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In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value…

Analysis of PDEs · Mathematics 2016-09-16 Guy Barles , Joao Meireles

Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to…

Fluid Dynamics · Physics 2015-06-17 Guo Luo , Thomas Y. Hou

First-order systems of hyperbolic partial differential equations (PDEs) occur ubiquitously throughout computational physics, commonly used in simulations of fluid turbulence, shock waves, electromagnetic interactions, and even general…

Logic in Computer Science · Computer Science 2025-03-19 Jonathan Gorard , Ammar Hakim

We develop a unified framework for analyzing quantum mechanical resonances using the exact WKB method. The non-perturbative formulation based on the exact WKB method works for incorporating the Zel'dovich regularization, the complex scaling…

High Energy Physics - Theory · Physics 2025-10-09 Okuto Morikawa , Shoya Ogawa

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…

Optimization and Control · Mathematics 2015-12-22 Kai Du

For constants $\gamma \in (0,1)$ and $A\in (1,\infty)$, we prove existence and uniqueness of a solution to the singular and path-dependent Riccati-type ODE \begin{align*} \begin{cases} h'(y) = \frac{1+\gamma}{y}\big( \gamma -…

Mathematical Finance · Quantitative Finance 2024-03-01 Paolo Guasoni , Kasper Larsen , Giovanni Leoni

A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…

Exactly Solvable and Integrable Systems · Physics 2026-04-09 Zhao Ji-Xiang

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

We consider a family of linear singularly perturbed Cauchy problems which combines partial differential operators and linear fractional transforms. We construct a collection of holomorphic solutions on a full covering by sectors of a…

Analysis of PDEs · Mathematics 2018-02-27 Alberto Lastra , Stéphane Malek

Exact solutions are studied in the context of modified Brans-Dicke theory. The non-linearity of the modified Brans-Dicke field equations is treated with the Euler-Duarte-Moreira method of integrability of anharmonic oscillator equation.…

General Relativity and Quantum Cosmology · Physics 2019-08-19 Purba Mukherjee , Soumya Chakrabarti

We prove existence and uniqueness of solutions to a class of porous media equations driven by the fractional Laplacian when the initial data are positive finite Radon measures on the Euclidean space. For given solutions without a prescribed…

Analysis of PDEs · Mathematics 2015-08-04 Gabriele Grillo , Matteo Muratori , Fabio Punzo

We study the $T$-periodic solutions of the real Riccati differential equation $x' = x^2 + \gamma(t),$ where $x=x(t)$ and $\gamma$ is a $T$-periodic function. Our goal is to define a real-valued discriminant $\Delta_{\gamma}$ that determines…

Dynamical Systems · Mathematics 2025-09-08 Armengol Gasull , Douglas D. Novaes , Joan Torregrosa

We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…

Optimization and Control · Mathematics 2015-05-20 Kevin Kissi

Let $\lambda^{*}>0$ denote the largest possible value of $\lambda$ such that $$ \{{array}{lllllll} \Delta^{2}u=\lambda(1+u)^{p} & {in}\ \ \B, %0<u\leq 1 & {in}\ \ \B, u=\frac{\partial u}{\partial n} =0 & {on}\ \ \partial \B {array}. $$ has…

Analysis of PDEs · Mathematics 2011-07-22 Baishun Lai , Zhengxiang Yan , Yinghui Zhang

We present a unified treatment of exact solutions for a class of four quantum mechanical models, namely the singular anharmonic potential, the generalized quantum isotonic oscillator, the soft-core Coulomb potential, and the…

Mathematical Physics · Physics 2015-06-03 Davids Agboola , Yao-Zhong Zhang

We consider a class of parabolic nonlocal $1$-Laplacian equation \begin{align*} u_t+(-\Delta)^s_1u=f \quad \text{ in }\Omega\times(0,T]. \end{align*} By employing the Rothe time-discretization method, we establish the existence and…

Analysis of PDEs · Mathematics 2024-06-28 Dingding Li , Chao Zhang

Following earlier studies, several new features of singular perturbation theory for one-dimensional quantum anharmonic oscillators are computed by exact WKB analysis; former results are thus validated.

Mathematical Physics · Physics 2015-06-22 André Voros

We prove the existence and uniqueness of the complexified Nonlinear Poisson-Boltzmann Equation (nPBE) in a bounded domain in $\mathbb{R}^3$. The nPBE is a model equation in nonlinear electrostatics. The standard convex optimization argument…

Analysis of PDEs · Mathematics 2021-06-11 Brian Choi , Jie Xu , Trevor Norton , Mark Kon , Julio E. Castrillon-Candas

We develop a modified semi-classical approach to the approximate solution of Schrodinger's equation for certain nonlinear quantum oscillations problems. At lowest order, the Hamilton-Jacobi equation of the conventional semi-classical…

Mathematical Physics · Physics 2015-06-03 Vincent Moncrief , Antonella Marini , Rachel Maitra

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

Probability · Mathematics 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano