Related papers: Optimal waiting time bounds for some flux-saturate…

We study the long time behavior of solutions of the Cauchy problem for nonlinear reaction-diffusion equations in one space dimension with the nonlinearity of bistable, ignition or monostable type. We prove a one-to-one relation between the…

This paper is concerned with the large-time behavior of solutions to the Cauchy problem on the two-fluid Euler-Maxwell system with collisions when initial data are around a constant equilibrium state. The main goal is the rigorous…

We study the optimal stopping problem of maximizing the variance of an unkilled linear diffusion. Especially, we demonstrate how the problem can be solved as a convex two-player zero-sum game, and reveal quite surprising application of game…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

We consider the Cauchy problem for (energy-subcritical) nonlinear Schr\"odinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superfluid quantum…

We consider the Cauchy problem for linearly damped nonlinear Schr\"odinger equations \[ i\partial_t u + \Delta u + i a u= \pm |u|^\alpha u, \quad (t,x) \in [0,\infty) \times \mathbb{R}^N, \] where $a>0$ and $\alpha>0$. We prove the global…

We consider the fluid interface problem given by two incompressible fluids with different densities evolving by Darcy's law. This scenario is known as the Muskat problem for fluids with the same viscosities, being in two dimensions…

Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…

We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a…

The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…

This paper addresses the local well-posedness of the Cauchy problem for a one-dimensional diffusion equation equipped with a dynamic boundary condition and an additional boundary condition that renders the one-dimensional Laplace operator…

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

In this work, we consider the Cauchy problem for a diffusive Oldroyd-B model in three dimensions. Some optimal time-decay rates of the solutions are derived via analysis of upper and lower time-decay estimates provided that the initial data…

A linear growth-diffusion equation is studied in a time-dependent interval whose location and length both vary. We prove conditions on the boundary motion for which the solution can be found in exact form, and derive the explicit expression…

In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…

We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which means terminating the algorithm earlier with fewer…

Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

We consider the representation of the value of a class of optimal stopping problems of linear diffusions in a linearized form as an expected supremum of a known function. We establish an explicit integral representation of this representing…