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  Subjects -> MATHEMATICS (Total: 889 journals)
    - APPLIED MATHEMATICS (73 journals)
    - GEOMETRY AND TOPOLOGY (20 journals)
    - MATHEMATICS (659 journals)
    - MATHEMATICS (GENERAL) (42 journals)
    - NUMERICAL ANALYSIS (19 journals)
    - PROBABILITIES AND MATH STATISTICS (76 journals)

MATHEMATICS (659 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: 25)
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: 6)
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: 2)
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: 9)
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: 11)
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: 7)
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: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 9)
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)
Eco Matemático     Open Access  
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)

        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]
  • Optimal Control of High-Order Elliptic Obstacle Problem
    • Authors: Radouen Ghanem; Ibtissam Nouri
      Pages: 465 - 500
      Abstract: We consider an optimal control problem for the obstacle problem with an elliptic polyharmonic obstacle problem of order 2m, where the obstacle function is assumed to be the control. We use a Moreau–Yosida approximate technique to introduce a family of problems governed by variational equations. Then, we prove optimal solutions existence and give an approximate optimality system and convergence results by passing to the limit in this system.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9358-0
      Issue No: Vol. 76, No. 3 (2017)
       
  • Building Up an Illiquid Stock Position Subject to Expected Fund
           Availability: Optimal Controls and Numerical Methods
    • Authors: Xianggang Lu; George Yin; Qing Zhang; Caojin Zhang; Xianping Guo
      Pages: 501 - 533
      Abstract: This paper is concerned with modeling, analysis, and numerical methods for stochastic optimal control of an illiquid stock position build-up. The stock price model is based on a geometric Brownian motion formulation, in which the drift is allowed to be purchase-rate dependent to capture the “price impact” of heavy share accumulation over time. The expected fund (or capital) availability has an upper bound. A Lagrange multiplier method is used to treat the constrained control problem. The stochastic control problem is analyzed and a verification theorem is developed. Although optimality is proved, a closed-form solution is virtually impossible to obtain. As a viable alternative, approximation schemes are developed, which consist of inner and outer approximations. The inner approximation is a numerical procedure for obtaining optimal strategies based on a fixed parameter of the Lagrange multiplier. The outer approximation is a stochastic approximation algorithm for obtaining the optimal Lagrange multiplier. Convergence analysis is provided for both the inner and outer approximations. Finally, numerical examples are provided to illustrate our results.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9359-z
      Issue No: Vol. 76, No. 3 (2017)
       
  • On the Local Existence and Uniqueness for the 3D Euler Equation with a
           Free Interface
    • Authors: Igor Kukavica; Amjad Tuffaha; Vlad Vicol
      Pages: 535 - 563
      Abstract: We address the local existence and uniqueness of solutions for the 3D Euler equations with a free interface. We prove the local well-posedness in the rotational case when the initial datum \(u_0\) satisfies \(u_0\in H^{2.5+\delta }\) and , where \(\delta >0\) is arbitrarily small, under the Taylor condition on the pressure.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9360-6
      Issue No: Vol. 76, No. 3 (2017)
       
  • An Iterated Projection Approach to Variational Problems Under Generalized
           Convexity Constraints
    • Authors: Guillaume Carlier; Xavier Dupuis
      Pages: 565 - 592
      Abstract: The principal-agent problem in economics leads to variational problems subject to global constraints of b-convexity on the admissible functions, capturing the so-called incentive-compatibility constraints. Typical examples are minimization problems subject to a convexity constraint. In a recent pathbreaking article, Figalli et al. (J Econ Theory 146(2):454–478, 2011) identified conditions which ensure convexity of the principal-agent problem and thus raised hope on the development of numerical methods. We consider special instances of projections problems over b-convex functions and show how they can be solved numerically using Dykstra’s iterated projection algorithm to handle the b-convexity constraint in the framework of (Figalli et al. in J Econ Theory 146(2):454–478, 2011). Our method also turns out to be simple for convex envelope computations.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9361-5
      Issue No: Vol. 76, No. 3 (2017)
       
  • Completely Mixed Strategies for Two Structured Classes of Semi-Markov
           Games, Principal Pivot Transform and Its Generalizations
    • Authors: P. Mondal; S. K. Neogy; S. Sinha; D. Ghorui
      Pages: 593 - 619
      Abstract: In this article, we revisit the applications of principal pivot transform and its generalization for a rectangular matrix (in the context of vertical linear complementarity problem) to solve some structured classes of zero-sum two-person discounted semi-Markov games with finitely many states and actions. The single controller semi-Markov games have been formulated as a linear complementarity problem and solved using a stepwise principal pivoting algorithm. We provide a sufficient condition for such games to be completely mixed. The concept of switching controller semi-Markov games is introduced and we prove the ordered field property and the existence of stationary optimal strategies for such games. Moreover, such games are formulated as a vertical linear complementarity problem and have been solved using a stepwise generalized principal pivoting algorithm. Sufficient conditions are also given for such games to be completely mixed. For both these classes of games, some properties analogous to completely mixed matrix games, are established.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9362-4
      Issue No: Vol. 76, No. 3 (2017)
       
  • Noncoercive Resonant ( p , 2)-Equations
    • Authors: Nikolaos S. Papageorgiou; Vicenţiu D. Rădulescu
      Pages: 621 - 639
      Abstract: We consider a nonlinear Dirichlet problem driven by the sum of p-Laplacian and a Laplacian (a (p, 2)-equation) which is resonant at \(\pm \infty \) with respect to the principal eigenvalue \(\hat{\lambda }_1(p)\) of \((-\Delta _p,W^{1,p}_{0}(\Omega ))\) and resonant at zero with respect to any nonprincipal eigenvalue of \((-\Delta ,H^1_0(\Omega ))\) . At \(\pm \infty \) the resonance occurs from the right of \(\hat{\lambda }_1(p)\) and so the energy functional of the problem is indefinite. Using critical groups, we show that the problem has at least one nontrivial smooth solution. The result complements the recent work of Papageorgiou and Rădulescu (Appl Math Optim 69:393–430, 2014), where resonant (p, 2)-equations were examined with the resonance occurring from the left of \(\hat{\lambda }_1(p)\) (coercive problem).
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9363-3
      Issue No: Vol. 76, No. 3 (2017)
       
  • On the Moore–Gibson–Thompson Equation and Its Relation to
           Linear Viscoelasticity
    • Authors: Filippo Dell’Oro; Vittorino Pata
      Pages: 641 - 655
      Abstract: We discuss the parallel between the third-order Moore–Gibson–Thompson equation $$\begin{aligned} {\partial _{ttt}} u + \alpha {\partial _{tt}}u-\beta \Delta {\partial _t} u - \gamma \Delta u =0 \end{aligned}$$ depending on the parameters \(\alpha ,\beta ,\gamma >0,\) and the equation of linear viscoelasticity $$\begin{aligned} \partial _{tt}u(t) - \kappa (0)\Delta u(t) - \int _{0}^\infty \kappa ^{\prime }(s)\Delta u(t-s)\,\mathrm{d}s=0 \end{aligned}$$ for the particular choice of the exponential kernel $$\begin{aligned} \kappa (s) = a \mathrm{e}^{-b s} + c \end{aligned}$$ with \(a,b,c>0\) . In particular, the latter model is shown to exhibit a preservation of regularity for a certain class of initial data, which is unexpected in presence of a general memory kernel \(\kappa \) .
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9365-1
      Issue No: Vol. 76, No. 3 (2017)
       
  • Sensitivity Analysis for Shape Optimization of a Focusing Acoustic Lens in
           Lithotripsy
    • Authors: Vanja Nikolić; Barbara Kaltenbacher
      Pages: 261 - 301
      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
           Model
    • Authors: Junjun Kang; Yanbin Tang
      Pages: 303 - 321
      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: 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)
       
  • Bang–Bang Property for Time Optimal Control of the Korteweg-de
           Vries-Burgers Equation
    • Authors: Mo Chen
      Pages: 399 - 414
      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)
       
  • Well-posedness of Mindlin–Timoshenko Plate with Nonlinear Boundary
           Damping and Sources
    • Authors: Pei Pei; Mohammad A. Rammaha; Daniel Toundykov
      Pages: 429 - 464
      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)
       
  • Sensitivity of the Compliance and of the Wasserstein Distance with Respect
           to a Varying Source
    • Authors: Guy Bouchitté; Ilaria Fragalà; Ilaria Lucardesi
      Abstract: We show that the compliance functional in elasticity is differentiable with respect to horizontal variations of the load term, when the latter is given by a possibly concentrated measure; moreover, we provide an integral representation formula for the derivative as a linear functional of the deformation vector field. The result holds true as well for the p-compliance in the scalar case of conductivity. Then we study the limit problem as \(p \rightarrow + \infty \) , which corresponds to differentiate the Wasserstein distance in optimal mass transportation with respect to horizontal perturbations of the two marginals. Also in this case, we obtain an existence result for the derivative, and we show that it is found by solving a minimization problem over the family of all optimal transport plans. When the latter contains only one element, we prove that the derivative of the p-compliance converges to the derivative of the Wasserstein distance in the limit as \(p \rightarrow + \infty \) .
      PubDate: 2017-11-11
      DOI: 10.1007/s00245-017-9455-8
       
  • Infinitely Many Solutions for Critical Degenerate Kirchhoff Type Equations
           Involving the Fractional p –Laplacian
    • Authors: Zhang Binlin; Alessio Fiscella; Sihua Liang
      Abstract: In this paper we study a class of critical Kirchhoff type equations involving the fractional p–Laplacian operator, that is $$\begin{aligned} \begin{array}{ll} \displaystyle M\left( \iint _{{\mathbb {R}}^{2N}}\frac{ u(x)-u(y) ^p}{ x-y ^{N+ps}}dxdy\right) (-\Delta )_p^{s} u {=} \lambda w(x) u ^{q-2}u + u ^{ p_s^{*}-2 }u,\quad x\in {\mathbb {R}}^N, \end{array} \end{aligned}$$ where \((-\,\Delta )^s_p\) is the fractional p–Laplacian operator with \(0<s<1<p<\infty \) , dimension \(N>ps\) , \(1<q<p^{*}_{s}\) , \(p^{*}_s\) is the critical exponent of the fractional Sobolev space \(W^{s,p}({\mathbb {R}}^N)\) , \(\lambda \) is a positive parameter, M is a non-negative function while w is a positive weight. By exploiting Kajikiya’s new version of the symmetric mountain pass lemma, we establish the existence of infinitely many solutions which tend to zero under a suitable value of \(\lambda \) . The main feature and difficulty of our equations is the fact that the Kirchhoff term M is zero at zero, that is the equation is degenerate. To our best knowledge, our results are new even in the Laplacian and p–Laplacian cases.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9458-5
       
  • Optimal Stopping via Pathwise Dual Empirical Maximisation
    • Authors: Denis Belomestny; Roland Hildebrand; John Schoenmakers
      Abstract: The optimal stopping problem arising in the pricing of American options can be tackled by the so called dual martingale approach. In this approach, a dual problem is formulated over the space of adapted martingales. A feasible solution of the dual problem yields an upper bound for the solution of the original primal problem. In practice, the optimization is performed over a finite-dimensional subspace of martingales. A sample of paths of the underlying stochastic process is produced by a Monte-Carlo simulation, and the expectation is replaced by the empirical mean. As a rule the resulting optimization problem, which can be written as a linear program, yields a martingale such that the variance of the obtained estimator can be large. In order to decrease this variance, a penalizing term can be added to the objective function of the pathwise optimization problem. In this paper, we provide a rigorous analysis of the optimization problems obtained by adding different penalty functions. In particular, a convergence analysis implies that it is better to minimize the empirical maximum instead of the empirical mean. Numerical simulations confirm the variance reduction effect of the new approach.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9454-9
       
  • Stabilization of a Thermoelastic Laminated Beam with Past History
    • Authors: Wenjun Liu; Weifan Zhao
      Abstract: In this paper, we study the well-posedness and asymptotic stability of a thermoelastic laminated beam with past history. For the system with structural damping, without any restriction on the speeds of wave propagations, we prove the exponential and polynomial stabilities which depend on the behavior of the kernel function of the history term, by using the perturbed energy method. For the system without structural damping, we prove the exponential and polynomial stabilities in case of equal speeds and lack of exponential stability in case of non-equal speeds by using the perturbed energy method and Gearhart–Herbst–Prüss–Huang theorem, respectively. Furthermore, the well-posedness of the system is also obtained by using Lumer–Philips theorem.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9460-y
       
  • Homogenization of Variational Inequalities for the p -Laplace Operator in
           Perforated Media Along Manifolds
    • Authors: D. Gómez; E. Pérez; A. V. Podolskii; T. A. Shaposhnikova
      Abstract: We address homogenization problems of variational inequalities for the p-Laplace operator in a domain of \(\mathbb {R}^n\) ( \(n\ge \) 3, \(p\in [2,n)\) ) periodically perforated by balls of radius \(O(\varepsilon ^\alpha )\) where \(\alpha >1\) and \(\varepsilon \) is the size of the period. The perforations are distributed along a \((n-1)\) -dimensional manifold \(\gamma \) , and we impose constraints for solutions and their fluxes (associated with the p-Laplacian) on the boundary of the perforations. These constraints imply that the solution is positive and that the flux is bounded from above by a negative, nonlinear monotonic function of the solution multiplied by a parameter \(\varepsilon ^{-\kappa }\) , \(\kappa \in \mathbb {R}\) and \(\varepsilon \) is a small parameter that we shall make to go to zero. We analyze different relations between the parameters \(p, \, n, \, \varepsilon , \, \alpha \) and \(\kappa \) , and obtain homogenized problems which are completely new in the literature even for the case \(p=2\) .
      PubDate: 2017-11-02
      DOI: 10.1007/s00245-017-9453-x
       
  • A Non-overlapping DDM for Optimal Boundary Control Problems Governed by
           Parabolic Equations
    • Authors: Keying Ma; Tongjun Sun
      Abstract: In this paper, we consider a non-overlapping domain decomposition method for solving optimal boundary control problems governed by parabolic equations. The whole domain is divided into non-overlapping subdomains, and the global optimal boundary control problem is decomposed into the local problems in these subdomains. The integral mean method is utilized to present an explicit flux calculation on the inter-domain boundary in order to communicate the local problems on the interface between subdomains. We establish the fully parallel and discrete schemes for solving these local problems. A priori error estimates in \(L^2\) -norm are derived for the state, co-state and control variables. Finally, we present numerical experiments to show the validity of the schemes and verify the derived theoretical results.
      PubDate: 2017-10-28
      DOI: 10.1007/s00245-017-9456-7
       
  • 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: 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: 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
       
 
 
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