Related papers: Maximum principle for SPDEs and its applications
We discuss the general method for obtaining full positivity bounds on multi-field effective field theories (EFTs). While the leading order forward positivity bounds are commonly derived from the elastic scattering of two (superposed)…
We study a stochastic optimal control problem for forward-backward control systems with quadratic generators. In order to establish the first and second-order variational and adjoint equations, we obtain a new estimate for one-dimensional…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
We prove a strong maximum principle for minimizers of the one-phase Alt-Caffarelli functional. We use this to construct a Hardt-Simon-type foliation associated to any 1-homogenous global minimizer.
In this note, we first try to prove a uniform lower bound of nodal volume in elliptic homogenization setting. This lower bound is far from optimal. But, we can prove a constant lower bound in dimension two. Motivated by the proof, we extend…
Abstract approaches to maximum and anti-maximum principles for differential operators typically rely on the condition that all vectors in the domain of the operator are dominated by the leading eigenfunction of the operator. We study the…
A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…
We prove gradient estimates for solutions of the oblique derivative problem for a large class of elliptic and parabolic quasilinear PDEs. In particular, we expand on previous work of the author using a maximum principle argument. In…
We study the problem of constructing $k$-spectral minimal partitions of domains in $d$ dimensions, where the energy functional to be minimized is a $p$-norm ($1 \le p \le \infty$) of the infimum of the spectrum of a suitable Schr\"odinger…
We give new sufficient conditions for the integrability and unique integrability of continuous tangent sub-bundles on manifolds of arbitrary dimension, generalizing Frobenius' classical Theorem for C^1 sub-bundles. Using these conditions we…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such…
In this paper, we first give the existence and uniqueness theorems for generalized mean-filed delay stochastic differential equations (GMFDSDEs) and mean-field anticipated backward stochastic differential equations (MFABSDEs). Then we study…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
The principle of maximum irreversible is proved to be a consequence of a stochastic order of the paths inside the phase space; indeed, the system evolves on the greatest path in the stochastic order. The result obtained is that, at the…
In this paper we develop a detailed study on maximum and comparison principles for a degenerate elliptic system. Explicit lower bounds for principal eigenvalues of this system in terms of the measure of $\Omega$ are also proved.
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
Strong stability preserving (SSP) methods are designed primarily for time integration of nonlinear hyperbolic PDEs, for which the permissible SSP step size varies from one step to the next. We develop the first SSP linear multistep methods…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
We derive sufficient and necessary optimality conditions in terms of a stochastic maximum principle (SMP) for controls associated with cost functionals of mean-field type, under dynamics driven by a class of Markov chains of mean-field type…