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The late-time distribution function P(x,t) of a particle diffusing in a one-dimensional logarithmic potential is calculated for arbitrary initial conditions. We find a scaling solution with three surprising features: (i) the solution is…

Statistical Mechanics · Physics 2011-12-15 Ori Hirschberg , David Mukamel , Gunter M. Schütz

This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…

Optimization and Control · Mathematics 2022-05-09 Yu-Jui Huang , Zhou Zhou

In this paper, we propose a novel equilibrium solution notion for the time-inconsistent stochastic linear-quadratic optimal control problem. This notion is called the mixed equilibrium solution, which consists of two parts: a…

Optimization and Control · Mathematics 2018-08-21 Yuan-Hua Ni , Xun Li , Ji-Feng Zhang , Miroslav Krstic

The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…

Analysis of PDEs · Mathematics 2019-07-29 Esther S. Daus , Ansgar Jüngel , Bao Quoc Tang

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

Other Condensed Matter · Physics 2007-05-23 Evzen Subrt , Petr Chvosta

In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…

Optimization and Control · Mathematics 2025-08-15 Yike Wang

We deal with a system of two coupled differential equations, describing the evolution of a first order phase transition. In particular, we have two non-linear parabolic equations: the first one is deduced from a balance law for entropy and…

Analysis of PDEs · Mathematics 2011-07-19 Manuela Girotti

We consider the optimal stopping problem consisting in, given a strong Markov process, a reward function and a discount rate, finding the stopping time such that the expected reward at the stopping time is maximum. The approach we follow,…

Probability · Mathematics 2014-05-30 Fabián Crocce

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

Optimization and Control · Mathematics 2018-03-12 Luis H. R. Alvarez E.

A two-dimensional system of differential equations with delay modelling the glucose-insulin interaction processes in the human body is considered. Sufficient conditions are derived for the unique positive equilibrium in the system to be…

Dynamical Systems · Mathematics 2020-12-11 M. Angelova , G. Beliakov , A. Ivanov , S. Shelyag

Equilibrium quantum systems are often described by a gas of weakly-interacting normal modes. Bringing such systems far from equilibrium, however, can drastically enhance mode-to-mode interactions. Understanding the resulting liquid is a…

Quantum Physics · Physics 2026-02-26 Anton V. Bubis , Lucia Vigliotti , Maksym Serbyn , Andrew P. Higginbotham

We consider the problem of optimal stopping for a one-dimensional diffusion process. Two classes of admissible stopping times are considered. The first class consists of all nonanticipating stopping times that take values in [0,\infty],…

Probability · Mathematics 2007-05-23 Paul Dupuis , Hui Wang

The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…

Probability · Mathematics 2025-05-27 Neofytos Rodosthenous , Mihail Zervos

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

Computational Finance · Quantitative Finance 2015-03-19 Sören Christensen

This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…

Probability · Mathematics 2017-08-25 Ulrich Horst , Dörte Kreher

In this paper we prove the existence of weak solutions for a thermodynamically consistent phase-field model introduced in [26] in two and three dimensions of space. We use a notion of solution inspired by [18], where the pointwise internal…

Analysis of PDEs · Mathematics 2019-07-31 Robert Lasarzik , Elisabetta Rocca , Giulio Schimperna

In this paper we provide detailed information about the instability of equilibrium solutions of a nonlinear family of localized reaction-difussion equations in dimensione one. Beyond we provide explicit formulas to the equilibrium…

Analysis of PDEs · Mathematics 2017-07-25 César Adolfo Hernández Melo , Edgar Yesid Mayorga Lancheros

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

Computational Engineering, Finance, and Science · Computer Science 2015-03-13 K. B. Nakshatrala , A. J. Valocchi

This is an expository paper on Lyapunov stability of equilibria of autonomous Hamiltonian systems. Our aim is to clarify the concept of weak instability, namely instability without non-constant motions which have the equilibrium as limit…

Dynamical Systems · Mathematics 2012-10-05 Gaetano Zampieri

The paper [12] examines a concept of equilibrium policies instead of optimal controls in stochastic optimization to analyze a mean-variance portfolio selection problem. We follow the same approach in order to investigate the Merton…

Optimization and Control · Mathematics 2020-04-23 I. Alia , F. Chighoub , N. Khelfallah , J. Vives