相关论文: On non-local variational problems with lack of com…

We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

We look at continuum solutions in optimisation problems associated to linear inverse problems $y = Ax$ with non-negativity constraint $x \geq 0$. We focus on the case where the noise model leads to maximum likelihood estimation through…

We study the validity of the comparison and maximum principles, and their relation with principal eigenvalues, for a class of degenerate nonlinear operators that are extremal among operators with one dimensional fractional diffusion.

In this paper, we investigate the sharp Hardy-Littlewood-Sobolev inequalities on the Heisenberg group. On one hand, we apply the concentration compactness principle to prove the existence of the maximizers. While the approach here gives a…

We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…

Following some recent works, we investigate the problem of optimising the total population size for logistic diffusive models with respect to resources distributions. Using the spatially heterogeneous Fisher-KPP equation, we obtain a…

The goal of this work is to establish the global existence of nonnegative classical solutions in all dimensions for a system of highly nonlinear reaction-diffusion equations. We address the case for different diffusion coefficients and the…

In this paper, we propose nonlocal diffusion models with Dirichlet boundary. These nonlocal diffusion models preserve the maximum principle and also have corresponding variational form. With these good properties, we can prove the…

We prove the existence of minimizers of causal variational principles on second countable, locally compact Hausdorff spaces. Moreover, the corresponding Euler-Lagrange equations are derived. The method is to first prove the existence of…

We consider nonlinear diffusive evolution equations posed on bounded space domains, governed by fractional Laplace-type operators, and involving porous medium type nonlinearities. We establish existence and uniqueness results in a suitable…

This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…

We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…

We consider aggregation-diffusion equations with merely bounded nonlocal interaction potential $K$. We are interested in establishing their well-posedness theory when the nonlocal interaction potential $K$ is neither differentiable nor…

In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

Motivated by experimental studies on the anomalous diffusion of biological populations, we introduce a nonlocal differential operator which can be interpreted as the spectral square root of the Laplacian in bounded domains with Neumann…

The concentration compactness framework for semilinear elliptic equations without compactness, set originally by P.-L.Lions for constrained minimization in the case of homogeneous nonlinearity, is extended here to the case of general…

We consider nonlinear parabolic equations involving fractional diffusion of the form $\partial_t u + (-\Delta)^s \Phi(u)= 0,$ with $0<s<1$, and solve an open problem concerning the existence of solutions for very singular nonlinearities…