Related papers: On the continuity of optimal stopping surfaces for…
This paper investigates dynamics that persist under isotopy in classes of orientation-preserving homeomorphisms of orientable surfaces. The persistence of periodic points with respect to periodic and strong Nielsen equivalence is studied.…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary…
We establish structural properties of optimal stopping problems under time-consistent dynamic (coherent) risk measures, focusing on value function monotonicity and the existence of control limit (threshold) optimal policies. While such…
We investigate the long time behavior of solutions to a shape and topology optimization problem with respect to the time-dependent Navier--Stokes equations. The sought topology is represented by a stationary phase-field that represents a…
We present a pair of adjoint optimal control problems characterizing a class of time-symmetric stochastic processes defined on random time intervals. The associated PDEs are of free-boundary type. The particularity of our approach is that…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…
We study the dynamics of spatially homogeneous and isotropic spacetimes containing a fluid undergoing microscopic velocity diffusion in a cosmological scalar field. After deriving a few exact solutions of the equations, we continue by…
In this paper we show that the optimal exercise boundary / free boundary of the American put option pricing problem for jump diffusions is continuously differentiable (except at the maturity). This differentiability result has been…
We prove that, in a two-dimensional strip, a steady flow of an ideal incompressible fluid with no stationary point and tangential boundary conditions is a shear flow. The same conclusion holds for a bounded steady flow in a half-plane. The…
Steady fluid flows have very special topology. In this paper we describe necessary and sufficient conditions on the vorticity function of a 2D ideal flow on a surface with or without boundary, for which there exists a steady flow among…
We revisit the classic problem of the stability of drops and jets held by surface tension, while regarding the compressibility of bulk fluids and spatial dimensions as free parameters. By mode analysis, it is shown that there exists a…
We study the optimal convergence rate for homogenization problem of convex Hamilton-Jacobi equations when the Hamitonian is periodic with respect to spatial and time variables, and notably time-dependent. We prove a result similar to that…
Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…
We prove local well-posedness for the Muskat problem on the half-plane, which models motion of an interface between two fluids of distinct densities (e.g., oil and water) in a porous medium (e.g., an aquifer) that sits atop an impermeable…
This article experimentally investigates the exit dynamics of two different spheres i.e. a smooth sphere and a sphere with dimples at a constant speed. Employing high-speed experimental observations, the study investigates the key…
We prove the stability of $Symp(X,\omega)\cap Diff_0(X)$ for a one-point blow-up of irrational ruled surfaces and study their topological colimit. Non-trivial generators of $\pi_0[Symp(X,\omega)\cap Diff_0(X)]$ that differ from Lagrangian…
This paper considers the existence of local and global-in-time strong solutions to the advection-diffusion equation with variable coefficients on an evolving surface with a boundary. We apply both the maximal $L^p$-in-time regularity for…
We first prove local-in-time well-posedness for the Muskat problem, modeling fluid flow in a two-dimensional inhomogeneous porous media. The permeability of the porous medium is described by a step function, with a jump discontinuity across…