Related papers: The Skorokhod problem with two nonlinear constrain…
We study coupled motion of a 1-D closed elastic string immersed in a 2-D Stokes flow, known as the Stokes immersed boundary problem in two dimensions. Using the fundamental solution of the Stokes equation and the Lagrangian coordinate of…
Schr\"odinger equations with nonlinearities concentrated in some regions of space are good models of various physical situations and have interesting mathematical properties. We show that in the semiclassical limit it is possible to…
In the framework of the nonsmooth critical point theory for lower semi-continuous functionals, we propose a direct variational approach to investigate the existence of infinitely many weak solutions for a class of semi-linear elliptic…
In this paper we derive the equations of motion for nonholonomic systems subject to inequality constraints, both, in continuous-time and discrete-time. The last is done by discretizing the continuous time-variational principle which defined…
We investigate the optimal stopping problems involving the supremum of a diffusion. The starting point is the link between works of Peskir and Meilijson, which we describe in a unified manner. The description developped follows mainly the…
This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the…
We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results.…
Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that…
We study uniqueness of flows of probability measures solving the Cauchy problem for nonlinear Fokker-Planck-Kolmogorov equation with unbounded coefficients. Sufficient conditions for uniqueness are indicated and examples of non-uniqueness…
As local and nonlocal reductions of a discrete second-order Ablowitz-Kaup-Newell-Segur equation, two discrete nonlinear Schr\"odinger type equations are considered. Through the bilinearization reduction method, we construct double…
We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law of the solution (and not on the paths). We require that some…
In this paper, we study the existence of at least one positive solution for a nonlinear third-order two-point boundary value problem with integral condition. By employing the Krasnoselskii's fixed point theorem on cones, the existence…
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function. To address this, we adopt a game-theoretic framework and…
We consider variational inequality solutions with prescribed gradient constraints for first order linear boundary value problems. For operators with coefficients only in $L^2$, we show the existence and uniqueness of the solution by using a…
In this paper we prove the existence and uniqueness of a solution to the nonstationary two dimensional system of equations describing miscible liquids with nonsmooth, multivalued and nonmonotone boundary conditions of subdifferential type.…
We present an optimization problem in infinite dimensions which satisfies the usual second-order sufficient condition but for which perturbed problems fail to possess solutions.
In this paper, we study the existence and regularity of solutions for a class of nonlinear singular elliptic equations involving unbounded coefficients and a singular right-hand side. Specifically, we are interested to problem whose…
We show an existence of a weak solution of a degenerate and/or singular semilinear elliptic boundary value (nonhomogeneous) problem lying between a given weak subsolution and a given weak supersolution. It has been applied for an existence…
In this article, we study an elliptic problem of mixed order with both local and nonlocal aspects involving singular nonlinearity in combination with critical Hartree-type nonlinearity. Using variational methods together with the critical…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…