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We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

We design the conforming virtual element method for the numerical approximation of the two dimensional elastodynamics problem. We prove stability and convergence of the semi-discrete approximation and derive optimal error estimates under…

Numerical Analysis · Mathematics 2020-10-16 P. F. Antonietti , G. Manzini , I. Mazzieri , H. Mourad , M. Verani

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

Probability · Mathematics 2024-12-31 Saber Jafarizadeh

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…

Numerical Analysis · Mathematics 2017-10-17 Andrea Natale , Colin J. Cotter

A new computational method is presented to resolve hydrodynamic interactions acting on solid particles immersed in incompressible host fluids. In this method, boundaries between solid particles and host fluids are replaced with a continuous…

Soft Condensed Matter · Physics 2009-11-10 Y. Nakayama , R. Yamamoto

In this work we propose a weighted hybridizable discontinuous Galerkin method (W-HDG) for drift-diffusion problems. By using specific exponential weights when computing the $L^2$ product in each cell of the discretization, we are able to…

Numerical Analysis · Mathematics 2023-04-13 Wenyu Lei , Stefano Piani , Patricio Farrell , Nella Rotundo , Luca Heltai

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

We study the existence theory for parabolic variational inequalities in weighted $L^2$ spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for…

Analysis of PDEs · Mathematics 2011-11-09 Viorel Barbu , Carlo Marinelli

We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive…

Statistical Mechanics · Physics 2013-07-26 Alessandro Pelizzola

In this paper the projection hybrid FV/FE method presented in Busto et al. 2014 is extended to account for species transport equations. Furthermore, turbulent regimes are also considered thanks to the $k-\varepsilon$ model. Regarding the…

Numerical Analysis · Mathematics 2023-01-23 Saray Busto , Jose Luis Ferrin , Eleuterio F. Toro , Maria Elena Vazquez-Cendon

This work examines the distributed optimal control of generalized Oseen equations with non-constant viscosity. We propose and analyze a new conforming augmented mixed finite element method and a Discontinuous Galerkin (DG) method for the…

Numerical Analysis · Mathematics 2025-08-18 Harpal Singh , Arbaz Khan

We propose a new method to obtain kinetic properties of infrequent events from molecular dynamics simulation. The procedure employs a recently introduced variational approach [Valsson and Parrinello, Phys. Rev. Lett. 113, 090601 (2014)] to…

Statistical Mechanics · Physics 2015-08-19 James McCarty , Omar Valsson , Pratyush Tiwary , Michele Parrinello

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

Analysis of PDEs · Mathematics 2026-04-21 Raymond Chu , Inwon Kim , Young-Heon Kim , Kyeongsik Nam

In this paper, we propose a conservative nonconforming virtual element method for the full stationary incompressible magnetohydrodynamics model. We leverage the virtual element satisfactory divergence-free property to ensure mass…

Numerical Analysis · Mathematics 2024-10-25 Xiaojing Dong , Yunqing Huang , Tianwen Wang

In an incoherent metal, transport is controlled by the collective diffusion of energy and charge rather than by quasiparticle or momentum relaxation. We explore the possibility of a universal bound $D \gtrsim \hbar v_F^2/(k_B T)$ on the…

Strongly Correlated Electrons · Physics 2015-06-19 Sean A. Hartnoll

We establish the long-time existence of large-data weak solutions to a system of nonlinear partial differential equations. The system of interest governs the motion of non-Newtonian fluids described by a simplified viscoelastic rate-type…

Analysis of PDEs · Mathematics 2017-10-02 Miroslav Bulíček , Josef Málek , Vít Průša , Endre Süli

Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…

Analysis of PDEs · Mathematics 2026-03-19 Rebecca M. Crossley , Carles Falco , Ruth E. Baker

We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…

Robotics · Computer Science 2026-04-21 Jushan Chen , Jonathan Fried , Santiago Paternain

We introduce a simple and efficient algorithm for diffusion in smoothed particle hydrodynamics (SPH) simulations and apply it to the problem of chemical mixing. Based on the concept of turbulent diffusion, we link the diffusivity of a…

Astrophysics · Physics 2009-11-13 Thomas H. Greif , Simon C. O. Glover , Volker Bromm , Ralf S. Klessen