相关论文: Controlled viscosity solutions of fully nonlinear …

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable:…

We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…

We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…

We address our interest to the development of a theory of viscosity solutions {\`a} la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the space of continuous paths C([0, T ]; R^d). Path-dependent…

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

We consider optimal control problems of systems governed by stationary, incompressible generalized Navier-Stokes equations with shear dependent viscosity in a two-dimensional or three-dimensional domain. We study a general class of…

The essentials of a new method in solving very large classes of nonlinear systems of PDEs, possibly associated with initial and/or boundary value problems, are presented. The PDEs can be defined by continuous, not necessarily smooth…

Flow control occupies a special place in the fields of partial differential equations (PDEs) and control theory, where the complex behavior of solutions of nonlinear dynamics in very high dimension is not just to be understood but also to…

We consider a class of nonlinear control synthesis problems where the underlying mathematical models are not explicitly known. We propose a data-driven approach to stabilize the systems when only sample trajectories of the dynamics are…

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend…

In this article an analytical solution of equations of motion of a rigid disk of finite thickness rolling on its edge on a perfectly rough horizontal plane under the action of gravity is given. The solution is given in terms of Gauss…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

We study a class of linear parabolic path-dependent PDEs (PPDEs) defined on the space of c\`adl\`ag paths $x \in D([0,T])$, in which the coefficient functions at time $t$ depend on $x(t)$ and $\int_{0}^{t}x(s)dA_{s}$, for some…

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…

Response modes computed via linear resolvent analysis of a turbulent mean-flow field have been shown to qualitatively capture characteristics of the observed turbulent coherent structures in both wall-bounded and free shear flows. To make…

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…