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We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
For solution $u(x,t)$ to degenearte parabolic equations in a bounded domain $\Omega$ with homogenous boundary condition, we consider backward problems in time: determine $u(\cdot,t_0)$ in $\Omega$ by $u(\cdot,T)$, where $t$ is the time…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
We study four problems in the dynamics of a body moving about a fixed point, providing a non-complex, analytical solution for all of them. For the first two, we will work on the motion first integrals. For the symmetrical heavy body, that…
The stabilization of nonautonomous parabolic equations is achieved by feedback inputs tuning a finite number of actuators, where it is assumed that the input is subject to a time delay. To overcome destabilizing effects of the time delay,…
New, gauge-independent, second-order Lagrangian for the motion of classical, charged test particles is proposed. It differs from the standard, gauge-dependent, first order Lagrangian by boundary terms only. A new method of deriving…
We solve the problem of formulating Brownian motion in a relativistically covariant framework in 1+1 and 3+1 dimensions. We obtain covariant Fokker-Planck equations with (for the isotropic case) a differential operator of invariant…
We review the geometric formulation of the second Noether's theorem in time-dependent mechanics. The commutation relations between the dynamics on the final constraint manifold and the infinitesimal generator of a symmetry are studied. We…
The two-particle models in de Sitter space-time with time-asymmetric retarded-advanced interactions are constructed. Particular cases of the field-type electromagnetic and scalar interactions are considered. The manifestly covariant…
This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…
We address the generalized variational problem of Herglotz from an optimal control point of view. Using the theory of optimal control, we derive a generalized Euler-Lagrange equation, a transversality condition, a DuBois-Reymond necessary…
We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to…
The basic aspects of the momentum picture of motion in Lagrangian quantum field theory are given. Under some assumptions, this picture is a 4-dimensional analogue of the Schr\"odinger picture: in it the field operators are constant,…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
Time-independent gauge transformations are implemented in the canonical formalism by the Gauss law which is not covariant. The covariant form of Gauss law is conceptually important for studying asymptotic properties of the gauge fields. For…
This paper deals with the robust stability analysis of linear systems, subject to time-varying parameters. The Parameter Dependent Lyapunov Function are considered, assuming that the temporal derivative of the parameters are bounded. Some…
We develop the equations of motion for full body models that describe the dynamics of rigid bodies, acting under their mutual gravity. The equations are derived using a variational approach where variations are defined on the Lie group of…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…
The log-homotopy particle flow filter resolves the Bayesian update by transporting particles along a continuous trajectory in pseudo-time. However, the governing partial differential equation for the flow velocity is fundamentally…