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We present new theorems characterizing robust Lyapunov functions and infinite horizon value functions in optimal control as unique viscosity solutions of partial differential equations. We use these results to further extend Zubov's method…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

We prove existence of positive solutions to a nonlinear fractional boundary value problem. Then, under some mild assumptions on the nonlinear term, we obtain a smart generalization of Lyapunov's inequality. The new results are illustrated…

Classical Analysis and ODEs · Mathematics 2016-10-19 Amar Chidouh , Delfim F. M. Torres

We investigate the behaviour of a family of entropy production functionals associated to stochastic differential equations of the form $\mathrm{d} X_s = -\nabla V(X_s) \, \mathrm{d} s + b(X_s) \, \mathrm{d} s + \sqrt{2\epsilon} \,…

Mathematical Physics · Physics 2024-10-23 Renaud Raquépas

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t(x))$ is a diffusion process satisfying the stochastic differential equation with diffusion and drift coefficients $\sigma: \R^n\to \R^n\otimes \R^d$, $b: \R^n\to…

Probability · Mathematics 2024-01-29 Ali Süleyman Üstünel

We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…

Dynamical Systems · Mathematics 2023-04-13 Svetlin Georgiev , Sergey Kryzhevich

Lyapunov-like characterizations for non-uniform in time and uniform robust global asymptotic stability of uncertain systems described by retarded functional differential equations are provided.

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

The large-time asymptotics of the density matrix solving a drift-diffusion-Poisson model for the spin-polarized electron transport in semiconductors is proved. The equations are analyzed in a bounded domain with initial and Dirichlet…

Analysis of PDEs · Mathematics 2019-08-28 Philipp Holzinger , Ansgar Jüngel

We consider two types of non linear fast diffusion equations in R^N:(1) External drift type equation with general external potential. It is a natural extension of the harmonic potential case, which has been studied in many papers. In this…

Analysis of PDEs · Mathematics 2021-01-25 Chuqi Cao , Xingyu Li

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

Statistical Mechanics · Physics 2026-05-27 Daisuke Suzuki , Tomohiro Sasamoto

A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…

Analysis of PDEs · Mathematics 2023-11-29 Ansgar Jüngel , Martin Vetter

We show that the boundary behaviour of solutions to nonlocal fractional equations posed in bounded domains strongly differs from the one of solutions to elliptic problems modelled upon the Laplace-Poisson equation with zero boundary data.…

Analysis of PDEs · Mathematics 2019-11-19 Nicola Abatangelo , David Gómez-Castro , Juan Luis Vázquez

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

Probability · Mathematics 2012-10-15 Sergio Albeverio , Seiichiro Kusuoka

Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…

Analysis of PDEs · Mathematics 2022-03-04 Giorgia Ciavolella

We study a quite general family of nonlinear evolution equations of diffusive type with nonlocal effects. More precisely, we study porous medium equations with a fractional Laplacian pressure, and the problem is posed on a bounded space…

Analysis of PDEs · Mathematics 2017-08-03 Quoc-Hung Nguyen , Juan Luis Vázquez

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

Statistical Mechanics · Physics 2019-11-13 Paul E. Lammert

We prove the necessary and sufficient conditions for practical stability of nonlinear dynamical system at general phase restrictions. In such a case the Lyapunov function is nondifferentiable. But if the set of initial data is starry…

Dynamical Systems · Mathematics 2007-05-23 F. G. Garashchenko , O. M. Bashniakov , V. V. Pichkur

We study relative dispersion of passive scalar in non-ideal cases, i.e. in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than…

chao-dyn · Physics 2009-10-31 G. Boffetta , A. Celani , M. Cencini , G. Lacorata , A. Vulpiani

The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

Optimization and Control · Mathematics 2026-03-05 Thiago Santos , Sebastiao Xavier