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The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…

Probability · Mathematics 2013-03-07 Chaman Kumar , Sotirios Sabanis

The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces.…

Optimization and Control · Mathematics 2025-01-07 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

We prove a generalization of Noether's theorem for optimal control problems defined on time scales. Particularly, our results can be used for discrete-time, quantum, and continuous-time optimal control problems. The generalization involves…

Optimization and Control · Mathematics 2014-06-04 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear differential equations assuming a very general form of dichotomic behavior for the linear equation. Besides some new…

Dynamical Systems · Mathematics 2013-10-03 António J. G. Bento , César M. Silva

In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…

Analysis of PDEs · Mathematics 2017-01-13 Ling Lin , Xiang Zhou

The Lagrangian formalism for variational problem for second-order delay ordinary differential equations (DODEs) is developed. The Noether-type operator identities and theorems for DODEs of second order are presented. Algebraic construction…

Mathematical Physics · Physics 2023-08-16 Vladimir A. Dorodnitsyn , Roman V. Kozlov , Sergey V. Meleshko

We prove a necessary optimality condition for isoperimetric problems on time scales in the space of delta-differentiable functions with rd-continuous derivatives. The results are then applied to Sturm-Liouville eigenvalue problems on time…

Optimization and Control · Mathematics 2012-11-06 Rui A. C. Ferreira , Delfim F. M. Torres

We consider the Cauchy problem for non-autonomous forms inducing elliptic operators in divergence form with Dirichlet, Neumann, or mixed boundary conditions on an open subset $\Omega$ $\subseteq$ R n. We obtain maximal regularity in L 2…

Functional Analysis · Mathematics 2019-12-06 Pascal Auscher , Moritz Egert

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…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié

A Lagrangian formalism for variational second-order delay ordinary differential equations (DODEs) is developed. The Noether operator identity for a DODE is established, which relates the invariance of a Lagrangian function with the…

Mathematical Physics · Physics 2023-03-17 V. A. Dorodnitsyn , R. V. Kozlov , S. V. Meleshko

We study the Cauchy problem for a nonlinear damped wave equation. Under suitable assumptions for the nonlinearity and the initial data, we obtain the global solution which satisfies weighted $L^1$ and $L^\infty$ estimates. Furthermore, we…

Analysis of PDEs · Mathematics 2017-12-01 Tatsuki Kawakami , Hiroshi Takeda

We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…

Optimization and Control · Mathematics 2023-07-25 Giovanni Fusco , Monica Motta

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear difference equations assuming a very general form of dichotomic behavior for the linear equation. The results obtained…

Dynamical Systems · Mathematics 2012-10-01 António J. G. Bento , César M. Silva

We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results.…

Optimization and Control · Mathematics 2013-03-19 Md. Haider Ali Biswas , M. d. R. de Pinho

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…

Optimization and Control · Mathematics 2019-04-03 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

This paper studies a maximal $L^q$-regularity property for nonlinear elliptic equations of second order with a zero-th order term and gradient nonlinearities having superlinear and sub-quadratic growth, complemented with Dirichlet boundary…

Analysis of PDEs · Mathematics 2024-12-02 Alessandro Goffi

In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we…

Analysis of PDEs · Mathematics 2014-04-30 Guy Barles , Emmanuel Chasseigne , Adina Ciomaga , Cyril Imbert

Noether and Lie symmetry analyses based on point transformations that depend on time and spatial coordinates will be reviewed for a general class of time-dependent Hamiltonian systems. The resulting symmetries are expressed in the form of…

Classical Physics · Physics 2023-04-05 Jürgen Struckmeier , Claus Riedel

We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…

Analysis of PDEs · Mathematics 2021-08-02 Cristiana De Filippis , Giuseppe Mingione