat equation with potentials in the whole space. As applications, some controllability results of heat equations are derived by the…

Optimization and Control · Mathematics 2018-12-04 Ming Wang , Can Zhang , Liang Zhang

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

We consider the strictly hyperbolic Cauchy problem \begin{align*} &D_t^m u - \sum\limits_{j = 0}^{m-1} \sum\limits_{|\gamma|+j = m} a_{m-j,\,\gamma}(t,\,x) D_x^\gamma D_t^j u = 0, \newline &D_t^{k-1}u(0,\,x) = g_k(x),\,k = 1,\,\ldots,\,m,…

Analysis of PDEs · Mathematics 2018-07-17 Daniel Lorenz

We survey some new results regarding a priori regularity estimates for the Boltzmann and Landau equations conditional to the boundedness of the associated macroscopic quantities. We also discuss some open problems in the area. In…

Analysis of PDEs · Mathematics 2022-04-14 Luis Silvestre

We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In…

Analysis of PDEs · Mathematics 2012-09-24 Scott N. Armstrong , Charles K. Smart

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

Systems and Control · Computer Science 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…

Probability · Mathematics 2016-10-18 Konstantinos Dareiotis , Máté Gerencsér

An effective formalism is developed to handle decaying two-state systems. Herewith, observables of such systems can be described by a single operator in the Heisenberg picture. This allows for using the usual framework in quantum…

We study the system of nonisentropic thermoelasticity describing the motion of thermoelastic nonconductors of heat in two and three spatial dimensions, where the frame-indifferent constitutive relation generalizes that for compressible…

Analysis of PDEs · Mathematics 2020-09-24 Gui-Qiang G. Chen , Paolo Secchi , Tao Wang

This paper deals with a hierarchical multi-objective control problem for forward stochastic parabolic equations with dynamic boundary conditions. The controls are divided into two classes: leaders and followers. The goal of the leaders is…

Optimization and Control · Mathematics 2024-05-27 Omar Oukdach , Said Boulite , Abdellatif Elgrou , Lahcen Maniar

This paper is addressed to studying the exact controllability for stochastic Schr\"{o}dinger equations by two controls. One is a boundary control in the drift term and the other is an internal control in the diffusion term. By means of the…

Optimization and Control · Mathematics 2013-04-29 Qi Lu

We consider the linear system of viscoelasticity with the homogeneous Dirichlet boundary condition. First we prove a Carleman estimate with boundary values of solutions of viscoelasticity system. Since a solution $u$ under consideration is…

Analysis of PDEs · Mathematics 2017-11-28 Oleg Imanuvilov , Masahiro Yamamoto

In this study, we firstly establish the well-posedness of a degenerate parabolic equation under Dirichlet boundary conditions. Following this, we introduce a shape design problem, which acts as a framework for approximating the degenerate…

Analysis of PDEs · Mathematics 2026-05-20 Dong-Hui Yang , Bao-Zhu Guo

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space…

Numerical Analysis · Mathematics 2019-06-26 Per Pettersson , Alireza Doostan , Jan Nordström

In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

The primary focus of this paper is to establish the internal null controllability for the one-dimensional heat equation featuring dynamic boundary conditions. This achievement is realized by introducing a new Carleman estimate and an…

Optimization and Control · Mathematics 2024-04-03 El Mustapha Ait Ben Hassi , Mariem Jakhoukh , Lahcen Maniar , Walid Zouhair

The paper concerns the problem for the ultrahyperbolic equation in the Euclidean space with data on a characteristic hyperplane. Smoothness and asymptotics of the solution along characteristic lines transversal to the initial hyperplane are…

Analysis of PDEs · Mathematics 2026-05-08 Maxim N. Demchenko