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We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi Equation with Neumann boundary condition and initial data a continious function. Then, we study the large time behavior of the solutions.
This paper is devoted to confront two different approaches to the problem of dynam-ical perfect plasticity. Interpreting this model as a constrained boundary value Friedrichs' system enables one to derive admissible hyperbolic boundary…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a broad class of second order parabolic equations is the mean…
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…
We consider the control problem with \textit{exit time}. Unlike the Bolza and Mayer problems, in this problem the terminal time of the trajectories is not fixed, but it is the first time at which they reach a given closed subset -…
We study the existence and the properties of solutions to the Dirichlet problem for uniformly elliptic second-order Hamilton-Jacobi-Bellman operators, depending on the principal eigenvalues of the operator.
We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a…
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…
We derive the general solution of the unsteady Stokes equations for an unbounded fluid in spherical polar coordinates, in both time and frequency domains. The solution is an expansion in vector spherical harmonics and given as a sum of a…
Reachable sets for a dynamical system describe collections of system states that can be reached in finite time, subject to system dynamics. They can be used to guarantee goal satisfaction in controller design or to verify that unsafe…
We study a nonlinear system coupling the Darcy-Forchheimer-Brinkman equations with a convection-diffusion-reaction equation, arising in reactive transport through porous media. The model features a nonlinear viscosity coupling, Forchheimer…
We prove for the $N$-body problem the existence of hyperbolic motions for any prescribed limit shape and any given initial configuration of the bodies. The energy level $h>0$ of the motion can also be chosen arbitrarily. Our approach is…
In this paper, we investigate a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation utilizing the monotone operator technique. We consider the HJB equation arising from portfolio optimization selection, where the…
Our purpose in this paper is to provide a self contained account of the inhomogeneous Dirichlet problem $\Delta_\infty u=f(x,u)$ where $u$ takes a prescribed continuous data on the boundary of bounded domains. We employ a combination of…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
In this paper we prove existence of (viscosity) solutions of Dirichlet problems concerning fully nonlinear elliptic operator, which are either degenerate or singular when the gradient of the solution is zero. For this class of operators it…
We introduce the notion of mean viability for controlled stochastic differential equations and establish counterparts of Nagumo's classical viability theorems (necessary and sufficient conditions for mean viability). As an application, we…
In this paper we show that the maximal viscosity solution of a class of quasi-convex Hamilton--Jacobi equations, coupled with inequality constraints on the boundary, can be recovered by taking the limit as $p\to\infty$ in a family of…