Related papers: On asymptotic relations between singular and const…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…
This paper studies diffusion processes constrained to the positive orthant under infinitesimal changes in the drift. Our first main result states that any constrained function and its (left) drift-derivative is the unique solution to an…
We consider a certain ultrahyperbolic equation in a Euclidean space being a generalization of Klein-Gordon-Fock equation. The behavior of solutions at points tending to infinity along timelike directions is studied. We examine the issue of…
This paper is concerned with a diffusion-controlled moving-boundary problem in drug dissolution, in which the moving front passes from one medium to another for which the diffusion coefficient is many orders of magnitude smaller. It has…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
The paper deals with finite element approximations of elliptic Dirichlet boundary control problems posed on two-dimensional polygonal domains. Error estimates are derived for the approximation of the control and the state variables. Special…
The Petrowsky type equation $y_{tt}^\eps+\eps y_{xxxx}^\eps - y_{xx}^\eps=0$, $\eps>0$ encountered in linear beams theory is null controllable through Neumann boundary controls. Due to the boundary layer of size of order $\sqrt{\eps}$…
We provide a new existence result for weak solutions to the one-dimensional Euler equations with a maximal density constraint, corresponding to a unilateral constraint on the density. Such models arise in the description of congestion…
In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a…
In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
A cross-diffusion system describing ion transport through biological membranes or nanopores in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. The ion concentrations solve strongly coupled diffusion equations…
We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…
We prove controllability results for abstract systems of weakly coupled $N$ evolution equations in cascade by a reduced number of boundary or locally distributed controls ranging from a single up to $N-1$ controls. We give applications to…
We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion…
We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…