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Hamiltonian Boundary Value Methods are a new class of energy preserving one step methods for the solution of polynomial Hamiltonian dynamical systems. They can be thought of as a generalization of collocation methods in that they may be…
We study coupled motion of a 1-D closed elastic string immersed in a 2-D Stokes flow, known as the Stokes immersed boundary problem in two dimensions. Using the fundamental solution of the Stokes equation and the Lagrangian coordinate of…
The Hamiltonian theory of a relativistic string is considered in a specific reference frame in terms the diffeo-invariant variables. The evolution parameter and energy invariant with respect to the time-coordinate transformations are…
We consider boundary value problems for quasilinear first-order one-dimensional hyperbolic systems in a strip. The boundary conditions are supposed to be of a smoothing type, in the sense that the $L^2$-generalized solutions to the…
Homotopy perturbation method is used for solving the multi-point boundary value problems. The approximate solution is found in the form of a rapidly convergent series. Several numerical examples have been considered to illustrate the…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
This paper is devoted to study the existence of solutions and the monotone method of second-order periodic boundary value problems when the lower and upper solutions $\alpha$ and $\beta$ violate the boundary conditions $…
Multi-frequency, highly-oscillatory Hamiltonian problems derive from the mathematical modelling of many real life applications. We here propose a variant of Hamiltonian Boundary Value Methods (HBVMs), which is able to efficiently deal with…
We consider the dynamics of a Hamiltonian particle forced by a rapidly oscillating potential in $\dim$-dimensional space. As alternative to the established approach of averaging Hamiltonian dynamics by reformulating the system as…
For the linear baryon string model with three massive points (three quarks) connected sequentially by the relativistic strings the initial-boundary value problem is stated and solved in general. This problem implies defining a classical…
In this paper a new class of modified-Hessian equations, closely related to the Optimal Transportation Equation, will be introduced and studied. In particular, the existence of globally smooth, classical solutions of these equations…
This work is concerned with establishing the existence and uniqueness of the solution to a mixed-type degenerate boundary value problem for a relativistic magnetohydrodynamics system. We first consider a full relativistic…
We derive the long time asymptotic of solutions to an evolutive Hamilton-Jacobi-Bellman equation in a bounded smooth domain, in connection with ergodic problems recently studied in \cite{bcr}. Our main assumption is an appropriate…
A bifurcation is a qualitative change in a family of solutions to an equation produced by varying parameters. In contrast to the local bifurcations of dynamical systems that are often related to a change in the number or stability of…
Hamiltonian Boundary Value Methods (in short, HBVMs) is a new class of numerical methods for the efficient numerical solution of canonical Hamiltonian systems. In particular, their main feature is that of exactly preserving, for the…
The dynamical boundary value problem for viscoelastic half-space with cut in the form of a strip is considered. The problem is reduced to the singular integral equation of first kind. Using the method of orthogonal polynomials, the integral…
The Hamilton-Jacobi equation for the string cosmology is solved using the gradient expansion method. The zeroth order solution is taken to be the standard pre-big bang model and the second order solution is found for the dilaton and the…
In this paper we study the dynamics of a statistical ensemble of strings, building on a recently proposed gauge theory of the string geodesic field. We show that this stochastic approach is equivalent to the Carath\'eodory formulation of…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…