Related papers: Hypocoercivity and controllability in linear semi-…
This paper focuses on the optimal control of weak (i.e. in general non smooth) solutions to the continuity equation with non local flow. Our driving examples are a supply chain model and an equation for the description of pedestrian flows.…
We perform a convergence analysis of a discrete-in-time minimization scheme approximating a finite dimensional singularly perturbed gradient flow. We allow for different scalings between the viscosity parameter $\varepsilon$ and the time…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
In this paper we consider the spatial semi-discretization of conservative PDEs. Such finite dimensional approximations of infinite dimensional dynamical systems can be described as flows in suitable matrix spaces, which in turn leads to the…
We study a class of scalar differential equations on the circle $S^1$. This class is characterized mainly by the property that any solution of such an equation possesses exponential dichotomy both on the semi-axes $\R_+$ and $\R_+$. Also we…
Recent literature shows that hypocoercivity properties of linear evolution equations (in particular their exponential decay and the sharp short time decay of their propagator norm) carry over to their discretization via the midpoint rule.…
This paper explores a class of fully coupled nonlinear forward-backward stochastic difference equations (FBS$\Delta$Es). Building on insights from linear quadratic optimal control problems, we introduce a more relaxed framework of…
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…
We formulate a class of nonlinear {evolution} partial differential equations (PDEs) as linear optimization problems on moments of positive measures supported on infinite-dimensional vector spaces. Using sums of squares (SOS) representations…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…
This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…
We consider the two-dimensional incompressible inhomogeneous Navier-Stokes equations with odd viscosity, where the shear and the odd viscosity coefficients depend continuously on the unknown density function. We establish the existence of…
In this article we consider the stability and damping problem for the 2D Boussinesq equations with partial dissipation near a two parameter family of stationary solutions which includes Couette flow and hydrostatic balance. In the first…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…
We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow…
This technical note is concerned with boundary stabilization of multi-dimensional discrete-velocity kinetic models. By exploiting a certain stability structure of the models and adapting an appropriate Lyapunov functional, we derive…
Dynamics in delayed differential equations (DDEs) is a well studied problem mainly because DDEs arise in models in many areas of science including biology, physiology, population dynamics and engineering. The change of the nature in the…
We consider a 2 d.o.f. Hamiltonian system with one degree of freedom corresponding to fast motion and the other corresponding to slow motion. The ratio of the time derivatives of slow and fast variables is of order $0<\eps \ll 1$. At frozen…
Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…