Related papers: Bellman partial differential equation and the hill…
We consider an infinite horizon discounted optimal control problem for piecewise deterministic Markov processes, where a piecewise open-loop control acts continuously on the jump dynamics and on the deterministic flow. For this class of…
In this work the Isoperimetric Inequality for integral varifolds is used to obtain sharp estimates for the size of the set where the density quotient is small and to generalise Calder\'on's and Zygmund's theory of first order…
For a given pseudo-Hermitian Hamiltonian of the standard form: H=p^2/2m+v(x), we reduce the problem of finding the most general (pseudo-)metric operator \eta satisfying H^\dagger=\eta H \eta^{-1} to the solution of a differential equation.…
Last year the first experimental tests closing the detection loophole (also referred to as the fair sampling loophole) were performed by two experimental groups \cite{Zeilinger}, \cite{Kwiat}. To violate Bell-type inequalities (the Eberhard…
We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…
Bregman divergences $D_\phi$ are a class of divergences parametrized by a convex function $\phi$ and include well known distance functions like $\ell_2^2$ and the Kullback-Leibler divergence. There has been extensive research on algorithms…
The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…
We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…
These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlev\'{e} equations and orthogonal…
The maximum principle forms an important qualitative property of second order elliptic equations, therefore its discrete analogues, the so-called discrete maximum principles (DMPs) have drawn much attention. In this paper DMPs are…
For certain nonlinear elliptic PDE problems in two dimensions, the classical isoperimetric inequality produces a sharp inequality that violates a Pohozaev identity except for radial symmetric, decreasing solutions. A generalized version of…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
The Bergman $p$-analytic content ($1\leq p<\infty $) of a planar domain $\Omega $ measures the $L^{p}(\Omega )$-distance between $\overline{z}$ and the Bergman space $A^{p}(\Omega )$ of holomorphic functions. It has a natural analogue in…
The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…
The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the…
In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…
For a hyponormal operator, C. R. Putnam's inequality gives an upper bound on the norm of its self-commutator. In the special case of a Toeplitz operator with analytic symbol in the Smirnov space of a domain, there is also a geometric lower…
We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE.…