On finite-difference approximations for normalized Bellman equations

A class of stochastic optimal control problems involving optimal stopping is considered. Methods of Krylov are adapted to investigate the numerical solutions of the corresponding normalized Bellman equations and to estimate the rate of convergence of finite difference approximations for the optimal reward functions.Comment: 36 pages, ArXiv version updated to the version accepted in Appl. Math. Opti

Kernel estimates for nonautonomous Kolmogorov equations with potential term

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term

Unitarity of the tree approximation to the Glauber AA amplitude for large A

The nucleus-nucleus Glauber amplitude in the tree approximation is studied for heavy participant nuclei. It is shown that, contrary to previous published results, it is not unitary for realistic values of nucleon-nucleon cross-sections.Comment: 15 pages, 1 figure, 1 table. Submitted to Yad. Fi

Dynamical heat channels

We consider heat conduction in a 1D dynamical channel. The channel consists of a group of noninteracting particles, which move between two heat baths according to some dynamical process. We show that the essential thermodynamic properties of the heat channel can be evaluated from the diffusion properties of the underlying particles. Emphasis is put on the conduction under anomalous diffusion conditions. \\{\bf PACS number}: 05.40.+j, 05.45.ac, 05.60.cdComment: 4 figure

Partial Schauder estimates for second-order elliptic and parabolic equations

We establish Schauder estimates for both divergence and non-divergence form second-order elliptic and parabolic equations involving H\"older semi-norms not with respect to all, but only with respect to some of the independent variables.Comment: CVPDE, accepted (2010)