相关论文: Non-spurious solutions to second order BVP by mono…
This paper studies explicitly solvable multidimensional optimal stopping problems of sum- and product-type in discrete and continuous time using the monotone case approach. It gives a review on monotone case stopping using the Doob…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…
We provide new results on the existence of nonzero positive weak solutions for a class of second order elliptic systems. Our approach relies on a combined use of iterative techniques and classical fixed point index. Some examples are…
In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the stochastic extra-momentum solution scheme. The first one is a…
We are concerned with solvability of a non-potential system involving two relativistic operators, subject to boundary conditions expressed in terms of maximal monotone operators. The approach makes use of a fixed point formulation and…
We consider singular solutions to quasilinear elliptic equations under zero Dirichlet boundary condition. Under suitable assumptions on the nonlinearity we deduce symmetry and monotonicity properties of positive solutions via an improved…
We prove unconditional long-time stability for a particular velocity-vorticity discretization of the 2D Navier-Stokes equations. The scheme begins with a formulation that uses the Lamb vector to couple the usual velocity-pressure system to…
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…
A new one-parameter family of iterative method for solving nonlinear equations is constructed and studied. Two variants, both with cubic convergence, are developed, one for finding simple zeros and other for multiple zeros of known…
This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…
The existence of numerical solutions to a fourth order singular boundary value problem arising in the theory of epitaxial growth is studied. An iterative numerical method is applied on a second order nonlinear singular boundary value…
This paper develops a characterisation of when solutions of forced second order linear differential equations converge to the zero solution of the asymptotically stable and unforced second order equation, or when the solution is bounded,…
In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…
We consider the nonlocal H\'{e}non-Gelfand-Liouville problem $$ (-\Delta)^s u = |x|^a e^u\quad\mathrm{in}\quad \mathbb R^n, $$ for every $s\in(0,1)$, $a>0$ and $n>2s$. We prove a monotonicity formula for solutions of the above equation…
In the first part of planned series of papers the formal general solutions to selection of 80 examples of different types of second order nonlinear PDEs in two independent variables with constant parameters are given. The main goal here is…
We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…
The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without…
We investigate the large-time behavior of three types of initial-boundary value problems for Hamilton-Jacobi Equations with nonconvex Hamiltonians. We consider the Neumann or oblique boundary condition, the state constraint boundary…
A bifurcation is a qualitative change in a family of solutions to an equation produced by varying parameters. In contrast to the local bifurcations of dynamical systems that are often related to a change in the number or stability of…