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Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
In this contribution tracking control designs using output feedback are presented for a two-phase Stefan problem arising in the modeling of the Vertical Gradient Freeze process. The two-phase Stefan problem, consisting of two coupled free…
This contribution introduces a model order reduction approach for an advection-reaction problem with a parametrized reaction function. The underlying discretization uses an ultraweak formulation with an $L^2$-like trial space and an…
We present a modified Front Tracking (mFT) scheme for hyperbolic systems of conservation laws in one space dimension, in which we allow arbitrarily large nonlinear waves. We build the scheme by introducing and solving a ``generalized…
In this paper, the global optimization problem $\min_{y\in S} F(y)$ with $S$ being a hyperinterval in $\Re^N$ and $F(y)$ satisfying the Lipschitz condition with an unknown Lipschitz constant is considered. It is supposed that the function…
We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
We propose a new method for solving optimal stopping problems (such as American option pricing in finance) under minimal assumptions on the underlying stochastic process $X$. We consider classic and randomized stopping times represented by…
The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurable function. These problems have recently attracted growing…
We consider the stochastic Landau-Lifshitz-Bloch equation in dimensions 1,2,3, perturbed by a real-valued Wiener process. We consider a Suslin space-valued control process with a general control operator, which can depend on both the…
In this paper, we prove the existence of global weak solutions to the compressible two-fluid Navier-Stokes equations in three dimensional space. The pressure depends on two different variables from the continuity equations. We develop an…
We prove a global existence result for weak solutions to a one-dimensional free boundary problem with flux boundary conditions describing swelling along a halfline. Additionally, we show that solutions are not only unique but also depend…
In this paper we study optimal control problems in Wasserstein spaces, which are suitable to describe macroscopic dynamics of multi-particle systems. The dynamics is described by a parametrized continuity equation, in which the Eulerian…
We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a…
We consider the isentropic Euler equations of gas dynamics in the whole two-dimensional space and we prove the existence of a $C^\infty$ initial datum which admits infinitely many bounded admissible weak solutions. Taking advantage of the…
Classical stability theory for stochastic programming relies on the Wasserstein-Fortet-Mourier duality, which requires the ground cost to be a distance. When using problem-dependent costs instead of metrics, this duality no longer yields…
Motivated by a new formulation of the classical dividend problem, we show that Peskir's maximality principle can be transferred to singular stochastic control problems with 2-dimensional degenerate dynamics and absorption along the diagonal…
This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…