相关论文: The Polya-Tchebotarov problem
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
In the plane, we consider the problem of reconstructing a domain from the normal derivative of its Green's function (with fixed pole) relative to the Dirichlet problem for the Laplace operator. By means of the theory of conformal mappings,…
The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…
A general method to describe stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems. The determination of an optimal coordinate for the description of stochastic dynamics. The reconstruction of…
We consider the problem of constrained motion along a conic path under a given external potential function. The model is described as a second-class system capturing the behavior of a certain class of specific quantum field theories. By…
We attempt to get a polynomial solution to the inverse problem, that is, to determine the form of the mechanical Hamiltonian when given the energy spectrum and transition dipole moment matrix. Our approach is to determine the potential in…
An approximative method for solving the Bloch-Torrey equation in general porous media is presented. The method expand the boundaries defining the porous media using electrostatic charges. As a result the eigenvalue problem of the Laplace…
We study orbit-finite systems of linear equations, in the setting of sets with atoms. Our principal contribution is a decision procedure for solvability of such systems. The procedure works for every field (and even commutative ring) under…
We consider the most general class of linear inhomogeneous boundary-value problems for systems of ordinary differential equations of an arbitrary order whose solutions and right-hand sides belong to appropriate Sobolev spaces. For…
We study the overdetermined problem for a large family of non-local operators given by generators of subordinate Brownian motions. In particular, this family includes the fractional Laplacian, relativistic stable operators etc. We consider…
We consider the maximal displacement of one dimensional branching Brownian motion with (macroscopically) time varying profiles. For monotone decreasing variances, we show that the correction from linear displacement is not logarithmic but…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
We offer an analytical study on the dynamics of a two-body problem perturbed by small post-Newtonian relativistic term. We prove that, while the angular momentum is not conserved, the motion is planar. We also show that the energy is…
We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support a tridiagonal matrix representation of the wave operator. Doing so results in exactly solvable problems with a…
We look for the minimizers of the functional $\jla{\la}(\oo)=\la|\oo|-P(\oo)$ among planar convex domains constrained to lie into a given ring. We prove that, according to the values of the parameter $\la$, the solutions are either a disc…
We consider the Novikov problem, namely, the problem of describing the level lines of quasiperiodic functions on the plane, for a special class of potentials that have important applications in the physics of two-dimensional systems.…
We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…
We provide a multiplicity result for solutions of time-independent Gross-Pitaevskii equations on closed Riemannian manifolds. Such solutions arise as (possibly non-minimizing) critical points of the Ginzburg-Landau energy having prescribed…
In this paper, we present a Longstaff-Schwartz-type algorithm for optimal stopping time problems based on the Brownian motion filtration. The algorithm is based on Le\~ao, Ohashi and Russo and, in contrast to previous works, our methodology…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…