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These are lecture notes for our minicourse at OIST Summer Graduate School "Analysis and Partial Differential Equations" on June 12-17, 2023. We give an overview and collect a few important results concerning the well-posedness of…
No mixed research of hybrid and fractional-order systems into a cohesive and multifaceted whole can be found in the literature. This paper focuses on such a synergistic approach of the theories of both branches, which is believed to give…
We discuss the semiclassical approximation to transport problems in quantum chaotic systems. The figures of merit are moments of the transmission matrix and of the time delay matrix. After reviewing a few results obtained by treating these…
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
The aim of this article is to promote the use of probabilistic methods in the study of problems in mathematical general relativity. Two new and simple singularity theorems, whose features are different from the classical singularity…
The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…
In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…
We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…
One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. Recently, a new class of methods, named "Hamiltonian Boundary…
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…
We study a generic principal-agent problem in continuous time on a finite time horizon. We introduce a framework in which the agent is allowed to employ measure-valued controls and characterise the continuation utility as a solution to a…
This is an expository paper on the helicoidal method, a tool designed for proving multiple vector-valued inequalities for operators in harmonic analysis, which is based on stopping times and localizations. As it turns out, the local…
This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such…
Constrained Hamiltonian description of the classical limit is utilized in order to derive consistent dynamical equations for hybrid quantum-classical systems. Starting with a compound quantum system in the Hamiltonian formulation conditions…
We deal with some generalizations on a Black--Scholes model arising in financial mathematics. As novelty in this paper, we consider a variable volatility and abstract functional boundary conditions, which allow us to treat a very large…
The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi…
The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…
The main theme of the article is the study of discrete systems of material points subjected to constraints not only of a geometric type (holonomic constraints) but also of a kinematic type (nonholonomic constraints). The setting up of the…
Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…
A new formalism to express and operate on diversity measures of qualitative variables, built in a Hilbert space, is presented. The abstract character of the Hilbert space naturally incorporates the equivalence between qualitative variables…