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We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
We study the Cauchy problem in the hyperbolic space for the heat equation with a Fisher-KPP type forcing term. Depending on the relative strength of diffusion, measured by the infimum of the spectrum of the Laplace-Beltrami operator, as…
We consider the Cauchy problem for wave equations with unbounded damping coefficients in the whole space. For a general class of unbounded damping coefficients, we derive uniform total energy decay estimates together with a unique existence…
In this paper, some known and novel properties of the Cauchy and signaling problems for the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order $\beta,\ 1 \le \beta \le 2$ are investigated.…
In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a…
We consider the Cauchy problem for the damped wave equation under the initial state that the sum of an initial position and an initial velocity vanishes. When the initial position is non-zero, non-negative and compactly supported, we study…
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We construct the effective field theory of a perfect fluid in the early universe. Focusing on the case where the fluid has the equation of state of radiation, we show that it may lead to corrections to the background dynamics that can…
When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We consider the system of equations describing the flow of incompressible fluids in bounded domain. In the considered setting, the Cauchy stress tensor is a monotone mapping and has asymptotically $(s-1)$-growth with the parameter $s$…
We study dynamic network flows with uncertain input data under a robust optimization perspective. In the dynamic maximum flow problem, the goal is to maximize the flow reaching the sink within a given time horizon $T$, while flow requires a…
In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
Consider the Cauchy problem for a nonlinear diffusion equation \begin{equation} \tag{P} \left\{ \begin{array}{ll} \partial_t u=\Delta u^m+u^\alpha & \quad\mbox{in}\quad{\bf R}^N\times(0,\infty),\\ u(x,0)=\lambda+\varphi(x)>0 &…
We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…
This paper is devoted to the analysis of the incompressible Euler equation in a time-dependent fluid domain, whose interface evolution is governed by the law of linear elasticity. Our main result asserts that the Cauchy problem is globally…
This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…