Related papers: A convergent string method: Existence and approxim…
This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the…
A new reformulation of a free boundary problem for the Stokes equations governing a viscous flow with overdetermined condition on the free boundary is proposed. The idea of the method is to transform the governing equations to a boundary…
We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case of contracts with penalties is straightforward, and in that…
Periodic classical trajectories are of fundamental importance both in classical and quantum physics. Here we develop path integral techniques to investigate such trajectories in an arbitrary, not necessarily energy conserving hamiltonian…
This work is devoted to study the global existence of strong and classical solutions to compressible Navier-Stokes equations with or without density jump on the moving boundary for spherically symmetric motion. We establish a unified method…
In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…
This paper concerns state constrained optimal control problems, in which the dynamic constraint takes the form of a differential inclusion. If the differential inclusion does not depend on time, then the Hamiltonian, evaluated along the…
Cauchy Biorthogonal Polynomials appear in the study of special solutions to the dispersive nonlinear partial differential equation called the Degasperis-Procesi (DP) equation, as well as in certain two-matrix random matrix models. Another…
We introduce three families of classical and quantum solutions to the leading order of string effective action on spatially homogeneous $(2+1)$-dimensional space-times with the sources given by the contributions of dilaton, antisymmetric…
We study general properties such as the solution representation of a moving boundary value problem of the Black-Scholes equation, its min-max estimation, lower and upper gradient estimates, and strict monotonicity with respect to the…
We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…
This paper looks to apply the mathematical framework of the Theory of Functional Connections to the solution of boundary-value problems arising from hybrid systems. The Theory of Functional Connections is a technique to derive constrained…
The loop quantum gravity technique is applied to the free bosonic string. A Hilbert space similar to loop space in loop quantum gravity as well as representations of diffeomorphism and hamiltonian constraints on it are constructed. The…
We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…
In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…
Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…
In this note we introduce and solve a soft classification version of the famous Bayesian sequential testing problem for a Brownian motion's drift. We establish that the value function is the unique non-trivial solution to a free boundary…
The boundary string field theory approach is used to evaluate the one-loop tachyon potential. We first discuss the boundary condition at the two boundaries on annulus diagram and then the exact form of corrected potentials at zero and high…
We use a new variational method --based on the theory of anti-selfdual Lagrangians developed in [2] and [3]-- to establish the existence of solutions of convex Hamiltonian systems that connect two given Lagrangian submanifolds in $\R^{2N}$.…
In this paper we derive quantitative boundary H\"older estimates, with explicit constants, for the inhomogeneous Poisson problem in a bounded open set $D\subset \mathbb{R}^d$. Our approach has two main steps: firstly, we consider an…