Related papers: Paracontrolled Distributions and the 3-dimensional…
In this paper we consider a problem of with conditions of Bitsadze-Samarski and the Samarski-Ionkin type for system of pseudoparabolic equations of fourth-order with discontinuous coefficients.
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
This paper proposes a novel stochastic version of damped and regularized BFGS method for addressing the above problems.
We start in this work the study of the relation between the theory of regularity structures and paracontrolled calculus. We give a paracontrolled representation of the reconstruction operator and provide a natural parametrization of the…
We consider a linear parabolic problem with random elliptic operator in the usual Gelfand triple setting. We do not assume uniform bounds on the coercivity and boundedness constants, but allow them to be random variables. The parabolic…
We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of M\aa lqvist and Peterseim.
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…
We prove that the real four-dimensional Euclidean noncommutative \phi^4-model is renormalisable to all orders in perturbation theory. Compared with the commutative case, the bare action of relevant and marginal couplings contains…
We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…
We introduce a generalization of the conventional renormalization schemes used in dimensional regularization, which illuminates the renormalization scheme and scale ambiguities of pQCD predictions, exposes the general pattern of…
We investigate a distributed optimal control problem for a nonlocal phase field model of viscous Cahn-Hilliard type. The model constitutes a nonlocal version of a model for two-species phase segregation on an atomic lattice under the…
This paper revisits the partial information optimal control problem considered by Wang, Wu and Xiong [Wang et al 2013], where the system is derived by a controlled forward-backward stochastic differential equation with correlated noises…
We propose a novel and generic calibration technique for four-factor foreign-exchange hybrid local-stochastic volatility models with stochastic short rates. We build upon the particle method introduced by Guyon and Labord\`ere [Nonlinear…
Various formulations of the exact renormalization group can be compared in the perturbative domain, in which we have reliable expressions for regularization-independent (universal) quantities. We consider the renormalization of the…
In this paper, we are concerned with local controllability properties of degenerate parabolic equations in bounded domains that evolve in time. More precisely, we deal with the exact controllability to a positive trajectory of a…
Generative models have enjoyed widespread success in a variety of applications. However, they encounter inherent mathematical limitations in modeling distributions where samples are constrained by equalities, as is frequently the setting in…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…