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Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger…

Fluid Dynamics · Physics 2018-07-10 Mohammad Farazmand , Themistoklis P. Sapsis

We consider a one-dimensional variational problem arising in connection with a model for cholesteric liquid crystals. The principal feature of our study is the assumption that the twist deformation of the nematic director incurs much higher…

Analysis of PDEs · Mathematics 2020-08-12 Dmitry Golovaty , Michael Novack , Peter Sternberg

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Optimization and Control · Mathematics 2024-08-27 Zhesheng Liu , Mihail Zervos

In this technical note, we demonstrate the robustness of our numerical scheme of vorticity iteration in dealing with the dipole-wall interaction at small viscosity, with emphasis on mesh convergence, boundary vorticity as well as wall…

Fluid Dynamics · Physics 2019-03-15 F. Lam

This paper studies the problem of optimally extracting nonrenewable natural resource in light of various financial and economic restrictions and constraints. Taking into account the fact that the market values of the main natural resources…

Mathematical Finance · Quantitative Finance 2016-11-29 Moustapha Pemy

This paper presents the first energy-dissipative level-set method for the incompressible Navier-Stokes equations with surface tension. The methodology relies on the recently proposed concept of functional entropy variables. Discretization…

Numerical Analysis · Mathematics 2020-05-19 M. ten Eikelder , I. Akkerman

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

We study here the impulse control minimax problem. We allow the cost functionals and dynamics to be unbounded and hence the value functions can possibly be unbounded. We prove that the value function of the problem is continuous. Moreover,…

Optimization and Control · Mathematics 2013-11-15 Brahim El Asri

We analyze the Ericksen--Leslie system equipped with the Oseen--Frank energy in three space dimensions. Recently, the author introduced the concept of dissipative solutions. These solutions show several advantages in comparison to the…

Analysis of PDEs · Mathematics 2020-01-07 Robert Lasarzik

We study the dynamics of visco-elastic materials coupled by a common cohesive interface (or, equivalently, {two single domains separated by} a prescribed cohesive crack) in the anti-plane setting. We consider a general class of…

Analysis of PDEs · Mathematics 2020-07-17 Matteo Negri , Riccardo Scala

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

In this article, we study semi-linear $\sigma$-evolution equations with double damping including frictional and visco-elastic damping for any $\sigma\ge 1$. We are interested in investigating not only higher order asymptotic expansions of…

Analysis of PDEs · Mathematics 2019-06-12 Hironori Michihisa , Tuan Anh Dao

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

We study the behaviour of the solutions to a dynamic evolution problem for a viscoelastic model with long memory, when the rate of change of the data tends to zero. We prove that a suitably rescaled version of the solutions converges to the…

Analysis of PDEs · Mathematics 2021-06-28 Gianni Dal Maso , Francesco Sapio

This paper is concerned with a numerical simulation of shape optimization in a two-dimensional viscous incompressible flow governed by Navier--Stokes equations with mixed boundary conditions containing the pressure. The minimization problem…

Optimization and Control · Mathematics 2007-05-23 Zhiming Gao , Yichen Ma

This paper deals with the mathematical modelling of large strain electro-viscoelastic deformations in electro-active polymers. Energy dissipation is assumed to occur due to mechanical viscoelasticity of the polymer as well as due to…

Classical Physics · Physics 2015-02-10 Prashant Saxena , Duc Khoi Vu , Paul Steinmann

We reveal several distinct regimes of the relaxation dynamics of a small quantum system coupled to an environment within the plane of the dissipation strength and the reservoir temperature. This is achieved by discriminating between…

Quantum Physics · Physics 2015-06-17 D. M. Kennes , O. Kashuba , V. Meden

We study the following Cauchy problem for the linear wave equation with both time-dependent friction and time-dependent viscoelastic damping: \begin{equation} \label{EqAbstract}\tag{$\ast$} \begin{cases} u_{tt}- \Delta u + b(t)u_t -…

Analysis of PDEs · Mathematics 2026-05-05 Halit Sevki Aslan , Michael Reissig

This paper studies finite-time optimal consumption-investment problems with power, logarithmic and exponential utilities, in a regime switching market with random coefficients, subject to coupled constraints on the consumption and…

Probability · Mathematics 2022-11-11 Ying Hu , Xiaomin Shi , Zuo Quan Xu

We design a Mixed Virtual Element Method for the approximated solution to the first-order form of the acoustic wave equation. In absence of external load, the semi-discrete method exactly conserves the system energy. To integrate in time…

Numerical Analysis · Mathematics 2022-09-26 Franco Dassi , Alessio Fumagalli , Ilario Mazzieri , Giuseppe Vacca
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