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In this paper we present a variational calculus approach to Principal-Agent problem with a lump-sum payment on finite horizon in degenerate stochastic systems, such as filtered partially observed linear systems. Our work extends the…

Probability · Mathematics 2019-10-24 Kaitong Hu , Zhenjie Ren , Nizar Touzi

A particular mix of integral equations and discretization techniques is suggested for the solution of a planar Helmholtz transmission problem with relevance to the study of surface plasmon waves. The transmission problem describes the…

Computational Physics · Physics 2018-08-01 Johan Helsing , Anders Karlsson

This study deals with the problem of optimizing transmit power in high density heterogeneous networks. In the communication network, effective methods of allocating transmit power, in order to reduce the total transmit power, but still…

Signal Processing · Electrical Eng. & Systems 2021-12-23 Nguyen Doan Hieu , Dao Le Thu Thao , Tran Manh Hoang

We study a quadratic nonlocal variational problem on a hybrid domain formed by a compact interval and finitely many discrete points. The associated energy splits into continuous, discrete, and interface contributions. Our main estimate…

Analysis of PDEs · Mathematics 2026-03-17 Hafida Abbas , Abdelhalim Azzouz

In the present paper, a class of fully non-linear elliptic equations are considered, which are degenerate as the gradient becomes small. H\"older estimates obtained by the first author (2011) are combined with new Lipschitz estimates…

Analysis of PDEs · Mathematics 2012-11-27 Cyril Imbert , L. Silvestre

We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…

Probability · Mathematics 2024-02-05 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

We introduce a layer potential representation for the solution of the transmission problem defined by two dielectric channels, or open wave-guides, meeting along the straight-line interface, $\{x_1=0\}.$ The main observation is that the…

Mathematical Physics · Physics 2025-11-11 Charles L. Epstein

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Optimization and Control · Mathematics 2023-07-06 Alexander Engelmann , Gösta Stomberg , Timm Faulwasser

We study the obstacle problem for fully nonlinear elliptic operators with an anisotropic degeneracy on the gradient: \[ \min \left\{f-|Du|^\gamma F(D^2u),u-\phi\right\} = 0 \quad\textrm{ in }\quad \Omega. \] We obtain existence of solutions…

Analysis of PDEs · Mathematics 2020-06-09 João Vitor Da Silva , Hernán Vivas

In this paper, we develop and analyze a trilinear immersed finite element method for solving three-dimensional elliptic interface problems. The proposed method can be utilized on interface-unfitted meshes such as Cartesian grids consisting…

Numerical Analysis · Mathematics 2021-06-30 Ruchi Guo , Xu Zhang

This paper studies an optimal consensus problem for a group of heterogeneous high-order agents with unknown control directions. Compared with existing consensus results, the consensus point is further required to an optimal solution to some…

Optimization and Control · Mathematics 2020-07-28 Yutao Tang

We study the mean-field version of a model proposed by Leschhorn to describe the depinning transition of interfaces in random media. We show that evolution equations for the distribution of forces felt by the interface sites can be written…

Statistical Mechanics · Physics 2007-05-23 J. Vannimenus , B. Derrida

The use of continuum phase-field models to describe the motion of well-defined interfaces is discussed for a class of phenomena, that includes order/disorder transitions, spinodal decomposition and Ostwald ripening, dendritic growth, and…

Soft Condensed Matter · Physics 2009-10-31 K. R. Elder , Martin Grant , Nikolas Provatas , J. M. Kosterlitz

We extend the doubly degenerate Cahn-Hilliard (DDCH) models for isotropic surface diffusion, which yield more accurate approximations than classical degenerate Cahn-Hilliard (DCH) models, to the anisotropic case. We consider both weak and…

Numerical Analysis · Mathematics 2020-12-17 Marco Salvalaglio , Maximilian Selch , Axel Voigt , Steven M. Wise

Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Mohammadreza Doostmohammadian , Narahari Kasagatta Ramesh , Alireza Aghasi

In this work, we develop a cutting method for solving problems with moving and growing interfaces in 3D. This new method is able to resolve large displacement or deformation of immersed objects by combining the Arbitrary Lagrangian-Eulerian…

Numerical Analysis · Mathematics 2015-08-03 Ulrich Langer , Huidong Yang

We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…

Numerical Analysis · Mathematics 2015-11-23 Matthias Schlottbom

An $hp$ version of interface penalty finite element method ($hp$-IPFEM) is proposed for elliptic interface problems in two and three dimensions on unfitted meshes. Error estimates in broken $H^1$ norm, which are optimal with respect to $h$…

Numerical Analysis · Mathematics 2010-07-20 Haijun Wu , Yuanming Xiao

We study the critical points over an algebraic variety of an optimization problem defined by a quadratic objective that is degenerate. This scenario arises in machine learning when the dataset size is small with respect to the model, and is…

Algebraic Geometry · Mathematics 2025-12-25 Giovanni Luca Marchetti , Erin Connelly , Paul Breiding , Kathlén Kohn

We consider numerical solution of elliptic problems with heterogeneous diffusion coefficients containing thin highly conductive structures. Such problems arise e.g. in fractured porous media, reinforced materials, and electric circuits. The…

Numerical Analysis · Mathematics 2020-07-22 Fredrik Hellman , Axel Målqvist , Siyang Wang
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