Related papers: Observability inequalities for the backward stocha…
This paper studies observability inequalities for heat equations on both bounded domains and the whole space $\mathbb{R}^d$. The observation sets are measured by log-type Hausdorff contents, which are induced by certain log-type gauge…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
We derive a Bell-type inequality for observables with arbitrary spectra. For the case of continuous variable systems we propose a possible experimental violation of this inequality, by using squeezed light and homodyne detection together…
This article presents a new mathematical framework to perform statistical analysis on time-indexed sequences of 2D or 3D shapes. At the core of this statistical analysis is the task of time interpolation of such data. Current models in use…
We exploit the information derived from geographical coordinates to endogenously identify spatial regimes in technologies that are the result of a variety of complex, dynamic interactions among site-specific environmental variables and…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…
This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…
In this paper, we study the observability and controllability of wave equations coupled by first or zero order terms on a compact manifold. We adopt the approach in Dehman-Lebeau's paper \cite{DehmanLebeau09} to prove that: the weak…
In this paper we consider second order evolution equations with unbounded dynamic feedbacks. Under a regularity assumption we show that observability properties for the undamped problem imply decay estimates for the damped problem. We…
In this paper we will consider oscillations of square viscoelastic membranes by adding to the wave equation another term, which takes into account the memory. To this end, we will study a class of integrodifferential equations in square…
Symmetry properties of the evolution equation and the state to be controlled are shown to determine the basic features of the linear control of unstable orbits. In particular, the selection of control parameters and their minimal number are…
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…
We establish boundary observability and control for the fractional heat equation over arbitrary time horizons $T > 0$, within the optimal range of fractional exponents $s \in (1/2, 1)$. Our approach introduces a novel synthesis of…
We study a class of degenerate parabolic equations with boundary point degeneracy in dimensions N>=2 and investigate the associated boundary observability problem by means of shape design. While one-dimensional degenerate models have been…
Stochastic invariant manifolds are crucial in modelling the dynamical behavior of dynamical systems under uncertainty. Under the assumption of exponential trichotomy, existence and smoothness of center manifolds for a class of stochastic…
The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As…