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In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

Optimization and Control · Mathematics 2015-09-15 Evgeny Meyer , Matthew M. Peet

This paper provides new sufficient conditions so that the optimal policy of a partially observed Markov decision process (POMDP) can be lower bounded by a myopic policy. The two new proposed conditions, namely, Lehmann precision and…

Systems and Control · Computer Science 2018-10-23 Vikram Krishnamurthy

We consider the stochastic partial differential equation, $\partial_t u = \tfrac12 \partial^2_x u + b(u) + \sigma(u) \dot{W},$ where $u=u(t\,,x)$ is defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$, and $\dot{W}$ denotes space-time…

Probability · Mathematics 2025-09-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

In this paper we study the well-posedness of the Cauchy problem for first order hyperbolic systems with constant multiplicities and with low regularity coefficients depending just on the time variable. We consider Zygmund and log-Zygmund…

Analysis of PDEs · Mathematics 2014-04-21 Ferruccio Colombini , Daniele Del Santo , Francesco Fanelli , Guy Métivier

A characterization of a semilinear elliptic partial differential equation (PDE) on a bounded domain in $\mathbb{R}^n$ is given in terms of an infinite-dimensional dynamical system. The dynamical system is on the space of boundary data for…

Analysis of PDEs · Mathematics 2020-07-15 Margaret Beck , Graham Cox , Christopher Jones , Yuri Latushkin , Alim Sukhtayev

It has been shown that the existence of a Partial Integral Equation (PIE) representation of a Partial Differential Equation (PDE) simplifies many numerical aspects of analysis, simulation, and optimal control. However, the PIE…

Optimization and Control · Mathematics 2024-03-14 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew Peet

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

Optimization and Control · Mathematics 2022-11-10 Marta Lazzaretti , Luca Calatroni , Claudio Estatico

We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

Statistics Theory · Mathematics 2022-06-28 Xiaohong Chen , Zhengling Qi

The present paper is devoted to the study of the well-posedness issue for the density-dependent Euler equations in the whole space. We establish local-in-time results for the Cauchy problem pertaining to data in the Besov spaces embedded in…

Analysis of PDEs · Mathematics 2013-02-27 Raphaël Danchin

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields.…

Analysis of PDEs · Mathematics 2018-12-27 Martino Bardi , Alessandro Goffi

We present an application of recent well-posedness results in the theory of delay differential equations for ordinary differential equations arXiv:2308.04730 to a generalized population model for stem cell maturation. The weak approach…

Analysis of PDEs · Mathematics 2024-06-12 Bernhard Aigner , Marcus Waurick

The notion of well-posedness has drawn the attention of many researchers in the field of nonlinear analysis, as it allows to explore problems in which exact solutions are not known and/or computationally hard to compute. Roughly speaking,…

Optimization and Control · Mathematics 2023-05-04 Soumitra Dey , Aviv Gibali , Simeon Reich

In this paper, we prove the local well-posedness for the Ideal MHD equations in the Triebel-Lizorkin spaces and obtain blow-up criterion of smooth solutions. Specially, we fill a gap in a step of the proof of the local well-posedness part…

Analysis of PDEs · Mathematics 2009-12-24 Qionglei Chen , Changxing Miao , Zhifei Zhang

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

We develop an operator-theoretical method for the analysis on well posedness of partial differential equations that can be modeled in the form \begin{equation*} \left\{ \begin{array}{rll} \Delta^{\alpha} u(n) &= Au(n+2) + f(n,u(n)), \quad n…

Analysis of PDEs · Mathematics 2016-06-17 Luciano Abadias , Carlos Lizama , Pedro J. Miana , M. Pilar Velasco

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…