Related papers: On the continuity of optimal stopping surfaces for…
Inspired by Strotz's consistent planning strategy, we formulate the infinite horizon mean-variance stopping problem as a subgame perfect Nash equilibrium in order to determine time consistent strategies with no regret. Equilibria among…
We prove that, in the flat torus and in any dimension, the volume-preserving mean curvature flow and the surface diffusion flow, starting $C^{1,1}-$close to a strictly stable critical set of the perimeter $E$, exist for all times and…
We study optimal design problems for stationary diffusion involving one or more state equations and mixtures of an arbitrary number of anisotropic materials. Since such problems typically do not admit classical solutions, we adopt a…
We show theoretically that an imposed uniaxial anisotropy leads to new universality classes for the dynamics of active particles suspended in a viscous fluid. In the homogeneous state, their concentration relaxes superdiffusively, stirred…
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…
A locally uniform random permutation is generated by sampling $n$ points independently from some absolutely continuous distribution $\rho$ on the plane and interpreting them as a permutation by the rule that $i$ maps to $j$ if the $i$th…
In this paper we apply topology optimization to micro-structured superhydrophobic surfaces for the first time. It has been experimentally observed that a droplet suspended on a brush of micrometric posts shows a high static contact angle…
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…
We develop a theory for solving continuous time optimal stopping problems for non-linear expectations. Our motivation is to consider problems in which the stopper uses risk measures to evaluate future rewards.
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
In this work we study the problem of positiveness of topological entropy for flows using pointwise dynamics. We show that the existence of a non-periodic nonwandering point of an expansive and non-singular flow with shadowing is a…
A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
In this paper we prove short-time existence of a smooth solution in the plane to the surface diffusion equation with an elastic term and without an additional curvature regularization. We also prove the asymptotic stability of strictly…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
The surface texture of materials plays a critical role in wettability, turbulence and transport phenomena. In order to design surfaces for these applications, it is desirable to characterise non-smooth and porous materials by their ability…
Inspired by [6, 7], we study the boundary regularity of constant curvature hypersurfaces in the hyperbolic space $\mathbb{H}^{n+1}$, which have prescribed asymptotic boundary at infinity. Through constructing the boundary expansions of the…
Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal $\mathcal{H}$ and vertical $\mathcal{V}$. In Melo, Morgado and Ruffino (Disc Cont Dyn Syst B, 2016, 21(9)) it is proved that if a semimartingale…
We present a dichotomy for surface homeomorphisms in the isotopy class of the identity. We show that, in the absence of a degenerate fixed point set, either there exists a uniform bound on the diameter of orbits of non-wandering points for…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…