Related papers: Concentration around a stable equilibrium for the …
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
Results on the problem of stabilizing a nonlinear continuous-time system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive…
This paper provides global exponential stabilization results by means of boundary feedback control for 1-D nonlinear unstable reaction-diffusion Partial Differential Equations (PDEs) with nonlinearities of superlinear growth. The class of…
We propose and study a fully implicit finite volume scheme for the pressureless Euler-Poisson-Boltzmann equations on the one dimensional torus. Especially, we design a consistent and dissipative discretization of the force term which yields…
In this paper, we continue the study of some controllability issues for the forward stochastic parabolic equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…
The paper focuses on unconditionally optimal error analysis of the fully discrete Galerkin finite element methods for a general nonlinear parabolic system in $\R^d$ with $d=2,3$. In terms of a corresponding time-discrete system of PDEs as…
In this paper we explore the discretization of Euler-Poincar\'e-Suslov equations on $SO(3)$, i.e. of the Suslov problem. We show that the consistency order corresponding to the unreduced and reduced setups, when the discrete reconstruction…
Consider a linear autonomous Hamiltonian system with a time periodic bound state solution. In this paper we study the structural instability of this bound state ^M relative to time almost periodic perturbations which are small, localized…
We provide a self-contained analysis, based entirely on pde methods, of the exponentially long time behavior of solutions to linear uniformly parabolic equations which are small perturbations of a transport equation with vector field having…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of short-range or long-range dependence, respectively, depending…
This paper offers a precise analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a…
The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-inconsistent singular control problems is introduced. For…
We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…
This paper is devoted to studying null controllability for a class of stochastic fourth order semi-discrete parabolic equations, where the spatial variable is discretized with finite difference scheme and the time is kept as a continuous…
Convergence to stationary solutions in fully nonlinear parabolic systems with general nonlinear boundary conditions is shown in situations where the set of stationary solutions creates a $C^2$-manifold of finite dimension which is normally…
We consider a bilinear control problem for the wave equation on a torus of arbitrary dimension. We show that the system is globally approximately controllable in arbitrarily small times from a dense family of initial states. The control…