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MATHEMATICS (656 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: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 8)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 16)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 4)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 22)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
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: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 8)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
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: 15)
Advances in Decision Sciences     Open Access   (Followers: 5)
Advances in Difference Equations     Open Access   (Followers: 1)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 10)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 16)
Advances in Mathematical Physics     Open Access   (Followers: 5)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 4)
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: 8)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 4)
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 Biostatistics     Open Access   (Followers: 9)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 4)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 7)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 3)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 9)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 6)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
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)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 4)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 1)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     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: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 2)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access  
Baltic International Yearbook of Cognition, Logic and Communication     Open Access  
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 1)
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: 8)
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 the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
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: 20)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal  
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: 2)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 3)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 13)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 1)
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: 9)
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: 4)
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: 5)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 14)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
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: 28)
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: 2)
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
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: 3)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  
Ensino da Matemática em Debate     Open Access  
Entropy     Open Access   (Followers: 5)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 5)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)
European Scientific Journal     Open Access   (Followers: 2)
Experimental Mathematics     Hybrid Journal   (Followers: 4)
Expositiones Mathematicae     Hybrid Journal   (Followers: 2)
Facta Universitatis, Series : Mathematics and Informatics     Open Access  
Fasciculi Mathematici     Open Access  
Finite Fields and Their Applications     Full-text available via subscription   (Followers: 4)
Fixed Point Theory and Applications     Open Access   (Followers: 1)

        1 2 3 4 | Last

Journal Cover Applied Mathematics & Optimization
  [SJR: 0.955]   [H-I: 33]   [4 followers]  Follow
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1432-0606 - ISSN (Online) 0095-4616
   Published by Springer-Verlag Homepage  [2352 journals]
  • Sensitivity Analysis for Shape Optimization of a Focusing Acoustic Lens in
    • Authors: Vanja Nikolić; Barbara Kaltenbacher
      Pages: 261 - 301
      Abstract: Abstract We are interested in shape sensitivity analysis for an optimization problem arising in medical applications of high intensity focused ultrasound. The goal is to find the optimal shape of a focusing acoustic lens so that the desired acoustic pressure at a kidney stone is achieved. Coupling of the silicone acoustic lens and nonlinearly acoustic fluid region is modeled by the Westervelt equation with nonlinear strong damping and piecewise constant coefficients. We follow the variational approach to calculating the shape derivative of the cost functional which does not require computing the shape derivative of the state variable; however assumptions of certain spatial regularity of the primal and the adjoint state are needed to obtain the derivative, in particular for its strong form according to the Delfour–Hadamard–Zolésio structure theorem.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9340-x
      Issue No: Vol. 76, No. 2 (2017)
  • Value Function Regularity in Option Pricing Problems Under a Pure Jump
    • Authors: Junjun Kang; Yanbin Tang
      Pages: 303 - 321
      Abstract: Abstract In this paper, we consider an option pricing problem in a pure jump model where the process X(t) models the logarithm of the stock price. By the Schauder fixed point theorem, we show the existence and uniqueness of the solutions in H \(\ddot{o}\) lder spaces for the European and American option pricing problems respectively. Due to the estimates of fractional heat kernel, we give the regularity of the value functions \(u_{E}(t,x)\) and \(u_{A}(t,x)\) of the European option and the American option respectively.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9350-8
      Issue No: Vol. 76, No. 2 (2017)
  • Optimal Control with State Constraint and Non-concave Dynamics: A Model
           Arising in Economic Growth
    • Authors: Paolo Acquistapace; Francesco Bartaloni
      Pages: 323 - 373
      Abstract: Abstract We consider an optimal control problem arising in the context of economic theory of growth, on the lines of the works by Skiba and Askenazy–Le Van. The framework of the model is intertemporal infinite horizon utility maximization. The dynamics involves a state variable representing total endowment of the social planner or average capital of the representative dynasty. From the mathematical viewpoint, the main features of the model are the following: (i) the dynamics is an increasing, unbounded and not globally concave function of the state; (ii) the state variable is subject to a static constraint; (iii) the admissible controls are merely locally integrable in the right half-line. Such assumptions seem to be weaker than those appearing in most of the existing literature. We give a direct proof of the existence of an optimal control for any initial capital \(k_{0}\ge 0\) and we carry on a qualitative study of the value function; moreover, using dynamic programming methods, we show that the value function is a continuous viscosity solution of the associated Hamilton–Jacobi–Bellman equation.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9353-5
      Issue No: Vol. 76, No. 2 (2017)
  • Hyperbolic Equations with Mixed Boundary Conditions: Shape
           Differentiability Analysis
    • Authors: Lorena Bociu; Jean-Paul Zolésio
      Pages: 375 - 398
      Abstract: Abstract We consider the wave equation with Dirichlet–Neumann boundary conditions on a family of perturbed domains \(\Omega _s\) . We discuss the shape differentiability analysis associated with the above mentioned problem, namely the existence of strong material and shape derivatives of the solution, and the rendering of the new wave problem whose solution is given by the shape derivative. The study shows that the Neumann boundary conditions completely change the focus and strategy involved in the shape differentiability analysis, in comparison to the case of the wave equation with purely Dirichlet boundary conditions. In this paper we show that for the existence of weak material derivative, the classical sensitivity analysis of the state can be bypassed by using parameter differentiability of a functional expressed in the form of Min–Max of a convex–concave Lagrangian with saddle point. Then we analyze the strong material derivative via a brute force estimate on the differential quotient, using known regularity results on the solution of the wave problem.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9354-4
      Issue No: Vol. 76, No. 2 (2017)
  • Bang–Bang Property for Time Optimal Control of the Korteweg-de
           Vries-Burgers Equation
    • Authors: Mo Chen
      Pages: 399 - 414
      Abstract: Abstract In this paper, we obtain the existence of time optimal control of the Korteweg-de Vries-Burgers equation in a bounded domain with control acting locally in a subset. Moreover, we prove that any time optimal control satisfies the bang–bang property.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9355-3
      Issue No: Vol. 76, No. 2 (2017)
  • Controlling the Occupation Time of an Exponential Martingale
    • Authors: Stefan Ankirchner; Christophette Blanchet-Scalliet; Monique Jeanblanc
      Pages: 415 - 428
      Abstract: Abstract We consider the problem of maximizing the expected amount of time an exponential martingale spends above a constant threshold up to a finite time horizon. We assume that at any time the volatility of the martingale can be chosen to take any value between \(\sigma _1\) and \(\sigma _2\) , where \(0 < \sigma _1 < \sigma _2\) . The optimal control consists in choosing the minimal volatility \(\sigma _1\) when the process is above the threshold, and the maximal volatility if it is below. We give a rigorous proof using classical verification and provide integral formulas for the maximal expected occupation time above the threshold.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9356-2
      Issue No: Vol. 76, No. 2 (2017)
  • Well-posedness of Mindlin–Timoshenko Plate with Nonlinear Boundary
           Damping and Sources
    • Authors: Pei Pei; Mohammad A. Rammaha; Daniel Toundykov
      Pages: 429 - 464
      Abstract: Abstract This study addresses well-posedness of a Mindlin–Timoshenko (MT) plate model that incorporates nonlinear viscous damping and nonlinear source term in Neumann boundary conditions. The main results verify local and global existence of solutions as well as their continuous dependence on the initial data in appropriate function spaces. Along with (Pei et al. in J Math Anal Appl 418(2):535–568, 2014, in Nonlinear Anal 105:62–85, 2014) this work completes the fundamental well-posedness theory for MT plates under the interplay of damping and source terms acting either in the interior or on the boundary of the plate.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9357-1
      Issue No: Vol. 76, No. 2 (2017)
  • Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR
           Problems with Unknown Mean and Variance
    • Authors: Jia Liu; Zhiping Chen; Abdel Lisser; Zhujia Xu
      Abstract: Abstract In this paper, we consider both one-period and multi-period distributionally robust mean-CVaR portfolio selection problems. We adopt an uncertainty set which considers the uncertainties in terms of both the distribution and the first two order moments. We use the parametric method and the dynamic programming technique to come up with the closed-form optimal solutions for both the one-period and the multi-period robust portfolio selection problems. Finally, we show that our approaches are efficient when compared with both normal based portfolio selection models, and robust approaches based on known moments.
      PubDate: 2017-10-13
      DOI: 10.1007/s00245-017-9452-y
  • Sliding Mode Control for a Phase Field System Related to Tumor Growth
    • Authors: Pierluigi Colli; Gianni Gilardi; Gabriela Marinoschi; Elisabetta Rocca
      Abstract: Abstract In the present contribution we study the sliding mode control (SMC) problem for a diffuse interface tumor growth model coupling a viscous Cahn–Hilliard type equation for the phase variable with a reaction–diffusion equation for the nutrient. First, we prove the well-posedness and some regularity results for the state system modified by the state-feedback control law. Then, we show that the chosen SMC law forces the system to reach within finite time the sliding manifold (that we chose in order that the tumor phase remains constant in time). The feedback control law is added in the Cahn–Hilliard type equation and leads the phase onto a prescribed target  \(\varphi ^*\) in finite time.
      PubDate: 2017-10-11
      DOI: 10.1007/s00245-017-9451-z
  • Optimal Control of a Class of Variational–Hemivariational Inequalities
           in Reflexive Banach Spaces
    • Authors: Mircea Sofonea
      Abstract: Abstract The present paper represents a continuation of Migórski et al. (J Elast 127:151–178, 2017). There, the analysis of a new class of elliptic variational–hemivariational inequalities in reflexive Banach spaces, including existence and convergence results, was provided. An inequality in the class is governed by a nonlinear operator, a convex set of constraints and two nondifferentiable functionals, among which at least one is convex. In the current paper we complete this study with new results, including a convergence result with respect the set of constraints. Then we formulate two optimal control problems for which we prove the existence of optimal pairs, together with some convergence results. Finally, we exemplify our results in the study of a one-dimensional mathematical model which describes the equilibrium of an elastic rod in unilateral contact with a foundation, under the action of a body force.
      PubDate: 2017-09-22
      DOI: 10.1007/s00245-017-9450-0
  • A Class of Solvable Multiple Entry Problems with Forced Exits
    • Authors: Jukka Lempa
      Abstract: Abstract We study an optimal investment problem with multiple entries and forced exits. A closed form solution of the optimisation problem is presented for general underlying diffusion dynamics and a general running payoff function in the case when forced exits occur on the jump times of a Poisson process. Furthermore, we allow the investment opportunity to be subject to the risk of a catastrophe that can occur at the jumps of the Poisson process. More precisely, we attach IID Bernoulli trials to the jump times and if the trial fails, no further re-entries are allowed. Interestingly, we find in the general case that the optimal investment threshold is independent of the success probability is the Bernoulli trials. The results are illustrated with explicit examples.
      PubDate: 2017-09-20
      DOI: 10.1007/s00245-017-9449-6
  • Blow-Up Phenomena for Gradient Flows of Discrete Homogeneous Functionals
    • Authors: Vincent Calvez; Thomas O. Gallouët
      Abstract: Abstract We investigate gradient flows of some homogeneous functionals in \(\mathbb R^N\) , arising in the Lagrangian approximation of systems of self-interacting and diffusing particles. We focus on the case of negative homogeneity. In the case of strong self-interaction (super critical case), the functional possesses a cone of negative energy. It is immediate to see that solutions with negative energy at some time become singular in finite time, meaning that a subset of particles concentrate at a single point. Here, we establish that all solutions become singular in finite time, in the super critical case, for the class of functionals under consideration. The paper is completed with numerical simulations illustrating the striking non linear dynamics when initial data have positive energy.
      PubDate: 2017-09-12
      DOI: 10.1007/s00245-017-9443-z
  • Ergodic Control for Lévy-Driven Linear Stochastic Equations in
           Hilbert Spaces
    • Authors: K. Kadlec; B. Maslowski
      Abstract: In this paper, controlled linear stochastic evolution equations driven by square integrable Lévy processes are studied in the Hilbert space setting. The control operator may be unbounded which makes the results obtained in the abstract setting applicable to parabolic SPDEs with boundary or point control. The first part contains some preliminary technical results, notably a version of Itô formula which is applicable to weak/mild solutions of controlled equations. In the second part, the ergodic control problem is solved: The feedback form of the optimal control and the formula for the optimal cost are found. As examples, various parabolic type controlled SPDEs are studied.
      PubDate: 2017-09-11
      DOI: 10.1007/s00245-017-9447-8
  • Ergodic Maximum Principle for Stochastic Systems
    • Authors: Carlo Orrieri; Gianmario Tessitore; Petr Veverka
      Abstract: Abstract We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we employ is mainly built on duality techniques. We are able to construct a dual process for all positive times via the analysis of a suitable class of perturbed linearized forward equations. We show that such a process is the unique bounded solution to a backward SDE on infinite horizon from which we can write a version of the SMP.
      PubDate: 2017-09-06
      DOI: 10.1007/s00245-017-9448-7
  • Erratum to: A Verification Theorem for Optimal Stopping Problems with
           Expectation Constraints
    • Authors: Stefan Ankirchner; Maike Klein; Thomas Kruse
      PubDate: 2017-09-05
      DOI: 10.1007/s00245-017-9444-y
  • A Stochastic Control Verification Theorem for the Dequantized Schrödinger
           Equation Not Requiring a Duration Restriction
    • Authors: William M. McEneaney
      Abstract: Abstract A stochastic control representation for solution of the Schrödinger equation is obtained, utilizing complex-valued diffusion processes. The Maslov dequantization is employed, where the domain is complex-valued in the space variable. The notion of stationarity is utilized to relate the Hamilton–Jacobi form of the dequantized Schrödinger equation to its stochastic control representation. Convexity is not required, and consequently, there is no restriction on the duration of the problem. Additionally, existence is reduced to a real-valued domain case.
      PubDate: 2017-08-29
      DOI: 10.1007/s00245-017-9442-0
  • A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and
           Unrestricted Cost Functions
    • Authors: Parsiad Azimzadeh
      Abstract: Abstract We study a zero-sum stochastic differential game (SDG) in which one controller plays an impulse control while their opponent plays a stochastic control. We consider an asymmetric setting in which the impulse player commits to, at the start of the game, performing less than q impulses (q can be chosen arbitrarily large). In order to obtain the uniform continuity of the value functions, previous works involving SDGs with impulses assume the cost of an impulse to be decreasing in time. Our work avoids such restrictions by requiring impulses to occur at rational times. We establish that the resulting game admits a value, and in turn, the existence and uniqueness of viscosity solutions to an associated Hamilton-Jacobi-Bellman-Isaacs quasi-variational inequality.
      PubDate: 2017-08-29
      DOI: 10.1007/s00245-017-9445-x
  • An Existence Result for Discontinuous Second-Order Nonconvex
           State-Dependent Sweeping Processes
    • Authors: S. Adly; F. Nacry
      Abstract: Abstract In this paper, we study the existence of solutions for a time and state-dependent discontinuous nonconvex second order sweeping process with a multivalued perturbation. The moving set is assumed to be prox-regular, relatively ball-compact with a bounded variation. The perturbation of the normal cone is a scalarly upper semicontinuous convex valued multimapping satisfying a linear growth condition possibly time-dependent. As an application of the theoretical results, we investigate the theory of evolution quasi-variational inequalities.
      PubDate: 2017-08-22
      DOI: 10.1007/s00245-017-9446-9
  • Time Optimal Control of the Unsteady 3D Navier–Stokes–Voigt
    • Authors: Cung The Anh; Tran Minh Nguyet
      Abstract: Abstract We consider an optimal control problem for the 3D Navier–Stokes–Voigt equations in bounded domains, where the time needed to reach a desired state plays an essential role. We first prove the existence of optimal solutions, and then establish the first-order necessary optimality conditions and the second-order sufficient optimality conditions.
      PubDate: 2017-08-02
      DOI: 10.1007/s00245-017-9441-1
  • Editorial: Second Issue on Mean Field Games
    • Authors: Alain Bensoussan; François Delarue
      PubDate: 2017-06-29
      DOI: 10.1007/s00245-017-9436-y
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Heriot-Watt University
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