Related papers: A Reflected Moving Boundary Problem Driven by Spac…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…
This is the first paper in a series aimed to implement boundary conditions consistent with the constraints' propagation in 3D numerical relativity. Here we consider spherically symmetric black hole spacetimes in vacuum or with a minimally…
In the first part of the paper, we study reflected backward stochastic differential equations (RBSDEs) with lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous. We prove existence and…
We introduce a new formulation of reflected BSDEs and doubly reflected BSDEs associated with irregular obstacles. In the first part of the paper, we consider an extension of the classical optimal stopping problem over a larger set of…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
The paper is devoted to the analysis of the global well-posedness and the interior regularity of the 2D Navier-Stokes equations with inhomogeneous stochastic boundary conditions. The noise, white in time and coloured in space, can be…
There is a rising interest in Spatio-temporal systems described by Partial Differential Equations (PDEs) among the control community. Not only are these systems challenging to control, but the sizing and placement of their actuation is an…
We establish a quadratic transportation cost inequality under the uniform norm for solutions to mean reflected stochastic partial differential equations, a new type of equation in which the compensating reflection part depends not on the…
In this work, a pricing model for a defaultable corporate bond with credit rating migration risk is established. The model turns out to be a free boundary problem with two free boundaries. The latter are the level sets of the solution but…
Over the last decade, data-driven methods have surged in popularity, emerging as valuable tools for control theory. As such, neural network approximations of control feedback laws, system dynamics, and even Lyapunov functions have attracted…
The aim of this article is to propose a systematic study of transparent boundary conditions for finite difference approximations of evolution equations. We try to keep the discussion at the highest level of generality in order to apply the…
We study reflected solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short). The "reflected" keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization.…
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…
We study the Boltzmann equation near a global Maxwellian in the case of bounded domains. We consider the boundary conditions to be either specular reflections or Maxwellian diffusion. Starting from the reference work of Guo in…
Simulations of binary black hole systems using the Spectral Einstein Code (SpEC) are done on a computational domain that excises the regions inside the black holes. It is imperative that the excision boundaries are outflow boundaries with…
(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the…
An incoming elastodynamic wave impinges on an elastic obstacle is embedded in an infinite elastic medium. The objective of the paper is to examine the subsequent elastic fields scattered by and transmitted into the elastic obstacle. By…