Related papers: Note on the (non-)smoothness of discrete time valu…
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of thermo-viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration, formulated…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
We study the effects of rounding on the moments of random variables. Specifically, given a random variable $X$ and its rounded counterpart $\operatorname{rd}(X)$, we study $|\mathbb{E}[X^k] - \mathbb{E}[\operatorname{rd}(X)^{k}]|$ for…
Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero sum case, they may have different values at different equilibriums. Instead of focusing on the existence of individual equilibriums, we…
We show that if either the process is strong Feller and the boundary point is probabilistically regular for the stopping set, or the process is strong Markov and the boundary point is probabilistically regular for the interior of the…
A topological space $X$ is called resolvable if it contains a dense subset with dense complement. Using only basic principles, we show that whenever the space $X$ has a resolving subset that can be written as an at most countably infinite…
Certain intriguing consequences of the discreteness of time on the time evolution of dynamical systems are discussed. In the discrete-time classical mechanics proposed here, there is an {\it arrow of time} that follows from the fact that…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
Forced advection of passive scalar by a smooth $d$-dimensional incompressible velocity in the presence of a linear damping is studied. Acting separately advection and dumping do not lead to an essential intermittency of the steady scalar…
The derivation of the equations of motion for nonholonomic systems remains a central issue in analytical mechanics, primarily due to the tension between the d'Alembert-Lagrange differential principle and integral variational approaches.…
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…
We prove nonlinear asymptotic stability of a large class of monotonic shear flows among solutions of the 2D Euler equations in the channel $\mathbb{T}\times[0,1]$. More precisely, we consider shear flows $(b(y),0)$ given by a function $b$…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
Consider axisymmetric strong solutions of the incompressible Navier-Stokes equations in $\R^3$ with non-trivial swirl. Let $z$ denote the axis of symmetry and $r$ measure the distance to the z-axis. Suppose the solution satisfies either $|v…
We extend the classical fundamental theorem of the local theory of smooth curves to a wider class of non-smooth data. Curvature and torsion are prescribed in terms of the distributional derivative measures of two given functions of bounded…
We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…
In this paper, we mainly focus on the set-valued (stochastic) analysis on the space of convex, closed, but possibly unbounded sets, and try to establish a useful theoretical framework for studying the set-valued stochastic differential…
In this note, we provide a non trivial example of differential equation driven by a fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, whose solution admits a smooth density with respect to Lebesgue's measure. The result is…
In this paper we study the motion of an internal water wave and an internal wave in a porous medium. For these problems we establish that, if the free boundary and, in the case of the Euler equations, also the tangential velocity at the…