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We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
We study the large time behavior of nonnegative solutions to the Cauchy problem for a fast diffusion equation with critical zero order absorption $$ \partial_{t}u-\Delta u^m+u^q=0 \quad \quad \hbox{in} \ (0,\infty)\times\real^N\, $$ with…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
We obtain a priori estimates with best constants for the solutions of the fractional fast diffusion equation $u_t+(-\Delta)^{\sigma/2}u^m=0$, posed in the whole space with $0<\sigma<2$, $0<m\le 1$. The estimates are expressed in terms of…
Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…
A mesh condition is developed for linear finite element approximations of anisotropic diffusion-convection-reaction problems to satisfy a discrete maximum principle. Loosely speaking, the condition requires that the mesh be simplicial and…
This article explores an optimal stopping problem for branching diffusion processes. It consists in looking for optimal stopping lines, a type of stopping time that maintains the branching structure of the processes under analysis. By using…
This paper is concerned with the large time behavior of the solution to the Cauchy problem for the elastic wave equations. In particular, optimal $L^{2}$ estimates of the elastic waves are obtained in the sense that the upper and lower…
We consider the large time behavior of the solutions to the Cauchy problem for the BBM-Burgers equation. We prove that the solution to this problem goes to the self-similar solution to the Burgers equation called the nonlinear diffusion…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
We investigate the shape of the solution of the Cauchy problem for the damped wave equation. In particular, we study the existence, location and number of spatial maximizers of the solution. Studying the shape of the solution of the damped…
We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…
This paper is concerned with the large-time behavior of solutions to the Cauchy problem of the one-dimensional viscous radiative and reactive gas. Based on the elaborate energy estimates, we developed a new approach to derive the upper…
We prove existence of the largest entropy sub-solution and the smallest entropy super-solution to the Cauchy problem for a nonlinear degenerate parabolic equation with only continuous flux and diffusion functions. Applying this result, we…
This article deals with the numerical analysis of the Cauchy problem for the Korteweg-de Vries equation with a finite difference scheme. We consider the Rusanov scheme for the hyperbolic flux term and a 4-points $\theta$-scheme for the…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
Consider the Cauchy problem for the radial cubic wave equation in 1+3 dimensions with either the focusing or defocusing sign. This problem is critical in $\dot{H}^{\frac{1}{2}} \times \dot{H}^{-\frac{1}{2}}$ and subcritical with respect to…
In this paper, the Cauchy problem for a one-dimensional heat conducting compressible non-Newtonian fluid is considered. The constitute equation of the non-Newtonian fluid is determined by two nonlinear terms $(|u_x|^{q-2}u_x)_x$ and…
The justification of hydrodynamic limits in non-convex domains has long been an open problem due to the singularity at the grazing set. In this paper, we investigate the unsteady neutron transport equation in a general bounded domain with…