Results 61 to 70 of about 42,732 (137)

A priori estimates and large population limits for some nonsymmetric Nash systems with semimonotonicity

Communications on Pure and Applied Mathematics, Volume 79, Issue 1, Page 3-88, January 2026.
Abstract We address the problem of regularity of solutions ui(t,x1,…,xN)$u^i(t, x^1, \ldots, x^N)$ to a family of semilinear parabolic systems of N$N$ equations, which describe closed‐loop equilibria of some N$N$‐player differential games with Lagrangian having quadratic behaviour in the velocity variable, running costs fi(x)$f^i(x)$ and final costs gi(
Marco Cirant, Davide Francesco Redaelli
wiley   +1 more source

Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions

Mathematical Finance, Volume 36, Issue 1, Page 67-98, January 2026.
ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
wiley   +1 more source

Stochastic differential equations harvesting optimization with stochastic prices: Formulation and numerical solution

Results in Applied Mathematics
This work aims to achieve optimal harvesting in a random setting with a stochastic price structure. We use a general growth function to model the harvested population, a geometric Brownian motion to model price change, and add fluctuations in the ...
Miguel Reis, Nuno M. Brites
doaj   +1 more source

Wormholes and effective potentials

ACI Avances en Ciencias e Ingenierías, 2011
The fundamental properties of the Ellis wormholes are reviewed. Using the Hamilton-Jacobi formalism, we have derived the effective potentials and the orbit equation for a particle around a wormhole in both Ellis and Morris-Thorne geometries.
Carlos A. Marín
doaj   +1 more source

Backstepping boundary control design for a cascaded viscous Hamilton–Jacobi PDE–ODE system

IET Control Theory & Applications, 2021
This paper develops state‐feedback and output‐feedback control design methodologies for boundary stabilization of a class of systems that involves cascade connection of a non‐linear viscous Hamilton–Jacobi partial differential equation (PDE) and a ...
Parisa Nikdel, Farid Sheikholeslam, Maryam Zekri, Mohammadali Ghadiri‐Modarres   +3 more
doaj   +1 more source

Surface Wave Solutions in 1D and 2D for the Broer–Kaup–Boussinesq–Kupershmidt System

Studies in Applied Mathematics, Volume 156, Issue 1, January 2026.
ABSTRACT The Broer–Kaup–Boussinesq–Kupershmidt (BKBK) system is a singular perturbation of the classical shallow water equations which modifies their transport velocity to depend on wave elevation slope. This modification introduces backward diffusion terms proportional to a real parameter κ$\kappa$.
Darryl D. Holm, Ruiao Hu, Hanchun Wang
wiley   +1 more source

Nonlinear Optimal Control for Stochastic Dynamical Systems

Mathematics
This paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
doaj   +1 more source

Existence of viscosity solution for a singular Hamilton–Jacobi equation

Arab Journal of Mathematical Sciences, 2015
In this paper we study the existence of a singular Hamilton–Jacobi equation under the framework of viscosity solutions. The analysis is inspired by the arguments of [8] where a study of a model on dislocation dynamics was considered.
H. Ibrahim, S. Zabad
doaj   +1 more source

Bright and Dark Breathers on an Elliptic Wave in the Defocusing mKdV Equation

Studies in Applied Mathematics, Volume 156, Issue 1, January 2026.
ABSTRACT Breathers on an elliptic wave background consist of nonlinear superpositions of a soliton and a periodic wave, both traveling with different wave speeds and interacting periodically in the space‐time. For the defocusing modified Korteweg–de Vries equation, the construction of general breathers has been an open problem since the elliptic wave ...
Dmitry E. Pelinovsky, Rudi Weikard
wiley   +1 more source

An application of global gradient estimates in Lorentz-Morrey spaces for the existence of stationary solutions to degenerate diffusive Hamilton-Jacobi equations

Electronic Journal of Differential Equations, 2019
In mathematics and physics, the Kardar-Parisi-Zhang equation or quasilinear stationary version of a time-dependent viscous Hamilton-Jacobi equation in growing interface and universality classes is also known as the quasilinear Riccati type equation ...
Minh-Phuong Tran, Thanh-Nhan Nguyen
doaj