2,088 research outputs found
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
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)
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
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
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
On the L_p-solvability of higher order parabolic and elliptic systems with BMO coefficients
We prove the solvability in Sobolev spaces for both divergence and
non-divergence form higher order parabolic and elliptic systems in the whole
space, on a half space, and on a bounded domain. The leading coefficients are
assumed to be merely measurable in the time variable and have small mean
oscillations with respect to the spatial variables in small balls or cylinders.
For the proof, we develop a set of new techniques to produce mean oscillation
estimates for systems on a half space.Comment: 44 pages, introduction revised, references expanded. To appear in
Arch. Rational Mech. Ana
Physical applications of second-order linear differential equations that admit polynomial solutions
Conditions are given for the second-order linear differential equation P3 y"
+ P2 y'- P1 y = 0 to have polynomial solutions, where Pn is a polynomial of
degree n. Several application of these results to Schroedinger's equation are
discussed. Conditions under which the confluent, biconfluent, and the general
Heun equation yield polynomial solutions are explicitly given. Some new classes
of exactly solvable differential equation are also discussed. The results of
this work are expressed in such way as to allow direct use, without preliminary
analysis.Comment: 13 pages, no figure
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