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

Let $\tau_{D}(Z) $ be the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z\in D$ and let $P_{z}[\tau_{D}(Z) >t]$ be its distribution. In this paper we establish the exact asymptotics of…

We study the maximal displacement and related population for a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of an associated Schr\"odinger type operator. We first determine their growth rates on the…

This paper investigates the following quasilinear Keller-Segel-Navier-Stokes system $$\left\{ \begin{array}{l} n_t+u\cdot\nabla n=\Delta n^m-\nabla\cdot(n\nabla c),\quad x\in \Omega, t>0, \\ c_t+u\cdot\nabla c=\Delta c-c+n,\quad x\in…

We introduce and study a new optimal transport problem on a bounded domain $\bar\Omega \subset \mathbb R^d$, defined via a dynamical Benamou-Brenier formulation. The model handles differently the motion in the interior and on the boundary,…

A principle of maximum entropy is proposed in the context of viscous incompressible flow in Eulerian coordinates. The relative entropy functional, defined over the space of $L^2$ divergence-free velocity fields, is maximized relative to…

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…

In this work we study the existence of nodal solutions for the problem $$ -\Delta u = \lambda u e^{u^2+|u|^p} \text{ in }\Omega, \; u = 0 \text{ on }\partial \Omega, $$ where $\Omega\subseteq \mathbb R^2$ is a bounded smooth domain and…

We establish the first complete classification of finite-time blow-up scenarios for strong solutions to the three-dimensional incompressible Euler equations with surface tension in a bounded domain possessing a closed, moving free boundary.…

This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…

Solutions $(u, v)$ to the chemotaxis system \begin{align*} \begin{cases} u_t = \nabla \cdot ( (u+1)^{m-1} \nabla u - u (u+1)^{q-1} \nabla v), \\ \tau v_t = \Delta v - v + u \end{cases} \end{align*} in a ball $\Omega \subset \mathbb R^n$, $n…

In this paper we address the question of finding the point which maximizes the $p$-th moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method of excluding parts of the domain from consideration…

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

This work deals with the system $(-\Delta)^m u= a(x) v^p$, $(-\Delta)^m v=b(x) u^q$ with Dirichlet boundary condition in a domain $\Omega\subset\RR^n$, where $\Omega$ is a ball if $n\ge 3$ or a smooth perturbation of a ball when $n=2$. We…

Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…

In this work we develop a scalable computational framework for the solution of PDE-constrained optimal control under high-dimensional uncertainty. Specifically, we consider a mean-variance formulation of the control objective and employ a…

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

This paper considers a portfolio optimization problem in which asset prices are represented by SDEs driven by Brownian motion and a Poisson random measure, with drifts that are functions of an auxiliary diffusion factor process. The…

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…

We consider the reaction-diffusion problem $-\Delta_g u = f(u)$ in $\mathcal{B}_R$ with zero Dirichlet boundary condition, posed in a geodesic ball $\mathcal{B}_R$ with radius $R$ of a Riemannian model $(M,g)$. This class of Riemannian…