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A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…

Optimization and Control · Mathematics 2015-02-03 M. B. Chiarolla , T. De Angelis

A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Lili Wang , Ji Liu , A. Stephen Morse

An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…

Optimization and Control · Mathematics 2023-11-28 Karl Kunisch , Buddhika Priyasad

We study a parabolic system with $p(t,x)$-structure under Dirichlet boundary conditions. In particular, we deduce the optimal convergence rate for the error of the gradient of a finite element based space-time approximation. The error is…

Numerical Analysis · Mathematics 2019-04-02 Dominic Breit , Prince Romeo Mensah

This technical report describes the Time Series Optimized Transformer for Observability (Toto), a new state of the art foundation model for time series forecasting developed by Datadog. In addition to advancing the state of the art on…

Machine Learning · Computer Science 2024-07-12 Ben Cohen , Emaad Khwaja , Kan Wang , Charles Masson , Elise Ramé , Youssef Doubli , Othmane Abou-Amal

We study the Lane-Emden system $$\begin{cases} -\Delta u=v^p,\quad u>0,\quad\text{in}~\Omega, -\Delta v=u^q,\quad v>0,\quad\text{in}~\Omega, u=v=0,\quad\text{on}~\partial\Omega, \end{cases}$$ where $\Omega\subset\mathbb{R}^2$ is a smooth…

Analysis of PDEs · Mathematics 2022-07-26 Zhijie Chen , Houwang Li , Wenming Zou

A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller…

Dynamical Systems · Mathematics 2013-07-08 S. Emre Tuna

We prove the validity of maximum principles for a class of fully nonlinear operators on unbounded subdomains $\Omega \subset \mathbb R^n$ of cylindrical type. The main structural assumption is the uniform ellipticity of the operator along…

Analysis of PDEs · Mathematics 2019-02-05 Italo Capuzzo Dolcetta , Antonio Vitolo

We consider the problem of adaptive observer design in the settings when the system is allowed to be nonlinear in the parameters, and furthermore they are to satisfy additional feasibility constraints. A solution to the problem is proposed…

Optimization and Control · Mathematics 2014-12-18 I. Yu. Tyukin , P. A. Rogachev , H. Nijmeijer

We select and discuss the best observables to be used to constrain models of galactic chemical evolution. To this purpose, we discuss the observables in our Galaxy, which is the best studied system, as well as in external galaxies.

Astrophysics · Physics 2009-10-31 Francesca Matteucci

We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…

Statistics Theory · Mathematics 2025-09-30 Mohamed Ben Alaya , Martin Friesen , Jonas Kremer

We establish sharp regional observability results for solutions of the wave equation in a bounded domain of $\Omega \subset \mathbb{R}^n$, in case where the geometric control condition is not satisfied. Assuming that the waves are observed…

Analysis of PDEs · Mathematics 2025-10-20 Belhassen Dehman , Sylvain Ervedoza an Enrique Zuazua

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

Optimization and Control · Mathematics 2021-12-03 Eduardo Casas , Karl Kunisch

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

Exact luminosity distance and apparent magnitude formulas are applied to Union2 557 supernovae sample in order to constrain possible position of an observer outside of the center of symmetry in spherically symmetric inhomogeneous pressure…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-18 Adam Balcerzak , Mariusz P. Dabrowski , Tomasz Denkiewicz

Let $\Omega\subset\mathbb{R}^\nu$, $\nu\ge 2$, be a $C^{1,1}$ domain whose boundary $\partial\Omega$ is either compact or behaves suitably at infinity. For $p\in(1,\infty)$ and $\alpha>0$, define \[…

Spectral Theory · Mathematics 2017-04-27 Hynek Kovarik , Konstantin Pankrashkin

Solutions of a system of wave equations are constructed for both homogeneous and inhomogeneous Dirichlet boundary conditions at every regularity level. We prove that boundary observability, and thus boundary exact controllability, at some…

Analysis of PDEs · Mathematics 2024-04-24 Thomas Perrin

We consider ever-expanding Big Bang models with a cosmological constant, $\Lambda$, and investigate in detail the evolution of the observable part of the universe. We also discuss quintessence models from the same point of view. A new…

Astrophysics · Physics 2009-11-06 Einar H. Gudmundsson , Gunnlaugur Bjornsson

We consider the problem of finding a stopping time that minimises the $L^1$-distance to $\theta$, the time at which a L\'evy process attains its ultimate supremum. This problem was studied in [12] for a Brownian motion with drift and a…

Probability · Mathematics 2014-01-08 Erik Baurdoux , Kees van Schaik

It is well known that, in the context of General Relativity, some spacetimes, when described by a congruence of comoving observers, may consist in a distribution of a perfect (non-dissipative) fluid, whereas the same spacetime as seen by a…

General Relativity and Quantum Cosmology · Physics 2017-03-14 L. Herrera