Related papers: Equilibria of Time-inconsistent Stopping for One-d…
We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
This paper considers a time-inconsistent stopping problem in which the inconsistency arises from non-constant time preference rates. We show that the smooth pasting principle, the main approach that has been used to construct explicit…
In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…
We investigate the Cahn-Hilliard equation with nonlinear diffusion and non-degenerate mobility modeling phase separation phenomena in complex systems (e.g., crystals and polymers). Previous results in the literature on this model relied on…
In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with…
The features for the unsteady process of thermal equilibration ("the fast motions") in a one-dimensional harmonic crystal lying in a viscous environment (e.g., a gas) are under investigation. It is assumed that initially the displacements…
Diffusion of a penetrating liquid in a polymeric material does not often satisfy the classical diffusion equations and requires taking relaxational (viscoelastic) properties of the polymer into account. We investigate a boundary value…
We study certain significant properties of the equilibrium configurations of a rigid body subject to an undamped elastic restoring force, in the stream of a viscous liquid in an unbounded 3D domain. The motion of the coupled system is…
In this article we consider the inhomogeneous incompressible Euler equations describing two fluids with different constant densities under the influence of gravity as a differential inclusion. By considering the relaxation of the…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
This paper considers the equilibrium-free stability and performance analysis of discrete-time nonlinear systems. We consider two types of equilibrium-free notions. Namely, the universal shifted concept, which considers stability and…
Due to extreme difficulties in numerical simulations of Euler-Maxwell equations, which are caused by the highly complicated structures of the equations, this paper concerns the simplification of Euler-Maxwell system through the…
We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…
We analyze a continuous time multidimensional opinion model where agents have heterogeneous but symmetric and compactly supported interaction functions. We consider Filippov solutions of the resulting dynamics and show strong Lyapunov…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…
The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…