Related papers: Sweeping processes with prescribed behaviour on ju…
Instruction sequence is a key concept in practice, but it has as yet not come prominently into the picture in theoretical circles. This paper concerns instruction sequences, the behaviours produced by them under execution, the interaction…
We have earlier constructed a generalized entropy concept to show the direction of time in an evolution following from a Markov generator. In such a dynamical system, the entity found changes in a monotonic way starting from any initial…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
We study the asymptotic behaviour of a family of dynamic models of crawling locomotion, with the aim of characterizing a gait as a limit property. The locomotors, which might have a discrete or continuous body, move on a line with a…
It is frequent for active or living entities to find themselves embedded in a surrounding medium. Resulting composite systems are usually classified as either active fluids or active solids. Yet, in reality, particularly in the biological…
This paper is devoted to the existence of a weak solution to a system describing a self-propelled motion of a rigid body in a viscous fluid in the whole $\mathbb{R}^3$. The fluid is modelled by the incompressible nonhomogeneous…
We give a new proof of the fact that the value function of the finite time horizon American put option for a jump diffusion, when the jumps are from a compound Poisson process, is the classical solution of a free boundary equation. We also…
We study existence, uniqueness and computability of solutions for a class of discrete time recursive utilities models. By combining two streams of the recent literature on recursive preferences---one that analyzes principal eigenvalues of…
Let $X$ be a $n$-dimensional Ornstein-Uhlenbeck process, solution of the S.D.E. $$\d X_t = AX_t \d t + \d B_t$$ where $A$ is a real $n\times n$ matrix and $B$ a L\'evy process without Gaussian part. We show that when $A$ is non-singular,…
We prove a unified and general criterion for the uniqueness of critical points of a functional in the presence of constraints such as positivity, boundedness, or fixed mass. Our method relies on convexity properties along suitable paths and…
We prove a hydrodynamic limit for the totally asymmetric simple exclusion process with spatially inhomogeneous jump rates given by a speed function that may admit discontinuities. The limiting density profiles are described with a…
Motion of chemically driven droplets is analyzed by applying a solvability condition of perturbed hydrodynamic equations affected by the adsorbate concentration. Conditions for traveling bifurcation analogous to a similar transition in…
Given the evolution of an arbitrary open quantum system, we formulate a general and unambiguous method to separate the internal energy change of the system into an entropy-related contribution and a part causing no entropy change,…
In a previous paper, an implementable algorithm was introduced to compute discrete solutions of sweeping processes (i.e. specific first order differential inclusions). The convergence of this numerical scheme was proved thanks to…
A result of A.M. Davie [Int. Math. Res. Not. 2007] states that a multidimensional stochastic equation $dX_t = b(t, X_t)\,dt + dW_t$, $X_0=x$, driven by a Wiener process $W= (W_t)$ with a coefficient $b$ which is only bounded and measurable…
In this paper, we study various theoretical properties of a class of prioritized inverse kinematics (PIK) solutions that can be considered as a class of (output regulation or tracking) control laws of a dynamical system with prioritized…
This paper applies the theory of rate-independent systems to model the locomotion of bio-mimetic soft crawlers. We prove the well-posedness of the approach and illustrate how the various strategies adopted by crawlers to achieve locomotion,…
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…
In this work, we study convection-diffusion equations in the cases of bounded drifts and drifts induced by the gradient of a potential. We define a new notion of solution and prove its existence and uniqueness. Furthermore, we show the…
We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniqueness. The corresponding solutions are expected to be…