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We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…
We present a finite-element approximation for the one-sided Stefan problem and the one-sided Mullins--Sekerka problem, respectively. The problems feature a fully anisotropic Gibbs--Thomson law, as well as kinetic undercooling. Our…
We prove the existence of a unique large-data global-in-time weak solution to a class of models of the form $\mathbf{u}_{tt} = \mathrm{div}(\mathbb{T}) + \mathbf{f}$ for viscoelastic bodies exhibiting strain-limiting behaviour, where the…
This paper presents a control design for the one-phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's…
In this paper we show that after suitable data randomization there exists a large set of super-critical periodic initial data, in $H^{-\alpha}({\mathbb T}^d)$ for some $\alpha(d) > 0$, for both 2d and 3d Navier-Stokes equations for which…
In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…
For $n\in\mathbb{N}$, let $\{X^n_i\}$ be an infinite collection of Brownian particles on the real line where the leftmost particle $\min_iX^n_i(t)$ is given a drift $n$, and let $\mu^n_t=n^{-1}\sum_i\delta_{X^n_i(t)}$, $t\ge0$ denote the…
We study the one-dimensional one-phase Stefan problem for the heat equation with a nonlinear boundary condition. We show that all solutions fall into one of three distinct types: global-in-time solutions with exponential decay,…
These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
Given a stochastic state process $(X_t)_t$ and a real-valued submartingale cost process $(S_t)_t$, we characterize optimal stopping times $\tau$ that minimize the expectation of $S_\tau$ while realizing given initial and target…
It is generally accepted that the dynamical mean field theory gives a good solution of the Holstein model, but only in dimensions greater than two. Here, we show that this theory, which becomes exact in the weak coupling and in the atomic…
We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double…
In this paper we consider the model of phase relaxation introduced in [22], where an asymptotic analysis is performed toward an integral formulation of the Stefan problem when the relaxation parameter approaches zero. Assuming the natural…
We prove the existence of martingale solutions to stochastic thin-film equations in the physically relevant space dimension $d=2$. Conceptually, we rely on a stochastic Faedo-Galerkin approach using tensor-product linear finite elements in…
We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…
In this paper, we study backward doubly stochastic recursive optimal control problem where the cost function is described by the solution of a backward doubly stochastic differential equation. We give the dynamical programming principle for…
We establish two global boundedness results for weak solutions to generalized Schr\"{o}dinger-type double phase problems with variable exponents in $\mathbb{R}^N$ under new critical growth conditions optimally introduced in [26, 32]. More…
This paper is concerned with the optimal control problem governed by a linear parabolic equation and subjected to box constraints on control variables. This type of problem has important applications in heating and cooling systems. By…