Related papers: Maximum principle for SPDEs and its applications
We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…
The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…
This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equations, where the control domain is not necessarily convex and…
To what extent is the maximum modulus principle for scalar-valued analytic functions valid for matrix-valued analytic functions? In response, we discuss some maximum norm principles for such functions that do not appear to be widely known,…
This paper contains selected applications of the new tangential extremal principles and related results developed in Part I to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite…
We exhibit a class of properties of an spde that guarantees existence, uniqueness and bounds on moments of the solution. These moment bounds are expressed in terms of quantities related to the associated deterministic homogeneous p.d.e.…
We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…
We find the optimal constant $C$ such that \begin{equation*} \|f_1*f_2*\dots*f_{k}\|_{\infty}\geq C\prod_{i=1}^{k}\|f_i\|_1 \end{equation*} for functions $f_i:\{0,1\}^d\to\mathbb{R}$. As applications, we derive bounds for Sidon sets on…
In the last two decades the study of random instances of constraint satisfaction problems (CSPs) has flourished across several disciplines, including computer science, mathematics and physics. The diversity of the developed methods, on the…
In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…
In this paper, we establish the following Liouville theorem for fractional \emph{p}-harmonic functions. {\em Assume that $u$ is a bounded solution of $$(-\lap)^s_p u(x) = 0, \;\; x \in \mathbb{R}^n,$$ with $0<s<1$ and $p \geq 2$. Then $u$…
In this paper we investigate the validity and the consequences of the maximum principle for degenerate elliptic operators whose higher order term is the sum of "k" eigenvalues of the Hessian. In particular we shed some light on some very…
Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the $\theta$-method in time for solving time dependent anisotropic diffusion problems. It is shown that the numerical…
Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…
We first prove De Giorgi type level estimates for functions in $W^{1,t}(\Omega)$, $\Omega\subset\mathbb{R}^N$, with $t>N\geq 2$. This augmented integrability enables us to establish a new Harnack type inequality for functions which do not…
We show that suitable convex energy functionals on a quadratic Wasserstein space satisfy a maximum principle on minimal networks. We explore consequences of this maximum principle for the structure of minimal networks.
Results on unconditional convergence in the Maximum norm for ADI-type methods, such as the Douglas method, applied to the time integration of semilinear parabolic problems are quite difficult to get, mainly when the number of space…
We give theorems that can be used to upper bound the densities of packings of different spherical caps in the unit sphere and of translates of different convex bodies in Euclidean space. These theorems extend the linear programming bounds…
The universal bound on specific entropy was originally inferred from black hole thermodynamics. We here show from classical thermodynamics alone that for a system at fixed volume or fixed pressure, the ratio of entropy to nonrelativistic…