Related papers: Numerical analysis of a Neumann boundary control p…
Given a smooth bounded domain $\Omega$ in $\mathbb{R}^2$, we study the following anisotropic Neumann problem $$ \begin{cases} -\nabla(a(x)\nabla u)+a(x)u=\lambda a(x) u^{p-1}e^{u^p},\,\,\,\, u>0\,\,\,\,\, \textrm{in}\,\,\,\,\,…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*} \{{array}{r} \dfrac{\partial u(t,x)}{\partial…
This paper studies the Neumann boundary value problem for sum Hessian equations. We first derive a priori $C^2$ estimates for $(k-1)$-admissible solutions in almost convex and uniformly $(k-1)$-convex domains, and prove the existence of…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…
The $\bar{\partial}$-Neumann problem is the fundamental boundary value problem in several complex variables. It features an elliptic operator coupled with non-coercive boundary conditions. The problem is globally regular on many, but not…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
The objectives and contributions of this paper are mathematical and numerical analyses of a stochastic control problem of bounded population dynamics under ambiguity, an important but not well-studied problem, focusing on the optimality…
In this paper, we continue the study of some controllability issues for the forward stochastic heat equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…
Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…
This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…
We study a Neumann type initial-boundary value problem for strongly degenerate parabolic-hyperbolic equations under the nonlinearity-diffusivity condition. We suggest a notion of entropy solution for this problem and prove its uniqueness.…
This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…
We study the effects of additive and multiplicative noise on the solution landscape of nematic liquid crystals confined to a square domain within the Landau-de Gennes framework, as well as the impact of additive noise on the symmetric…
In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter $\delta$ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven…