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We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…
We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
We propose a new second-order accurate lattice Boltzmann scheme that solves the quasi-static equations of linear elasticity in two dimensions. In contrast to previous works, our formulation solves for a single distribution function with a…
We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…
Landau damping is the tendency of solutions to the Vlasov equation towards spatially homogeneous distribution functions. The distribution functions however approach the spatially homogeneous manifold only weakly, and Boltzmann entropy is…
We propose SmoothCruiser, a new planning algorithm for estimating the value function in entropy-regularized Markov decision processes and two-player games, given a generative model of the environment. SmoothCruiser makes use of the…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type): \[ \left\{\begin{array} [c]{r} dX(t)+\partial\varphi\left(X(t)\right)…
This article is concerned with a mutualism ecological model with stochastic perturbations. the local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is…
We study blow-up behavior of solutions for the Cauchy problem of the semilinear wave equation with time-dependent damping. When the damping is effective, and the nonlinearity is subcritical, we show the blow-up rates and the sharp lifespan…
We present counter-intuitive examples of a viscous regularizations of a two-dimensional strictly hyperbolic system of conservation laws. The regularizations are obtained using two different viscosity matrices. While for both of the…
We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the…
In this work, we consider the local Cahn-Hilliard-Navier-Stokes equation with regular potential in two dimensional bounded domain. We formulate distributed optimal control problem as the minimization of a suitable cost functional subject to…
We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…
In this paper we analyze the large-time behavior of weak solutions to polytropic fluid models possibly including quantum and capillary effects. Formal a priori estimates show that the density of solutions to these systems should disperse…
This study is devoted to proving the existence of weak solutions for a nonlinear elliptic problem with Neumann-type boundary data. The problem is driven by a discontinuous power nonlinearity and a nonsmooth prescribed data. Additionally, we…
The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…
We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M.…