Related papers: Observability inequalities for the backward stocha…
This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…
We explore incompressible homogeneous isotropic turbulence within the (fourth-order model) formulation of optimal control and optimization, in contrast to the classical works of Proudman and Reid (1954) and Tatsumi (1957), with the…
An alternative approach - nonequilibrium evolution thermodynamics, is compared with classical Landau approach. A statistical justification of the approach is carried out with help of probability distribution function on an example of a…
Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs…
Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…
This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…
We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and complexity analysis, allowing for an unbounded feasible set,…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
In this paper, we consider the boundary stabilization and observation of the multidimensional unstable heat equation. Since we consider the heat equation in a general domain, the usual partial differential equation back-stepping method is…
Evolutionary algorithms have been widely used for a range of stochastic optimization problems in order to address complex real-world optimization problems. We consider the knapsack problem where the profits involve uncertainties. Such a…
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…
We consider two degenerate heat equations with a nonlocal space term, studying, in particular, their null controllability property. To this aim, we first consider the associated nonhomogeneous degenerate heat equations: we study their well…
We consider a family of Gagliardo-Nirenberg-Sobolev interpolation inequalities which interpolate between Sobolev's inequality and the logarithmic Sobolev inequality, with optimal constants. The difference of the two terms in the…
The dynamical properties of a tracer or impurity particle immersed in a host gas of inelastic and rough hard spheres in the homogeneous cooling state is studied. Specifically, the breakdown of energy equipartition as characterized by the…
A class of inverse problems for a heat equation with involution perturbation is considered using four different boundary conditions, namely, Dirichlet, Neumann, periodic and anti-periodic boundary conditions. Proved theorems on existence…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
We establish a mixed observability inequality for a class of degenerate hyperbolic equations on the cylindrical domain $\Omega = \mathbb{T} \times (0,1)$ with mixed Neumann Dirichlet boundary conditions. The degeneracy acts only in the…
This \textquoteleft research-survey' is meant for beginners in the studies of integrable systems. Here we outline some analytical methods for dealing with a class of nonlinear partial differential equations. We pay special attention to…