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  Subjects -> MATHEMATICS (Total: 968 journals)
    - APPLIED MATHEMATICS (81 journals)
    - GEOMETRY AND TOPOLOGY (20 journals)
    - MATHEMATICS (714 journals)
    - MATHEMATICS (GENERAL) (41 journals)
    - NUMERICAL ANALYSIS (22 journals)
    - PROBABILITIES AND MATH STATISTICS (90 journals)

MATHEMATICS (714 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 4)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 7)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 15)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 3)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Hybrid Journal   (Followers: 29)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 12)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 10)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 4)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 3)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 19)
Advances in Decision Sciences     Open Access   (Followers: 3)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 13)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 3)
Advances in Materials Science     Open Access   (Followers: 14)
Advances in Mathematical Physics     Open Access   (Followers: 4)
Advances in Mathematics     Full-text available via subscription   (Followers: 11)
Advances in Numerical Analysis     Open Access   (Followers: 5)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 6)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 11)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 6)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 5)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 6)
American Journal of Operations Research     Open Access   (Followers: 5)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 8)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 5)
Analysis Mathematica     Full-text available via subscription  
Analysis. International mathematical journal of analysis and its applications     Hybrid Journal   (Followers: 2)
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 4)
Annals of Data Science     Hybrid Journal   (Followers: 12)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription   (Followers: 1)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12)
Annals of Pure and Applied Logic     Open Access   (Followers: 3)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 2)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 11)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 7)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 2)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 3)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites     Open Access   (Followers: 20)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 4)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 1)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 20)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 12)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 4)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 19)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 1)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 2)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 8)
Compositio Mathematica     Full-text available via subscription   (Followers: 1)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 8)
Concrete Operators     Open Access   (Followers: 5)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 13)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 11)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 29)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Combinatorics     Open Access  
Electronic Journal of Differential Equations     Open Access  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 4)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  

        1 2 3 4 | Last

Journal Cover
Applied Mathematics & Optimization
Journal Prestige (SJR): 0.886
Citation Impact (citeScore): 1
Number of Followers: 6  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1432-0606 - ISSN (Online) 0095-4616
Published by Springer-Verlag Homepage  [2348 journals]
  • Nonlinear Elliptic Inclusions with Unilateral Constraint and Dependence on
           the Gradient
    • Authors: Nikolaos S. Papageorgiou; Vicenţiu D. Rădulescu; Dušan D. Repovš
      Pages: 1 - 23
      Abstract: We consider a nonlinear Neumann elliptic inclusion with a source (reaction term) consisting of a convex subdifferential plus a multivalued term depending on the gradient. The convex subdifferential incorporates in our framework problems with unilateral constraints (variational inequalities). Using topological methods and the Moreau-Yosida approximations of the subdifferential term, we establish the existence of a smooth solution.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-016-9392-y
      Issue No: Vol. 78, No. 1 (2018)
       
  • Solution to HJB Equations with an Elliptic Integro-Differential Operator
           and Gradient Constraint
    • Authors: Harold A. Moreno-Franco
      Pages: 25 - 60
      Abstract: The main goal of this paper is to establish existence, regularity and uniqueness results for the solution of a Hamilton–Jacobi–Bellman (HJB) equation, whose operator is an elliptic integro-differential operator. The HJB equation studied in this work arises in singular stochastic control problems where the state process is a controlled d-dimensional Lévy process.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-016-9397-6
      Issue No: Vol. 78, No. 1 (2018)
       
  • Energy Decay Rate of the Wave Equations on Riemannian Manifolds with
           Critical Potential
    • Authors: Yuxiang Liu; Peng-Fei Yao
      Pages: 61 - 101
      Abstract: Decay of the energy for the Cauchy problem of the wave equation on Riemannian manifolds with a variable damping term \(V(x)u_{t}\) is considered, where \(V(x) \ge V_{0}(1 + \rho ^{2})^{-\frac{1}{2}}\) ( \(\rho \) being a distance function under the Riemannian metric). Some relations among the decay rates of energy, the size of the coefficients \(V_{0}\) , and the radial curvatures of the Riemannian metric are presented.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-017-9399-z
      Issue No: Vol. 78, No. 1 (2018)
       
  • A Large Deviations Analysis of Certain Qualitative Properties of Parallel
           Tempering and Infinite Swapping Algorithms
    • Authors: J. Doll; P. Dupuis; P. Nyquist
      Pages: 103 - 144
      Abstract: Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel simulations. From the perspective of large deviations it is optimal to let the swap rate tend to infinity and it is possible to construct a corresponding simulation scheme, known as infinite swapping. In this paper we propose a novel use of large deviations for empirical measures for a more detailed analysis of the infinite swapping limit in the setting of continuous time jump Markov processes. Using the large deviations rate function and associated stochastic control problems we consider a diagnostic based on temperature assignments, which can be easily computed during a simulation. We show that the convergence of this diagnostic to its a priori known limit is a necessary condition for the convergence of infinite swapping. The rate function is also used to investigate the impact of asymmetries in the underlying potential landscape, and where in the state space poor sampling is most likely to occur.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-017-9401-9
      Issue No: Vol. 78, No. 1 (2018)
       
  • Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon
    • Authors: Jingrui Sun; Jiongmin Yong
      Pages: 145 - 183
      Abstract: This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is equivaleznt to the \(L^{2}\) -stabilizability of the control system, which in turn is equivalent to the existence of a positive solution to an algebraic Riccati equation (ARE, for short). Different from the finite horizon case, it is shown that both the open-loop and closed-loop solvabilities of the LQ problem are equivalent to the existence of a static stabilizing solution to the associated generalized ARE. Moreover, any open-loop optimal control admits a closed-loop representation. Finally, the one-dimensional case is worked out completely to illustrate the developed theory.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-017-9402-8
      Issue No: Vol. 78, No. 1 (2018)
       
  • Continuity and Estimates for Multimarginal Optimal Transportation Problems
           with Singular Costs
    • Authors: Giuseppe Buttazzo; Thierry Champion; Luigi De Pascale
      Pages: 185 - 200
      Abstract: We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence and some basic regularity of a maximizer for the dual problem (Kantorovich potential). This is then applied to obtain some estimates of the cost and to the study of continuity properties.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-017-9403-7
      Issue No: Vol. 78, No. 1 (2018)
       
  • Boundary Control for Optimal Mixing by Stokes Flows
    • Authors: Weiwei Hu
      Pages: 201 - 217
      Abstract: We discuss the optimal boundary control problem for mixing an inhomogeneous distribution of a passive scalar field in an unsteady Stokes flow. The problem is motivated by mixing the fluids within a cavity or vessel at low Reynolds numbers by moving the walls or stirring at the boundary. It is natural to consider the velocity field which is induced by a control input tangentially acting on the boundary of the domain through the Navier slip boundary conditions. Our main objective is to design an optimal Navier slip boundary control that optimizes mixing at a given final time. This essentially leads to a finite time optimal control problem of a bilinear system. In the current work, we consider a general open bounded and connected domain \(\Omega \subset \mathbb {R}^{d}, d=2,3\) . We employ the Sobolev norm for the dual space \((H^{1}(\Omega ))'\) of \(H^{1}( \Omega )\) to quantify mixing of the scalar field in terms of the property of weak convergence. A rigorous proof of the existence of an optimal control is presented and the first-order necessary conditions for optimality are derived.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-017-9404-6
      Issue No: Vol. 78, No. 1 (2018)
       
  • Long-Term Yield in an Affine HJM Framework on $$S_{d}^{+}$$ S d +
    • Authors: Francesca Biagini; Alessandro Gnoatto; Maximilian Härtel
      Pages: 405 - 441
      Abstract: We develop the HJM framework for forward rates driven by affine processes on the state space of symmetric positive semidefinite matrices. In this setting we find an explicit representation for the long-term yield in terms of the model parameters. This generalises the results of El Karoui et al. (Rev Deriv Res 1(4):351–369, 1997) and Biagini and Härtel (Int J Theor Appl Financ 17(3):1–24, 2012), where the long-term yield is investigated under no-arbitrage assumptions in a HJM setting using Brownian motions and Lévy processes respectively.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9379-8
      Issue No: Vol. 77, No. 3 (2018)
       
  • The Solvability and Optimal Controls for Fractional Stochastic
           Differential Equations Driven by Poisson Jumps Via Resolvent Operators
    • Authors: P. Tamilalagan; P. Balasubramaniam
      Pages: 443 - 462
      Abstract: In this manuscript, we investigate the solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps in Hilbert space by using analytic resolvent operators. Sufficient conditions are derived to prove that the system has a unique mild solution by using the classical Banach contraction mapping principle. Then, the existence of optimal control for the corresponding Lagrange optimal control problem is investigated. Finally, the derived theoretical result is validated by an illustrative example.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9380-2
      Issue No: Vol. 77, No. 3 (2018)
       
  • Error Estimates for Numerical Approximation of Hamilton–Jacobi Equations
           Related to Hybrid Control Systems
    • Authors: R. Ferretti; A. Sassi; H. Zidani
      Abstract: Hybrid control systems are dynamical systems that can be controlled by a combination of both continuous and discrete actions. In this paper we study the approximation of optimal control problems associated to this kind of systems, and in particular of the quasi-variational inequality which characterizes the value function. Our main result features the error estimates between the value function of the problem and its approximation. We also focus on the hypotheses describing the mathematical model and the properties defining the class of numerical scheme for which the result holds true.
      PubDate: 2018-08-09
      DOI: 10.1007/s00245-018-9515-8
       
  • Exponential Stability for a Transmission Problem of a Viscoelastic Wave
           Equation
    • Authors: Marcelo M. Cavalcanti; Emanuela R. S. Coelho; Valéria N. Domingos Cavalcanti
      Abstract: This paper is concerned with the study of a transmission problem of viscoelastic waves with hereditary memory, establishing the existence, uniqueness and exponential stability for the solutions of this problem. The proof of the stabilization result combines energy estimates and results due to Gérard (Commun Partial Differ Equ 16:1761–1794 (1991)) on microlocal defect measures.
      PubDate: 2018-08-02
      DOI: 10.1007/s00245-018-9514-9
       
  • Optimal Control of a Thermistor Problem with Vanishing Conductivity
    • Authors: Volodymyr Hrynkiv; Sergiy Koshkin
      Abstract: An optimal control of a steady state thermistor problem is considered where the convective boundary coefficient is taken to be the control variable. A distinct feature of this paper is that the problem is considered in \({\mathbb {R}}^d\) , where \(d>2\) , and the electrical conductivity is allowed to vanish above a threshold temperature value. Existence of the state system is proved. An objective functional is introduced, existence of the optimal control is proved, and the optimality system is derived.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-018-9511-z
       
  • Numerical Methods for Finite-State Mean-Field Games Satisfying a
           Monotonicity Condition
    • Authors: Diogo A. Gomes; João Saúde
      Abstract: Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard conditions make the numerical approximation of MFGs difficult. Using the monotonicity condition, we build a flow that is a contraction and whose fixed points solve both for stationary and time-dependent MFGs. We illustrate our methods with a MFG that models the paradigm-shift problem.
      PubDate: 2018-08-01
      DOI: 10.1007/s00245-018-9510-0
       
  • Equilibrium Controls in Time Inconsistent Stochastic Linear Quadratic
           Problems
    • Authors: Tianxiao Wang
      Abstract: This paper deals with a class of time inconsistent stochastic linear quadratic optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium strategies, open-loop equilibrium controls and open-loop equilibrium strategies, are characterized in unified manners. These results indicate clearer and deeper distinctions among these notions. For example, in particular time consistent setting, the open-loop equilibrium controls are fully characterized by first-order, second-order necessary optimality conditions, and are not optimal in general, while the closed-loop equilibrium controls naturally reduce into closed-loop optimal controls.
      PubDate: 2018-07-26
      DOI: 10.1007/s00245-018-9513-x
       
  • Rescaling Approach for a Stochastic Population Dynamics Equation Perturbed
           by a Linear Multiplicative Gaussian Noise
    • Authors: Gabriela Marinoschi
      Abstract: We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat O,  governed by local Lipschitz vital factors and by a stochastic behavior of the demographic rates possibly representing emigration, immigration and fortuitous mortality. The model is completed by a random initial condition, a flux type boundary conditions on \(\partial O\) with a random jump in the population density and a nonlocal nonlinear boundary condition given at age zero. The stochastic influence is expressed by a linear multiplicative Gaussian noise perturbation in the equation. The main result proves that the stochastic model is well-posed, the solution being in the class of path-wise continuous functions and satisfying some particular regularities with respect to the age and space. The approach is based on a rescaling transformation of the stochastic equation into a random deterministic time dependent hyperbolic-parabolic equation with local Lipschitz nonlinearities. The existence and uniqueness of a strong solution to the random deterministic equation is proved by combined semigroup, variational and approximation techniques. The information given by these results is transported back via the rescaling transformation towards the stochastic equation and enables the proof of its well-posedness.
      PubDate: 2018-07-25
      DOI: 10.1007/s00245-018-9507-8
       
  • Multi-point Gaussian States, Quadratic–Exponential Cost Functionals, and
           Large Deviations Estimates for Linear Quantum Stochastic Systems
    • Authors: Igor G. Vladimirov; Ian R. Petersen; Matthew R. James
      Abstract: This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a quadratic polynomial of the system variables over a bounded time interval. Such functionals are related to more conservative behaviour and robustness of systems with respect to statistical uncertainty, which makes the challenging problems of their computation and minimization practically important. To this end, we obtain an integro-differential equation for the time evolution of the quadratic–exponential functional, which is different from the original quantum risk-sensitive performance criterion employed previously for measurement-based quantum control and filtering problems. Using multi-point Gaussian quantum states for the past history of the system variables and their first four moments, we discuss a quartic approximation of the cost functional and its infinite-horizon asymptotic behaviour. The computation of the asymptotic growth rate of this approximation is reduced to solving two algebraic Lyapunov equations. Further approximations of the cost functional, based on higher-order cumulants and their growth rates, are applied to large deviations estimates in the form of upper bounds for tail distributions. We discuss an auxiliary classical Gaussian–Markov diffusion process in a complex Euclidean space which reproduces the quantum system variables at the level of covariances but has different fourth-order cumulants, thus showing that the risk-sensitive criteria are not reducible to quadratic–exponential moments of classical Gaussian processes. The results of the paper are illustrated by a numerical example and may find applications to coherent quantum risk-sensitive control problems, where the plant and controller form a fully quantum closed-loop system, and other settings with nonquadratic cost functionals.
      PubDate: 2018-07-24
      DOI: 10.1007/s00245-018-9512-y
       
  • Perspectives on Characteristics Based Curse-of-Dimensionality-Free
           Numerical Approaches for Solving Hamilton–Jacobi Equations
    • Authors: Ivan Yegorov; Peter M. Dower
      Abstract: This paper extends the considerations of the works (Darbon and Osher, Res Math Sci 3:19, 2016; Chow et al., 2017, arxiv.org/abs/1704.02524) regarding curse-of-dimensionality-free numerical approaches to solve certain types of Hamilton–Jacobi equations arising in optimal control problems, differential games and elsewhere. A rigorous formulation and justification for the extended Hopf–Lax formula of(Chow et al., 2017, arxiv.org/abs/1704.02524) is provided together with novel theoretical and practical discussions including useful recommendations. By using the method of characteristics, the solutions of some problem classes under convexity/concavity conditions on Hamiltonians (in particular, the solutions of Hamilton–Jacobi–Bellman equations in optimal control problems) are evaluated separately at different initial positions. This allows for the avoidance of the curse of dimensionality, as well as for choosing arbitrary computational regions. The corresponding feedback control strategies are obtained at selected positions without approximating the partial derivatives of the solutions. The results of numerical simulations demonstrate the high potential of the proposed techniques. It is also pointed out that, despite the indicated advantages, the related approaches still have a limited range of applicability, and their extensions to Hamilton–Jacobi–Isaacs equations in zero-sum two-player differential games are currently developed only for sufficiently narrow classes of control systems. These extensions require further investigation.
      PubDate: 2018-07-24
      DOI: 10.1007/s00245-018-9509-6
       
  • Parameter Estimation for Stochastic Partial Differential Equations of
           Second Order
    • Authors: Josef Janák
      Abstract: Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum contrast estimators are introduced. Strong consistency and asymptotic normality of estimators are proved. The results are applied to hyperbolic equations perturbed by Brownian noise.
      PubDate: 2018-07-13
      DOI: 10.1007/s00245-018-9506-9
       
  • General Stability and Exponential Growth for a Class of Semi-linear Wave
           Equations with Logarithmic Source and Memory Terms
    • Authors: Amir Peyravi
      Abstract: In this work we investigate asymptotic stability and instability at infinity of solutions to a logarithmic wave equation $$\begin{aligned} u_{tt}-\Delta u + u + (g\,*\, \Delta u)(t)+ h(u_{t})u_{t}+ u ^{2}u=u\log u ^{k}, \end{aligned}$$ in an open bounded domain \(\Omega \subseteq \mathbb {R}^3\) whith \(h(s)=k_{0}+k_{1} s ^{m-1}.\) We prove a general stability of solutions which improves and extends some previous studies such as the one by Hu et al. (Appl Math Optim, https://doi.org/10.1007/s00245-017-9423-3) in the case \(g=0\) and in presence of linear frictional damping \(u_{t}\) when the cubic term \( u ^2u\) is replaced with u. In the case \(k_{1}=0,\) we also prove that the solutions will grow up as an exponential function. Our result shows that the memory kernel g dose not need to satisfy some restrictive conditions to cause the unboundedness of solutions.
      PubDate: 2018-07-11
      DOI: 10.1007/s00245-018-9508-7
       
  • Weak Solutions to Unsteady and Steady Models of Conductive Magnetic Fluids
    • Authors: Kamel Hamdache; Djamila Hamroun
      Abstract: We study a nonlinear coupling system of partial differential equations describing the dynamic of a magnetic fluid with internal rotations. The present mathematical model generalizes those discussed previously in the literature since actually the fluid is electrically conducting inducing additional nonlinearities in the problem and the dynamics of the magnetic field is described by the quasi-static Maxwell equations instead of the usual magnetostatic ones. We prove existence of weak solutions with finite energy first for the unsteady problem then for the steady one.
      PubDate: 2018-06-14
      DOI: 10.1007/s00245-018-9505-x
       
 
 
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