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We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…

Probability · Mathematics 2013-04-10 Giuseppina Guatteri , Federica Masiero

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…

Numerical Analysis · Mathematics 2024-12-17 Aaron Pim , Tristan Pryer , Alex Trenam

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

Analysis of PDEs · Mathematics 2026-02-10 Arshyn Altybay , Alibek Yeskermessuly

We study a family of initial boundary value problems associated to mixed hyperbolic-parabolic systems: v^{\epsilon} _t + A (v^{\epsilon}, \epsilon v^{\epsilon}_x ) v^{\epsilon}_x = \epsilon B (v^{\epsilon} ) v^{\epsilon}_{xx} The…

Analysis of PDEs · Mathematics 2016-09-07 S. Bianchini , L. V. Spinolo

In this paper we present some very recent results regarding existence, uniqueness, and multiplicity of solutions for quasilinear elliptic equations and systems, exhibiting both singular and convective reaction terms. The importance of…

Analysis of PDEs · Mathematics 2022-04-20 Umberto Guarnotta

We propose an operator preconditioner for general elliptic pseudodifferential equations in a domain $\Omega$, where $\Omega$ is either in $\mathbb{R}^n$ or in a Riemannian manifold. For linear systems of equations arising from low-order…

Numerical Analysis · Mathematics 2021-06-03 Heiko Gimperlein , Jakub Stocek , Carolina Urzua-Torres

In this Note, we review the main existing results, methods, and some key open problems on the controllability of nonlinear hyperbolic and parabolic equations. Especially, we describe our recent universal approach to solve the local…

Optimization and Control · Mathematics 2009-04-17 Xu Zhang

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

Optimization and Control · Mathematics 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang

Various quasi-exact solvability conditions, involving the parameters of the periodic associated Lam{\'e} potential, are shown to emerge naturally in the quantum Hamilton-Jacobi approach. It is found that, the intrinsic nonlinearity of the…

Quantum Physics · Physics 2015-06-26 S. Sree Ranjani , A. K. Kapoor , P. K. Panigrahi

In this paper, we study existence, uniqueness and asymptotic behavior of the Laplace equation with dynamical boundary conditions on regular non-cylindrical domains. We write the problem as a non-autonomous Dirichlet-to-Neumann operator and…

Analysis of PDEs · Mathematics 2017-12-14 Pedro T. P. Lopes , Marcone C. Pereira

In this paper, we study an optimal boundary control problem for a model for phase separation taking place in a spatial domain that was introduced by Podio-Guidugli in Ric. Mat. 55 (2006), pp. 105-118. The model consists of a strongly…

Analysis of PDEs · Mathematics 2017-09-08 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energy to drive a fixed stationary state x = 0 into an arbitrary…

Optimization and Control · Mathematics 2017-04-10 Paolo Acquistapace , Fausto Gozzi

We systematically analyze the nonlinear partial differential equation that determines the behaviour of a bounded radiating spherical mass in general relativity. Four categories of solution are possible. These are identified in terms of…

General Relativity and Quantum Cosmology · Physics 2017-01-04 S. D. Maharaj , A. K. Tiwari , R. Mohanlal , R. Narain

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

Numerical Analysis · Mathematics 2018-08-14 Axel Målqvist , Anna Persson , Tony Stillfjord

We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new…

Optimization and Control · Mathematics 2025-12-30 Anna de Crescenzo , Filippo de Feo , Huyên Pham

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…

Optimization and Control · Mathematics 2026-01-12 Cheng'ao Li , Ting Hou , Weihai Zhang , Feiqi Deng

In this paper, we deal with the boundary controllability of a one-dimensional degenerate and singular wave equation with degeneracy and singularity occurring at the boundary of the spatial domain. Exact boundary controllability is proved in…

Optimization and Control · Mathematics 2022-11-23 Brahim Allal , Alhabib Moumni , Jawad Salhi

The KWC system is a well-known generic framework for phase-field models of grain boundary motion, whose original formulation is given as a parabolic gradient flow of a free energy. In the original KWC system, the results of uniqueness have…

Optimization and Control · Mathematics 2025-06-12 Harbir Antil , Daiki Mizuno , Ken Shirakawa

Singular degenerate differential operator equations are studied. The uniform separability of boundary value problems for degenerate elliptic equation and optimal regularity properties of Cauchy problem for degenerate parabolic equation are…

Analysis of PDEs · Mathematics 2017-07-07 Veli Shakhmurov