Related papers: Optimal Trapping of Brownian Motion: A Nonlinear A…

We consider the semilinear problem \[ \Delta u = \lambda_+ \left(-\log u^+\right) 1_{\{u > 0\}} - \lambda_- \left(-\log u^- \right) 1_{\{u < 0\}} \qquad \hbox{ in } B_1, \] where $B_1$ is the unit ball in $\mathbb{R}^n$ and assume…

We consider the ``minimum degree spanning tree'' problem. As input, we receive an undirected, connected graph $G=(V, E)$ with $n$ nodes and $m$ edges, and our task is to find a spanning tree $T$ of $G$ that minimizes $\max_{u \in V}…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

We study a finite-horizon stochastic control criterion for non-convex optimization in which Brownian exploration is balanced against a quadratic control cost. Rather than emphasizing the classical Hopf--Cole representation, we isolate the…

We investigate the energy transfer from the mean profile to velocity fluctuations in channel flow by calculating nonlinear optimal disturbances,i.e. the initial condition of a given finite energy that achieves the highest possible energy…

We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Let $\Omega\subset\mathbb{R}^\nu$, $\nu\ge 2$, be a $C^{1,1}$ domain whose boundary $\partial\Omega$ is either compact or behaves suitably at infinity. For $p\in(1,\infty)$ and $\alpha>0$, define \[…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

We consider the nonlinear Poisson equation $-\Delta u = f(u)$ in domains $\Omega \subset \mathbb{R}^n$ with Dirichlet boundary conditions on $\partial \Omega$. We show (for monotonically increasing concave $f$ with small Lipschitz constant)…

Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…

It is known that the torsional rigidity for a punctured ball, with the puncture having the shape of a ball, is minimum when the balls are concentric and the first eigenvalue for the Dirichlet Laplacian for such domains is also a maximum in…

The goal of this note is to show that, also in a bounded domain $\Omega \subset \mathbb{R}^n$, with $\partial \Omega\in C^2$, any weak solution, $(u(x,t),p(x,t))$, of the Euler equations of ideal incompressible fluid in $\Omega\times (0,T)…

This paper deals with the quasilinear attraction-repulsion chemotaxis system \begin{align*} \begin{cases} u_t=\nabla\cdot \big((u+1)^{m-1}\nabla u -\chi u(u+1)^{p-2}\nabla v +\xi u(u+1)^{q-2}\nabla w\big) +f(u), \\[1.05mm] 0=\Delta v+\alpha…

This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here for both point-to-point and point-to-plane model the volume exponent (the exponent associated to…

In this paper we study the following torsion problem \begin{equation*} \begin{cases} -\Delta u=1~&\mbox{in}\ \Omega,\\[1mm] u=0~&\mbox{on}\ \partial\Omega. \end{cases} \end{equation*} Let $\Omega\subset \mathbb{R}^2$ be a bounded, convex…

We prove the existence of an optimal domain for minimizing the buckling load among all, possibly unbounded, open subsets of $\mathbb{R}^n$ ($n\geq 2$) with given measure. Our approach is based on the extension of a 2-dimensional existence…

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…

We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…

Let $(B_t)_{0\leq t\leq T}$ be either a Bernoulli random walk or a Brownian motion with drift, and let $M_t:=\max\{B_s: 0\leq s\leq t\}$, $0\leq t\leq T$. This paper solves the general optimal prediction problem \sup_{0\leq\tau\leq…

Consider the all-time maximum of a Brownian motion with negative drift. Assume that this process is sampled at certain points in time, where the time between two consecutive points is rendered by an Erlang distribution with mean $1/\omega$.…