相关论文: Convergence of a discrete selection-mutation model…

Evolution of the large scale structure of the Universe is described by galaxy bias and the growth rate function of the matter density contrast. The behavior of the growth rate function, in general, depends on the types of dark energy or…

This article considers a model problem of elastoplasticity with linearly kinematic hardening and presents hp-finite element discretizations of two equivalent weak formulations each having their respective advantages. A mixed variational…

We give a meaning to the Hamilton--Jacobi equation arising from mean-field spin glass models in the viscosity sense, and establish the corresponding well-posedness. Originally defined on the set of monotone probability measures, these…

We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling…

We consider a model for Darwinian evolution in an asexual population with a large but non-constant populations size characterized by a natural birth rate, a logistic death rate modelling competition and a probability of mutation at each…

Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…

We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a…

The analysis of a delayed generalized Burgers-Huxley equation (a non-linear advection-diffusion-reaction problem) with weakly singular kernels is carried out in this work. Moreover, numerical approximations are performed using the…

We provide a mathematical analysis of appearance of the concentrations (as Dirac masses) of the solution to a Fokker-Planck system with asymmetric potentials. This problem has been proposed as a model to describe motor proteins moving along…

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…

It is well known that aspects of the formation of localised states in a one-dimensional Swift--Hohenberg equation can be described by Ginzburg--Landau-type envelope equations. This paper extends these multiple scales analyses to cases where…

This paper concerns a continuous time mean-variance (MV) portfolio selection problem in a jump-diffusion financial model with no-shorting trading constraint. The problem is reduced to two subproblems: solving a stochastic linear-quadratic…

We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J. Mach. Learn. Res., 21, 2020) in the context of…

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

In this paper we present some basic uniqueness results for evolutive equations under density constraints. First, we develop a rigorous proof of a well-known result (among specialists) in the case where the spontaneous velocity field…

The extinction of a single species due to demographic stochasticity is analyzed. The discrete nature of the individual agents and the Poissonian noise related to the birth-death processes result in local extinction of a metastable…

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $\tau$, from quasistationarity to…

This study introduces a mathematical framework to investigate the viability and reachability of production systems under constraints. We develop a model that incorporates key decision variables, such as pricing policy, quality investment,…