相关论文: A measure differential inclusion involving time-de…
This paper deals with an implicit Newton-like inertial dynamical system governed by a maximally comonotone inclusion problem in a Hilbert space. Under suitable conditions, we establish not only pointwise estimates and integral estimates for…
We provide a characterization for maximal monotone realizations for a certain class of (nonlinear) operators in terms of their corresponding boundary data spaces. The operators under consideration naturally arise in the study of…
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 present a new sufficient condition under which a maximal monotone operator $T:X\tos X^*$ admits a unique maximal monotone extension to the bidual $\widetilde T:X^{**} \rightrightarrows X^*$. For non-linear operators this condition is…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and…
In this paper, we prove that the oscillation operator, variation operator and maximal differential transform associated with the approximate identities are bounded from ${\rm BMO}({\mathbb R}^n)$ to its subspace ${\rm BLO}({\mathbb R}^n)$.
In this paper, we consider the solvability of a class of nonlinear fourth order integro-differential equations with Navier boundary condition. We first deal with a corresponding linear problem and establish a maximum principle. Using the…
The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
We show that the lower limit of a sequence of maximal monotone operators on a reflexive Banach space is a representable monotone operator. As a consequence, we obtain that the variational sum of maximal monotone operators and the…
In this paper, we survey recent progress on the theory of maximally monotone operators in general Banach space. We also extend various of the results and leave some open questions.
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…
We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…
We show that the fourth order accurate finite difference implementation of continuous finite element method with tensor product of quadratic polynomial basis is monotone thus satisfies the discrete maximum principle for solving a scalar…
In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…
A sufficient condition for existence of a solution of a differential inclusion with a uniformly bounded right-hand side that has nonempty closed (possibly nonconvex) values is obtained. An Olech-type result is obtained as a corollary. An…
We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to…