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We analyze the stability of stationary solutions of a singular Vlasov type hydrodynamic equation (HE). This equation was derived (under suitable assumptions) as the hydrodynamical scaling limit of the Hamiltonian evolution of a system…
We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…
This paper studies the question of filtering and maximizing terminal wealth from expected utility in a partially information stochastic volatility models. The special features is that the only information available to the investor is the…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…
We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…
In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…
The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We revisit this question by considering a general linear form of…
We study the focusing inhomogeneous nonlinear Schr\"odinger equation $$ i\partial_t u + \Delta u = -|x|^b |u|^{p-1}u ,\quad (t,x)\in (0,\infty)\times\mathbb{R}^N, $$ with $b>0$ and $p>1$. Due to the spatial growth of the nonlinearity,…
Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\rightarrow\mathbb{R}$ is Lipschitz continuous and non random, and…
As is well-known, the classical PID control plays a dominating role in various control loops of industrial processes. However, a theory that can explain the rationale why the linear PID can successfully deal with the ubiquitous uncertain…
The purpose of this paper is to prove that, for a large class of nonlinear evolution equations known as scalar viscous balance laws, the spectral (linear) instability condition of periodic traveling wave solutions implies their orbital…
We improve the preceding results obtained by the first and the second authors in [3]. They concern the stability issue of the inverse problem that consists in determining the potential and the damping coefficient in a wave equation from an…
In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…
We consider Gagliardo-Nirenberg inequalities on the sphere which interpolate between the Poincar\'e inequality and the Sobolev inequality, and include the logarithmic Sobolev inequality as a special case. We establish explicit stability…
We establish a logarithmic stability inequality for the inverse problem of determining the non linear term, appearing in a semilinear BVP, from the corresponding Dirichlet-to-Neumann map (abbreviated to DtN map in the rest of this text).…
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…
A linear stability analysis of the hydrodynamic equations with respect to the homogeneous cooling state is performed to study the conditions for stability of a suspension of solid particles immersed in a viscous gas. The dissipation in such…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
This paper is concerned with the development and analysis of a mathematical model that is motivated by interstitial hydrodynamics and tissue deformation mechanics (poro-elasto-hydrodynamics) within an in-vitro solid tumor. The classical…