相关论文: A continuation principle for periodic BV-continuou…
We study BV solutions for a $2\times2$ system of hyperbolic balance laws. We show that when initial data have small total variation on $(-\infty,\infty)$ and small amplitude, and decay sufficiently fast to a constant equilibrium state as…
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
A controlled sweeping process with prox-regular set, $W^{1,2}$-controls, and separable endpoints constraints is considered in this paper. Existence of optimal solutions is established and local optimality conditions are derived via strong…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
Consider a scalar conservation law with a spatially discontinuous flux at a single point x=0, and assume that the flux is uniformly convex when x\neq 0. Given an interface connection (A,B), we define a backward solution operator consistent…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
In this paper we study the long time dynamics of the solutions to the initial-boundary value problem for a scalar conservation law with a saturating nonlinear diffusion. After discussing the existence of a unique stationary solution and its…
Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…
Sweeping is a commonly used procedure to explicitly solve the discrete ordinates equation, which itself is a common approximation of the neutron transport equation. To sweep through the computational domain, an ordering of the spatial cells…
A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and…
Some approach to the solution of boundary value problems for finding functions, which are analytical in a wedge, is proposed. If the ratio of the angle at the wedge vertex to a number \pi is rational, then the boundary value problem is…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
It is well known that rate-independent systems involving nonconvex energy functionals in general do not allow for time-continuous solutions even if the given data are smooth. In the last years, several solution concepts were proposed that…
We study the solutions of linear Schroedinger equations in which the potential energy is a periodic function of time and is sufficiently localized in space. We consider the potential to be close to one that is time periodic and yet…
We study the asymptotic stability of periodic solutions for sweeping processes defined by a polyhedron with translationally moving faces. Previous results are improved by obtaining a stronger $W^{1,2}$ convergence. Then we present an…
In Bender and Dokuchaev (2013), we studied a control problem related to swing option pricing in a general non-Markovian setting. The main result there shows that the value process of this control problem can be uniquely characterized in…
Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy \[W_t= w_0+\int_0^t\vartheta(W_s)…
An iterative solution method for fully nonlinear boundary value problems governing self-similar flows with a free boundary is presented. Specifically, the method is developed for application to water entry problems, which can be studied…