Related papers: On the continuity of optimal stopping surfaces for…

We investigate the stability of the 2-D Navier-Stokes equations in the infinite channel $\mathbb{R}\times [-1,1]$ with the Navier-slip boundary condition. We show that if the initial perturbations $\omega^{in}$ around the Couette flow…

The aim of this paper is to study the continuity correction for barrier options in jump-diusion models. For this purpose, we express the pay-off a barrier option in terms of the maximum of the underlying process. We then condition with…

We explore various notions of stability for surfaces embedded and immersed in spacetimes and initial data sets. The interest in such surfaces lies in their potential to go beyond the variational techniques which often underlie the study of…

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

We consider a two-component competition-diffusion system with equal diffusion coefficients and inhomogeneous Dirichlet boundary conditions. When the interspecific competition parameter tends to infinity, the system solution converges to…

Kessler (Nature, vol. 313, 1985, pp. 218-220) first showed that plume-like structures spontaneously appear from both stationary and flowing suspensions of gyrotactic microswimmers in a vertical pipe. Recently, it has been shown that there…

We discuss the flow past a flat heterogeneous solid surface decorated by slipping stripes. The spatially varying slip length, $b(y)$, is assumed to be small compared to the scale of the heterogeneities, $L$, but finite. For such "weakly"…

We present analytic solutions for steady flow of the Johnson-Segalman (JS) model with a diffusion term in various geometries and under controlled strain rate conditions, using matched asymptotic expansions. The diffusion term represents a…

In this paper, we analyse the causal aspects of evolving marginally trapped surfaces in a D-dimensional spherically symmetric spacetime, sourced by perfect fluid with a cosmological constant. The norm of the normal to the marginally trapped…

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

In recent letter [Phys. Rev. Lett {\bf 105}, 150606 (2010)], the surface-mediated diffusion problem is theoretically discussed, and interesting results have been obtained. However, for more general cases, the ansatz of solutions of the…

Regularity of the impulse control problem for a non-degenerate $n$-dimensional jump diffusion with infinite activity and finite variation jumps was recently examined by Davis, Guo, and Wu (SICON 2010). Here we extend the analysis to include…

We develop an approach for solving one-sided optimal stopping problems in discrete time for general underlying Markov processes on the real line. The main idea is to transform the problem into an auxiliary problem for the ladder height…

We consider the motion of incompressible viscous non-homogeneous fluid described by the Navier-Stokes equations in a bounded cylinder under boundary slip conditions. Assume that the third co-ordinate axis is the axis of the cylinder.…

The results of this paper build upon those first obtained by Sznitman and Zeitouni in [11]. We establish, for spacial dimensions greater than two, the existence of a unique invariant measure for isotropic diffusions in random environment…

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…

We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…

In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…

For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion together with the contractivity of the solutions, which…