相关论文: The Deterministic and Stochastic Shallow Lake Prob…

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic…

We consider a class of economic growth models that includes the classical Ramsey--Cass--Koopmans capital accumulation model and verify that, under several assumptions, the value function of the model is the unique viscosity solution to the…

We consider a class of stochastic control problems where the state process is a probability measure-valued process satisfying an additional martingale condition on its dynamics, called measure-valued martingales (MVMs). We establish the…

We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For…

In this paper we study a non strictly system of conservation law when viscosity is present and viscosity is zero, which is studied in [10]. We show the existence and uniqueness of the solution in the space of generalized functions of…

We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

We consider the one-dimensional shallow water problem with capillary surfaces and moving contact {lines}. An energy-based model is derived from the two-dimensional water wave equations, where we explicitly discuss the case of a stationary…

In this paper, we investigate the asymptotic behavior of solutions toward a multiwave pattern of the Cauchy problem for the scalar viscous conservation law where the far field states are prescribed. Especially, we deal with the case when…

The paper studies the equilibrium configurations of inextensible elastic membranes exhibiting lateral fluidity. Using a continuum description of the membrane's motions based on the surface Navier--Stokes equations with bending forces, the…

In this paper we study the long time behavior for a semilinear wave equation with space-dependent and nonlinear damping term. After rewriting the equation as a first order system, we define a class of approximate solutions that employ…

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

We show that the value function of a stochastic control problem is the unique solution of the associated Hamilton-Jacobi-Bellman (HJB) equation, completely avoiding the proof of the so-called dynamic programming principle (DPP). Using…

We study well-posedness and asymptotic dynamics of a coupled system consisting of linearized 3D Navier--Stokes equations in a bounded domain and a classical (nonlinear) full von Karman shallow shell equations that accounts for both…

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

A striking feature of the marine ecosystem is the regularity in its size spectrum: the abundance of organisms as a function of their weight approximately follows a power law over almost ten orders of magnitude. We interpret this as evidence…

We consider generalized gradient systems with rate-independent and rate-dependent dissipation potentials. We provide a general framework for performing a vanishing-viscosity limit leading to the notion of parametrized and true…

The entropic lattice Boltzmann framework proposed the construction of the discrete equilibrium by taking into consideration minimization of a discrete entropy functional. The effect of this form of the discrete equilibrium on properties of…

In this paper, we prove a comparison result between semicontinuous viscosity sub and supersolutions growing at most quadratically of second-order degenerate parabolic Hamilton-Jacobi-Bellman and Isaacs equations. As an application, we…