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This paper investigates the relationship between Pontryagin's maximum principle and dynamic programming principle in the context of stochastic optimal control systems governed by stochastic evolution equations with random coefficients in…

Optimization and Control · Mathematics 2025-11-05 Dingqian Gao , Qi Lü

In this survey paper, we discuss the problem of characterizing the critical sets of bounded analytic functions in the unit disk of the complex plane. This problem is closely related to the Berger-Nirenberg problem in differential geometry…

Complex Variables · Mathematics 2013-03-29 Daniela Kraus , Oliver Roth

Discontinuous dynamical systems with grazing solutions are discussed. The group property, continuation of solutions, continuity and smoothness of motions are thoroughly analyzed. A variational system around a grazing solution which depends…

Dynamical Systems · Mathematics 2016-04-20 Marat Akhmet , Aysegul Kivilcim

In this paper we lay special stress on analyzing the topological properties of the lattice systems and try to ovoid the conventional ways to calculate the critical points. Only those clusters with finite sizes can execute the self similar…

General Physics · Physics 2009-12-16 You-Gang Feng

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

We construct an extremizer for the kinetic energy inequality (except the endpoint cases) developing the concentration-compactness technique for operator valued inequality in the formulation of the profile decomposition. Moreover, we…

Analysis of PDEs · Mathematics 2017-12-20 Younghun Hong , Soonsik Kwon , Haewon Yoon

Minimax problems are notoriously challenging to optimize. However, we present that the two-timescale extragradient method can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the…

Optimization and Control · Mathematics 2024-04-23 Jiseok Chae , Kyuwon Kim , Donghwan Kim

By solving the Schr\"odinger equation one obtains the whole energy spectrum, both the bound and the continuum states. If the Hamiltonian depends on a set of parameters, these could be tuned to a transition from bound to continuum states.…

Quantum Physics · Physics 2010-09-23 Sabre Kais

We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…

Mathematical Physics · Physics 2013-12-02 B. Dubrovin , T. Grava , C. Klein , A. Moro

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

Probability · Mathematics 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

Sharp Trudinger-Moser inequalities on the first order Sobolev spaces and their analogous Adams inequalities on high order Sobolev spaces play an important role in geometric analysis, partial differential equations and other branches of…

Analysis of PDEs · Mathematics 2015-04-21 Nguyen Lam , Guozhen Lu , Lu Zhang

The statics-dynamics correspondence in spin glasses relate non-equilibrium results on large samples (the experimental realm) with equilibrium quantities computed on small systems (the typical arena for theoretical computations). Here we…

Disordered Systems and Neural Networks · Physics 2015-05-27 Luis Antonio Fernandez , Victor Martin-Mayor

In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…

Optimization and Control · Mathematics 2026-01-19 Pham Viet Hai , Thanh Quoc Trinh , Phan Tu Vuong

We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…

Disordered Systems and Neural Networks · Physics 2013-05-29 Alan J. Bray , David S. Dean

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

The extension of dynamical scaling to local, space-time dependent rescaling factors is investigated. For a dynamical exponent $z=2$, the corresponding invariance group is the Schr\"odinger group. Schr\"odinger invariance is shown to…

High Energy Physics - Theory · Physics 2015-06-26 Malte Henkel

This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…

Optimization and Control · Mathematics 2016-11-18 Muhammad F. Kasim , Peter A. Norreys

We propose a kind of Bak-Sneppen dynamics as a general optimization technique to treat magnetic systems. The resulting dynamics shows self-organized criticality with power law scaling of the spatial and temporal correlations. An alternative…

Statistical Mechanics · Physics 2009-11-10 R. N. Onody , P. A. de Castro

We describe a numerical method for simulating stochastic fluid dynamics near a critical point in the Ising universality class. This theory is known as model H, and is expected to govern the non-equilibrium dynamics of Quantum Chromodynamics…

Nuclear Theory · Physics 2025-03-31 Chandrodoy Chattopadhyay , Josh Ott , Thomas Schaefer , Vladimir V. Skokov

In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…

Dynamical Systems · Mathematics 2019-12-12 F. Cipriano , H. Ouerdiane , R. Vilela Mendes