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We study the relation between sweeping processes with the cone of limiting normals and projection processes. We prove the existence of solution of a perturbed sweeping process with the cone of limiting normals and of nonstationary…

Optimization and Control · Mathematics 2017-11-10 Mira Bivas , Nadezhda Ribarska

We show that any semi-algebraic sweeping process admits piecewise absolutely continuous solutions, and any such bounded trajectory must have finite length. Analogous results hold more generally for sweeping processes definable in o-minimal…

Optimization and Control · Mathematics 2016-11-29 Aris Daniilidis , Dmitriy Drusvyatskiy

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…

Probability · Mathematics 2014-12-17 Stefan Engblom

In this paper, we study the well-posedness of state-dependent and state-independent sweeping processes driven by prox-regular sets and perturbed by a history-dependent operator. Our approach, based on an enhanced version of Gronwall's lemma…

Optimization and Control · Mathematics 2024-12-30 Matías Godoy , Manuel Torres-Valdebenito , Emilio Vilches

Plotting solution sets for particular equations may be complicated by the existence of turning points. Here we describe an algorithm which not only overcomes such problematic points, but does so in the most general of settings. Applications…

Numerical Analysis · Mathematics 2011-07-05 Steven Pollack , Daniel Badali , Jonathan Pollack

We give an explicit coinduction principle for recursively-defined stochastic processes. The principle applies to any closed property, not just equality, and works even when solutions are not unique. The rule encapsulates low-level analytic…

Logic in Computer Science · Computer Science 2015-07-01 Dexter Kozen

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.

Probability · Mathematics 2021-03-23 Paweł Przybyłowicz , Michaela Szölgyenyi , Fanhui Xu

The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

Some properties of solutions of convex sweeping processes with velocity constraints are studied in this paper. Namely, the solution sensitivity with respect to the initial value, the boundedness, the closedness, and the convexity of the…

Optimization and Control · Mathematics 2021-09-15 Nguyen Nang Thieu

Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…

Subcellular Processes · Quantitative Biology 2017-11-01 Yoram Zarai , Michael Margaliot , Anatoly B. Kolomeisky

The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…

Numerical Analysis · Mathematics 2009-10-14 Juliette Venel

We consider a controlled evolution problem for a set $\Omega(t)\in\mathbb{R}^d$, originally motivated by a model where a dog controls a flock of sheep. Necessary conditions and sufficient conditions are given, in order that the evolution be…

Optimization and Control · Mathematics 2018-05-24 Alberto Bressan , Marco Mazzola , Khai T. Nguyen

Extending data-driven algorithms based on Willems' fundamental lemma to stochastic data often requires empirical and customized workarounds. This work presents a unified Bayesian framework for linear systems that provides a systematic and…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Mingzhou Yin , Andrea Iannelli , Seyed Ali Nazari , Matthias A. Müller

In this paper we provide a formulation for sweeping processes with arbitrary locally bounded retraction, not necessarily left or right continuous. Moreover we provide a proof of the existence and uniqueness of solutions for this formulation…

Dynamical Systems · Mathematics 2020-09-01 Vincenzo Recupero

We use the ideas of Adly-Attoych-Cabot [Adv. Mech. Math., 12, Springer, 2006] on finite-time stabilization of dry friction oscillators to establish a theorem on finite-time stabilization of differential inclusions with a moving polyhedral…

Optimization and Control · Mathematics 2020-11-17 Ivan Gudoshnikov , Oleg Makarenkov , Dmitry Rachinskiy

This work is devoted to the study of a compressible viscoelastic fluids satisfying the Oldroyd-B model in a regular bounded domain. We prove the local existence of solutions and uniqueness of flows by a classical fixed point argument.

Analysis of PDEs · Mathematics 2011-11-28 Zaynab Salloum

We consider the one-dimensional totally asymmetric simple exclusion process (TASEP) with position-dependent hopping rates. The problem is solved,in a mean field/adiabatic approximation, for a general (smooth) form of spatial rate variation.…

Statistical Mechanics · Physics 2011-06-15 R. B. Stinchcombe , S. L. A. de Queiroz

We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

Probability · Mathematics 2012-03-01 Brian Whitehead

We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…

Statistical Finance · Quantitative Finance 2021-04-30 Angelos Alexopoulos , Petros Dellaportas , Omiros Papaspiliopoulos