Subjects -> MATHEMATICS (Total: 1100 journals)
    - APPLIED MATHEMATICS (88 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (812 journals)
    - MATHEMATICS (GENERAL) (43 journals)
    - NUMERICAL ANALYSIS (24 journals)

MATHEMATICS (812 journals)                  1 2 3 4 5 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 5)
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: 16)
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: 39)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 13)
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: 12)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 4)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 6)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 23)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 8)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 19)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 11)
Advances in Materials Science     Open Access   (Followers: 19)
Advances in Mathematical Physics     Open Access   (Followers: 8)
Advances in Mathematics     Full-text available via subscription   (Followers: 17)
Advances in Nonlinear Analysis     Open Access   (Followers: 1)
Advances in Numerical Analysis     Open Access   (Followers: 9)
Advances in Operations Research     Open Access   (Followers: 13)
Advances in Operator Theory     Hybrid Journal   (Followers: 4)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 10)
Advances in Pure Mathematics     Open Access   (Followers: 11)
Advances in Science and Research (ASR)     Open Access   (Followers: 9)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 9)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 7)
Afrika Matematika     Hybrid Journal   (Followers: 3)
Air, Soil & Water Research     Open Access   (Followers: 13)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 3)
AKSIOMATIK : Jurnal Penelitian Pendidikan dan Pembelajaran Matematika     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access   (Followers: 1)
Al-Qadisiyah Journal for Computer Science and Mathematics     Open Access   (Followers: 1)
AL-Rafidain Journal of Computer Sciences and Mathematics     Open Access   (Followers: 6)
Algebra and Logic     Hybrid Journal   (Followers: 7)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Open Access   (Followers: 5)
Algorithms     Open Access   (Followers: 12)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 10)
American Journal of Mathematical Analysis     Open Access   (Followers: 2)
American Journal of Mathematical and Management Sciences     Hybrid Journal   (Followers: 1)
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 8)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 11)
Anadol University Journal of Science and Technology B : Theoritical Sciences     Open Access  
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access  
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 6)
Analysis Mathematica     Full-text available via subscription  
Analysis. International mathematical journal of analysis and its applications     Hybrid Journal   (Followers: 5)
Anargya : Jurnal Ilmiah Pendidikan Matematika     Open Access   (Followers: 3)
Annales Mathematicae Silesianae     Open Access   (Followers: 2)
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales Universitatis Mariae Curie-Sklodowska, sectio A – 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: 4)
Annals of Data Science     Hybrid Journal   (Followers: 13)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 8)
Annals of Functional Analysis     Hybrid Journal   (Followers: 4)
Annals of Mathematics     Full-text available via subscription   (Followers: 3)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 14)
Annals of PDE     Hybrid Journal   (Followers: 1)
Annals of Pure and Applied Logic     Open Access   (Followers: 4)
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  
Annals of West University of Timisoara - Mathematics and Computer Science     Open Access   (Followers: 2)
Annuaire du Collège de France     Open Access   (Followers: 6)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 3)
Applications of Mathematics     Hybrid Journal   (Followers: 3)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 14)
Applied Mathematics     Open Access   (Followers: 4)
Applied Mathematics     Open Access   (Followers: 8)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 10)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal   (Followers: 1)
Applied Mathematics and Nonlinear Sciences     Open Access  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 4)
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: 6)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 4)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 3)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 6)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 6)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites     Open Access   (Followers: 24)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Research Journal of Mathematics     Open Access   (Followers: 1)
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 3)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 5)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 2)
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: 2)
Banach Journal of Mathematical Analysis     Hybrid Journal   (Followers: 2)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
Biomath     Open Access  
BIT Numerical Mathematics     Hybrid Journal   (Followers: 1)
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: 2)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 13)
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: 3)
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: 2)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the Iranian Mathematical Society     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Cadernos do IME : Série Matemática     Open Access   (Followers: 1)
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Mathematics / Journal canadien de mathématiques     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 22)
Canadian Mathematical Bulletin     Hybrid Journal  
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 3)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
Chaos, Solitons & Fractals : X     Open Access  
ChemSusChem     Hybrid Journal   (Followers: 8)
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  
Ciencia     Open Access   (Followers: 1)
Clean Air Journal     Full-text available via subscription   (Followers: 1)
CODEE Journal     Open Access   (Followers: 3)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 3)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Hybrid Journal   (Followers: 4)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 15)
Commentarii Mathematici Helvetici     Hybrid Journal  
Communications in Advanced Mathematical Sciences     Open Access  
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 4)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 4)
Complex Analysis and its Synergies     Open Access   (Followers: 3)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Composite Materials Series     Full-text available via subscription   (Followers: 9)
Compositio Mathematica     Full-text available via subscription  
Comptes Rendus Mathematique     Full-text available via subscription  
Computational and Applied Mathematics     Hybrid Journal   (Followers: 4)
Computational and Mathematical Methods     Hybrid Journal  
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: 9)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 9)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 11)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
Contributions to Discrete Mathematics     Open Access   (Followers: 2)
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: 8)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Daya Matematis : Jurnal Inovasi Pendidikan Matematika     Open Access   (Followers: 2)
Demographic Research     Open Access   (Followers: 15)
Demonstratio Mathematica     Open Access  

        1 2 3 4 5 | Last

Similar Journals
Journal Cover
Applied Mathematics & Optimization
Journal Prestige (SJR): 0.886
Citation Impact (citeScore): 1
Number of Followers: 10  
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1432-0606 - ISSN (Online) 0095-4616
Published by Springer-Verlag Homepage  [2626 journals]
  • Stochastic Navier–Stokes Equations on a Thin Spherical Domain
    • Abstract: Incompressible Navier–Stokes equations on a thin spherical domain \(Q_\varepsilon \) along with free boundary conditions under a random forcing are considered. The convergence of the martingale solution of these equations to the martingale solution of the stochastic Navier–Stokes equations on a sphere \(\mathbb {S}^2\) as the thickness converges to zero is established.
      PubDate: 2020-07-11
  • On Some Non-existence Results in a Semilinear Theory of the Dipolar
           Thermoelastic Bodies
    • Abstract: We consider a thermoelastic theory in which the equations that govern the evolution are linear with respect to the thermal displacement and nonlinear with regards to gradients of displacements and temperature. Our results refer to the non-existence of solutions for some mixed problems, considered in this context. We also address the instability of solutions of the considered problems. We will treat separately the case where the mechanical effects are neglected, taking into account only the thermal effect. In this case our problem has a nonlinear structure.
      PubDate: 2020-07-08
  • Optimal Scheduling of Critically Loaded Multiclass GI/M/n+M Queues in an
           Alternating Renewal Environment
    • Abstract: In this paper, we study optimal control problems for multiclass \(GI/M/n+M\) queues in an alternating renewal (up–down) random environment in the Halfin–Whitt regime. Assuming that the downtimes are asymptotically negligible and only the service processes are affected, we show that the limits of the diffusion-scaled state processes under non-anticipative, preemptive, work-conserving scheduling policies, are controlled jump diffusions driven by a compound Poisson jump process. We establish the asymptotic optimality of the infinite-horizon discounted and long-run average (ergodic) problems for the queueing dynamics. Since the process counting the number of customers in each class is not Markov, the usual martingale arguments for convergence of mean empirical measures cannot be applied. We surmount this obstacle by demonstrating the convergence of the generators of an augmented Markovian model which incorporates the age processes of the renewal interarrival times and downtimes. We also establish long-run average moment bounds of the diffusion-scaled queueing processes under some (modified) priority scheduling policies. This is accomplished via Foster–Lyapunov equations for the augmented Markovian model.
      PubDate: 2020-07-08
  • Existence of Solutions for a Class of Noncoercive
           Variational–Hemivariational Inequalities Arising in Contact Problems
    • Abstract: The primary objective is to investigate a class of noncoercive variational–hemivariational inequalities on a Banach space. We start with several new existence results for the abstract inequalities in which our approach is based on arguments of recession analysis and the theory of pseudomonotone operators. A nonsmooth elastic contact problem is considered as an illustrative application.
      PubDate: 2020-07-08
  • A Gradient Descent Perspective on Sinkhorn
    • Abstract: We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback–Leibler divergence). This viewpoint implies a new sublinear convergence rate with a robust constant.
      PubDate: 2020-07-01
  • A Fixed-Point Policy-Iteration-Type Algorithm for Symmetric Nonzero-Sum
           Stochastic Impulse Control Games
    • Abstract: Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has hindered their proliferation. Semi-analytical approaches make strong assumptions pertaining to very particular cases. To the author’s best knowledge, the only numerical method in the literature is the heuristic one we put forward in Aïd et al (ESAIM Proc Surv 65:27–45, 2019) to solve an underlying system of quasi-variational inequalities. Focusing on symmetric games, this paper presents a simpler, more precise and efficient fixed-point policy-iteration-type algorithm which removes the strong dependence on the initial guess and the relaxation scheme of the previous method. A rigorous convergence analysis is undertaken with natural assumptions on the players strategies, which admit graph-theoretic interpretations in the context of weakly chained diagonally dominant matrices. A novel provably convergent single-player impulse control solver is also provided. The main algorithm is used to compute with high precision equilibrium payoffs and Nash equilibria of otherwise very challenging problems, and even some which go beyond the scope of the currently available theory.
      PubDate: 2020-06-24
  • Barycenters in the Hellinger–Kantorovich Space
    • Abstract: Recently, Liero, Mielke and Savaré introduced the Hellinger–Kantorovich distance on the space of nonnegative Radon measures of a metric space X. We prove that Hellinger–Kantorovich barycenters always exist for a class of metric spaces containing of compact spaces and Polish \(\mathrm{CAT}(1)\) spaces; and if we assume further some conditions on the data, such barycenters are unique. We also introduce homogeneous multimarginal problems and illustrate some relations between their solutions and Hellinger–Kantorovich barycenters. Our results are analogous to the work of Agueh and Carlier for Wasserstein barycenters.
      PubDate: 2020-06-24
  • Cahn–Hilliard Models for Glial Cells
    • Abstract: Our aim in this paper is to study a Cahn–Hilliard model with a symport term. This equation is proposed to model some energy mechanisms (e.g., lactate) in glial cells. The main difficulty is to prove the existence of a biologically relevant solution. This is achieved by considering a modified equation and taking a logarithmic nonlinear term. A second difficulty is to prove additional regularity on the solutions which is essential to prove a strict separation from the pure states 0 and 1 in one and two space dimensions. We also consider a second model, based on the Cahn–Hilliard–Oono equation.
      PubDate: 2020-06-23
  • Error Estimates for Optimal Control Problems Involving the Stokes System
           and Dirac Measures
    • Abstract: The aim of this work is to derive a priori error estimates for finite element discretizations of control–constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of a cost functional that involves point evaluations of the velocity field that solves the state equations. This leads to an adjoint problem with a linear combination of Dirac measures as a forcing term and whose solution exhibits reduced regularity properties. The second problem involves a control variable that corresponds to the amplitude of forces modeled as point sources. This leads to a solution of the state equations with reduced regularity properties. For each problem, we propose a finite element solution technique and derive a priori error estimates. Finally, we present numerical experiments, in two and three dimensions, that illustrate our theoretical developments.
      PubDate: 2020-06-19
  • An Extension of the Second Order Dynamical System that Models Nesterov’s
           Convex Gradient Method
    • Abstract: In this paper we deal with a general second order continuous dynamical system associated to a convex minimization problem with a Fréchet differentiable objective function. We show that inertial algorithms, such as Nesterov’s algorithm, can be obtained via the natural explicit discretization from our dynamical system. Our dynamical system can be viewed as a perturbed version of the heavy ball method with vanishing damping, however the perturbation is made in the argument of the gradient of the objective function. This perturbation seems to have a smoothing effect for the energy error and eliminates the oscillations obtained for this error in the case of the heavy ball method with vanishing damping, as some numerical experiments show. We prove that the value of the objective function in a generated trajectory converges in order \(\mathcal {O}(1/t^2)\) to the global minimum of the objective function. Moreover, we obtain that a trajectory generated by the dynamical system converges to a minimum point of the objective function.
      PubDate: 2020-06-08
  • Lord–Shulman Thermoelasticity with Microtemperatures
    • Abstract: In this paper we consider the Lord–Shulman thermoelastic theory with porosity and microtemperatures. The new aspect we propose here is to introduce a relaxation parameter in the microtemperatures. Then we obtain an existence theorem for the solutions. In the case that a certain symmetry is satisfied by the constitutive tensors, we prove that the semigroup is dissipative. In fact, an exponential decay of solutions can be shown for the one-dimensional case. In the last section, we restrict our attention to the case where we have an isotropic and homogeneous material without porosity effects and assuming that two of the constitutive parameters have the same sign. We see that the semigroup is dissipative.
      PubDate: 2020-06-06
  • Lipschitz Continuity of Convex Functions
    • Abstract: We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection of the subdifferential mapping and the intersections of the subdifferential mapping and the normal cone operator to the domain of the given function. Moreover, we also point out that the Lipschitz continuity of the given function on an open and bounded (not necessarily convex) set can be characterized via the existence of a bounded selection of the subdifferential mapping on the boundary of the given set and as a consequence it is equivalent to the local Lipschitz continuity at every point on the boundary of that set. Our results are applied to extend a Lipschitz and convex function to the whole space and to study the Lipschitz continuity of its Moreau envelope functions.
      PubDate: 2020-06-02
  • Optimal Control of a Vlasov–Poisson Plasma by Fixed Magnetic Field
    • Abstract: We consider the Vlasov–Poisson system that is equipped with an external magnetic field to describe the time evolution of the distribution function of a plasma. An optimal control problem where the external magnetic field is the control itself has already been investigated by Knopf (Calc Var 57:134, 2018). However, in real technical applications it will not be possible to choose the control field in such a general fashion as it will be induced by fixed field coils. In this paper we will use the fundamentals that were established by Knopf (Calc Var 57:134, 2018) to analyze an optimal control problem where the magnetic field is a superposition of the fields that are generated by N fixed magnetic field coils. Thereby, the aim is to control the plasma in such a way that its distribution function matches a desired distribution function at some certain final time T as closely as possible. This problem will be analyzed with respect to the following topics: existence of a globally optimal solution, necessary conditions of first order for local optimality, derivation of an optimality system, sufficient conditions of second order for local optimality and uniqueness of the optimal control under certain conditions.
      PubDate: 2020-06-01
  • Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse
    • Abstract: This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions (c and \(\chi \) not decreasing in time). We use the dynamic programming principle and viscosity solutions approach to show existence and uniqueness of a solution for the Hamilton–Jacobi–Bellman–Isaacs (HJBI) partial differential equation (PDE) of the game. We prove that the upper and lower value functions coincide.
      PubDate: 2020-06-01
  • Rank Theorem in Infinite Dimension and Lagrange Multipliers
    • Abstract: We use an extension to the infinite dimension of the rank theorem of the differential calculus to establish a Lagrange theorem for optimization problems in Banach spaces. We provide an application to variational problems on a space of bounded sequences under equality constraints.
      PubDate: 2020-06-01
  • Feedback Optimal Controllers for the Heston Model
    • Abstract: We prove the existence of an optimal feedback controller for a stochastic optimization problem constituted by a variation of the Heston model, where a stochastic input process is added in order to minimize a given performance criterion. The stochastic feedback controller is found by solving a nonlinear backward parabolic equation for which one proves the existence and uniqueness of a martingale solution.
      PubDate: 2020-06-01
  • On Quasi-stationary Mean Field Games Models
    • Abstract: We explore a mechanism of decision-making in mean field games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the players observe the evolution of the system and adapt to their new environment without anticipating. With a specific cost structures, these models give rise to coupled systems of partial differential equations of quasi-stationary nature. We provide sufficient conditions for the existence and uniqueness of classical solutions for these systems, and give a rigorous derivation of these systems from N-players stochastic differential games models. Finally, we show that the population can self-organize and converge exponentially fast to the ergodic mean field games equilibrium, if the initial distribution is sufficiently close to it and the Hamiltonian is quadratic.
      PubDate: 2020-06-01
  • Optimal Distributed Control of Two-Dimensional Nonlocal
           Cahn–Hilliard–Navier–Stokes Systems with Degenerate Mobility and
           Singular Potential
    • Abstract: In this paper, we consider a two-dimensional diffuse interface model for the phase separation of an incompressible and isothermal binary fluid mixture with matched densities. This model consists of the Navier–Stokes equations, nonlinearly coupled with a convective nonlocal Cahn–Hilliard equation. The system rules the evolution of the (volume-averaged) velocity \(\varvec{u}\) of the mixture and the (relative) concentration difference \(\varphi \) of the two phases. The aim of this work is to study an optimal control problem for such a system, the control being a time-dependent external force \(\varvec{v}\) acting on the fluid. We first prove the existence of an optimal control for a given tracking type cost functional. Then we study the differentiability properties of the control-to-state map \(\varvec{v}\mapsto [\varvec{u},\varphi ]\), and we establish first-order necessary optimality conditions. These results generalize the ones obtained by the first and the third authors jointly with Rocca (SIAM J Control Optim 54:221–250, 2016). There the authors assumed a constant mobility and a regular potential with polynomially controlled growth. Here, we analyze the physically more relevant case of a degenerate mobility and a singular (e.g., logarithmic) potential. This is made possible by the existence of a unique strong solution which was recently proved by the authors and Gal (WIAS preprint series No. 2309, Berlin, 2016).
      PubDate: 2020-06-01
  • On Cross-Diffusion Systems for Two Populations Subject to a Common
           Congestion Effect
    • Abstract: In this paper, we investigate the existence of solution for systems of Fokker–Planck equations coupled through a common nonlinear congestion. Two different kinds of congestion are considered: a porous media congestion or soft congestion and the hard congestion given by the constraint \(\rho _1+\rho _2 \leqslant 1\). We show that these systems can be seen as gradient flows in a Wasserstein product space and then we obtain a constructive method to prove the existence of solutions. Therefore it is natural to apply it for numerical purposes and some numerical simulations are included.
      PubDate: 2020-06-01
  • Nonlinear, Nonhomogeneous Robin Problems with Indefinite Potential and
           General Reaction
    • Abstract: We consider a nonlinear elliptic equation driven by a nonhomogeneous differential operator plus an indefinite potential. On the reaction term we impose conditions only near zero. Using variational methods, together with truncation and perturbation techniques and critical groups, we produce three nontrivial solutions with sign information. In the semilinear case we improve this result by obtaining a second nodal solution for a total of four nontrivial solutions. Finally, under a symmetry condition on the reaction term, we generate a whole sequence of distinct nodal solutions.
      PubDate: 2020-06-01
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