Related papers: Fokker--Planck Dynamics on Star Graphs with Variab…
A major application of the mathematical concept of graph in quantum mechanics is to model networks of electrical wires or electromagnetic wave-guides. In this paper, we address the dynamics of a particle trapped on such a network in…
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…
When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
We introduce a spatial economic growth model where space is described as a network of interconnected geographic locations and we study a corresponding finite-dimensional optimal control problem on a graph with state constraints. Economic…
We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…
In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
Many technologically useful materials are polycrystals composed of small monocrystalline grains that are separated by grain boundaries of crystallites with different lattice orientations. The energetics and connectivities of the grain…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective…