Related papers: On the continuity of optimal stopping surfaces for…
The three-dimensional jump conditions for the pressure and velocity fields, up to the second normal derivative,across an incompressible/inextensible interface in the Stokes regime are derived herein. The fluid viscosity is only piecewise…
Under the validity of the positive mass theorem, the Yamabe flow on a smooth compact Riemannian manifold of dimension $N \ge 3$ is known to exist for all time $t$ and converges to a solution to the Yamabe problem as $t \to \infty$. We prove…
We study the ergodic control problem for a class of jump diffusions in $\mathbb{R}^d$, which are controlled through the drift with bounded controls. The Levy measure is finite, but has no particular structure; it can be anisotropic and…
How do decisions change with the economic environment and with time? This paper studies general nonstationary stopping problems and provides the methodological tools to answer these questions. First, we identify conditions that ensure a…
We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…
We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders $\mathcal{C}_r$ in ${\rm I \! R}^3$. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity,…
A novel quickest detection setting is proposed which is a generalization of the well-known Bayesian change-point detection model. Suppose \{(X_i,Y_i)\}_{i\geq 1} is a sequence of pairs of random variables, and that S is a stopping time with…
In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper aims to develop new methodologies, which are significantly…
In this paper, we consider how to construct the optimal solutions for a general discrete time infinite horizon optimal control problem. We establish necessary and sufficient conditions for optimality in the sense of a modified optimality…
We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities $\mathcal{P}$. The maturity is specified as the hitting time to level $0$ of…
We consider an elliptic-parabolic free boundary problem that models the fluid flow through a partially saturated porous medium. The free boundary arises as the interface separating the saturated and unsaturated regions. Our main goal is to…
In this paper we study an infinite-horizon persistent monitoring problem in a two-dimensional mission space containing a finite number of statically placed targets, at each of which we assume a constant rate of uncertainty accumulation.…
We investigate stability of a solution of a hybrid system in the sense that the graphs of solutions from nearby initial conditions remain close and tend towards the graph of the given solution. In this manner, a small continuous-time…
We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…
Dripping, jetting and tip streaming have been studied up to a certain point separately by both fluid mechanics and microfluidics communities, the former focusing on fundamental aspects while the latter on applications. Here, we intend to…
We review recent results on the dynamics of continuous collapse models (or equivalently continuous measurement models) on finite dimensional Hilbert spaces. We mainly study the pure collapse dynamics, and the competition between collapse…
Consider a free boundary problem of compressible-incompressible two-phase flows with surface tension and phase transition in bounded domains $\Omega_{t +}, \Omega_{t -} \subset \mathbb{R}^N$, $N \ge 2$, where the domains are separated by a…
In this article, we prove linear stability, scattering and inviscid damping with optimal decay rates for the linearized 2D Euler equations around a large class of strictly monotone shear flows, $(U(y),0)$, in a periodic channel under…
This paper studies indefinite stochastic linear-quadratic (LQ) optimal control for jump-diffusion systems with random coefficients. We construct an algebraic inverse flow from the zero-control base system, extract the semimartingale kernel…
We prove uniform curvature estimates for homogeneous Ricci flows: For a solution defined on $[0,t]$ the norm of the curvature tensor at time $t$ is bounded by the maximum of $C(n)/t$ and $C(n) ( scal(g(t)) - scal(g(0)) )$. This is used to…