Related papers: Value functions in the Wasserstein spaces: finite …
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…
We discuss a class of time-dependent Hamilton-Jacobi equations, where an unknown function of time is intended to keep the maximum of the solution to the constant value 0. Our main result is that the full problem has a unique viscosity…
A multidimensional generalization of the Bernstein class of functions and the properties of functions of the introduced class are examined. In particular, a new proof of the integral representation of Bernstein functions of many variables…
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…
Starting from relativistic mass-less Madelung fluid, we shall develop a class of typical wave functions by imposing it to maximize Shannon entropy given its finite average quantum potential. We show that there is a class of solutions in…
We study classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a probability distribution to the physical time, which is assumed to be discrete. In this way, a physical clock with discrete…
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to the appearance of the terminal state constraint, the value function might be discontinuous in general. The main contribution of this paper is…
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…
We derive several mean value formulae on manifolds, generalizing the classical one for harmonic functions on Euclidean spaces as well as later results of Schoen-Yau, Michael-Simon, etc, on curved Riemannian manifolds. For the heat equation…
In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
The notion of microscopic state of the system at a given moment of time as a point in the phase space as well as a notion of trajectory is widely used in classical mechanics. However, it does not have an immediate physical meaning, since…
On a spacetime $(M,g)$ endowed with a density function $h$, we consider the vacuum weighted Einstein field equations: \[h\rho-\operatorname{Hes}_h+\Delta h g=0.\] First, it is shown that the equation characterizes critical metrics for an…
In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…
In this paper, we study the global well-posedness of classical solutions to the 2D compressible MHD equations with large initial data and vacuum. With the assumption $\mu=const.$ and $\lambda=\rho^\beta,~\beta>1$ (Va\v{i}gant-Kazhikhov…
We consider the statistical mechanics of a classical particle in a one-dimensional box subjected to a random potential which constitutes a Wiener process on the coordinate axis. The distribution of the free energy and all correlation…
The Jacobi and Weierstrass elliptic functions used to be part of the standard mathematical arsenal of physics students. They appear as solutions of many important problems in classical mechanics: the motion of a planar pendulum (Jacobi),…
Probabilistic description of results of measurements and its consequences for understanding quantum mechanics are discussed. It is shown that the basic mathematical structure of quantum mechanics like the probability amplitude, Born rule,…
We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…
We formulate quantum mechanics in spacetimes with real-order fractional geometry and more general factorizable measures. In spacetimes where coordinates and momenta span the whole real line, Heisenberg's principle is proven and the…