Related papers: Maximum principle for SPDEs and its applications
For $0<s<1$, we consider the nonlocal equation $(-\Delta)^s u = f$ over a Reifenberg flat domain $\Omega$ with $f \in C({\overline{\Omega}})$ and null Dirichlet exterior condition. Given $\alpha \in (0,s)$, we prove that weak solutions are…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
This paper investigates the link between the Maximum Principle and the sign of the (generalized) principal eigenvalue for elliptic operators in unbounded domains. Our approach covers the cases of Dirichlet, Neumann, and (indefinite) Robin…
In the present paper, the maximum principle for finite horizon state constrained problems from the book by R. Vinter [\textit{Optimal Control}, Birkh\"auser, Boston, 2000; Theorem~9.3.1] is analyzed via parametric examples. The latter has…
For 1-D parabolic PDEs with disturbances at both boundaries and distributed disturbances we provide ISS estimates in various norms. Due to the lack of an ISS Lyapunov functional for boundary disturbances, the proof methodology uses (i) an…
We establish a majorization-based theory for bounding observables of waves with varied coherence. For any measurement, exact bounds are attained by the maximal and minimal elements in the set of input coherence spectra. The set's supremum…
We consider a one-dimensional discrete-space birth process with a bounded number of particle per site. Under the assumptions of the finite range of interaction, translation invariance, and non-degeneracy, we prove a shape theorem. We also…
We establish certain maximum principles for a class of strongly coupled elliptic (or cross diffusion) systems of $m\ge2$ equations. The reaction parts can be non cooperative. These new results will be crucial in obtaining coexistence and…
Higher order moment estimates for solutions to nonlinear SPDEs governed by locally-monotone operators are obtained under appropriate coercivity condition. These are then used to extend known existence and uniqueness results for nonlinear…
We prove existence and regularity for the solutions to a Cahn-Hilliard system describing the phenomenon of phase separation for a material contained in a bounded and regular domain. Since the first equation of the system is perturbed by the…
One method to determine whether or not a system of partial differential equations is consistent is to attempt to construct a solution using merely the "algebraic data" associated to the system. In technical terms, this translates to the…
We introduce a new minimisation principle for Poisson equation using two variables: the solution and the gradient of the solution. This principle allows us to use any conforming finite element spaces for both variables, where the finite…
We analyze the problem of stochastic optimal control of SDEs where the driver includes a self-exciting stochastic process. Due to the non-Markovian nature of the problem, we apply the stochastic maximum principle approach. We derive a…
This note is meant to introduce the reader to a duality principle for nonlinear equations that recently appeared in the literature. Motivations come from the desire to give a unifying potential-theoretic framework for various maximum…
In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
We show that the classical strong maximum principle, concerning positive supersolutions of linear elliptic equations vanishing on the boundary of the domain $\Omega $ can be extended, under suitable conditions, to the case in which the…
We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…
We obtain a family of nonlinear maximum principles for linear dissipative nonlocal operators, that are general, robust, and versatile. We use these nonlinear bounds to provide transparent proofs of global regularity for critical SQG and…
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…