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We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

Numerical Analysis · Mathematics 2020-11-18 Petr N. Vabishchevich

Conformable derivatives provide a fractional-looking calculus that remains local and admits a simple representation through classical derivatives with explicit weights. In this paper we develop a systematic operator-theoretic perspective…

Analysis of PDEs · Mathematics 2026-01-08 Mohamed Khoulane , Aziz El Ghazouani , M'hamed El Omari

We consider Lorentzian General Relativity in a cavity with a timelike boundary, with conformal boundary conditions and also a generalization of these boundary conditions. We focus on the linearized gravitational dynamics about the static…

General Relativity and Quantum Cosmology · Physics 2025-07-04 Xiaoyi Liu , Harvey S. Reall , Jorge E. Santos , Toby Wiseman

We examine a standard factory scheduling problem with stochastic processing and setup times, minimizing the expectation of the weighted number of tardy jobs. Because the costs of operators in the schedule are stochastic and sequence…

Artificial Intelligence · Computer Science 2013-02-18 Peter R. Wurman , Michael P. Wellman

We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…

Optimization and Control · Mathematics 2026-01-23 D. Russell Luke , Johannes-Carl Schnebel , Mathias Staudigl , Juan Peypouquet , Siqi Qu

In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…

Optimization and Control · Mathematics 2016-12-13 Tomas Björk , Mariana Khapko , Agatha Murgoci

Consider a regenerative storage process with a nondecreasing L\'evy input (subordinator) such that every cycle may be split into two periods. In the first (off) the output is shut off and the workload accumulates. This continues until some…

Probability · Mathematics 2020-03-31 Royi Jacobovic , Offer Kella

In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic…

Analysis of PDEs · Mathematics 2015-03-24 Tomasz Klimsiak

Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…

Probability · Mathematics 2014-10-09 Sergey Foss , Stan Zachary

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

Let $X=(X_t)_{t \ge 0}$ be a stochastic process which has an (not necessarily stationary) independent increment on a probability space $(\Omega, \mathbb{P})$. In this paper, we study the following Cauchy problem related to the stochastic…

Analysis of PDEs · Mathematics 2017-10-30 Ildoo Kim , Kyeong-Hun Kim , Panki Kim

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

Probability · Mathematics 2014-02-28 Matthijs Pronk , Mark Veraar

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…

Machine Learning · Computer Science 2014-06-17 Tor Lattimore , Koby Crammer , Csaba Szepesvári

We address the tactical fixed job scheduling problem with spread-time constraints. In such a problem, there are a fixed number of classes of machines and a fixed number of groups of jobs. Jobs of the same group can only be processed by…

Data Structures and Algorithms · Computer Science 2014-02-12 Shuyu Zhou , Xiandong Zhang , Bo Chen , Steef van de Velde

We consider the scheduling problem on $n$ strategic unrelated machines when no payments are allowed, under the objective of minimizing the makespan. We adopt the model introduced in [Koutsoupias, Theory Comput. Syst. (2014)] where a machine…

Computer Science and Game Theory · Computer Science 2018-12-05 Yiannis Giannakopoulos , Elias Koutsoupias , Maria Kyropoulou

This work addresses the problem of multi-robot coordination under unknown robot transition models, ensuring that tasks specified by Time Window Temporal Logic are satisfied with user-defined probability thresholds. We present a bi-level…

Robotics · Computer Science 2025-02-17 Xiaoshan Lin , Roberto Tron

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding