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