L4

The classical wave equation is derived from the system of three equations: The equation of motion of a (one-dimensional) deformable body, the Hook law as a constitutive equation, and the  strain measure, and describes wave propagation in elastic media. 
Fractional wave equations describe wave phenomena when viscoelasticity of a material or non-local effects of a material comes into an account. For waves in viscoelastic media, instead of Hook's law, a constitutive equation for viscoelastic body,  for example, Fractional Zener model or distributed order model of viscoelastic body, is used. To consider non-local effects of a media, one may replace classical strain measure by non-local strain measure. There are other constitutive equations and other ways to describe non-local effects which will be discussed within the talk.  
The system of three equations subject to initial conditions, initial displacement and initial velocity, is equivalent to one single equation, called fractional wave equation. Using different models for constitutive equations, and non-local measures, different fractional wave equations are obtained. After derivation of such equations, existence and uniqueness of their solution in the spaces of distributions is proved by the use of Laplace and Fourier transforms as main tool. Plots of solutions are presented. For some of derived equations microlocal analysis of the solution is conducted. 

Theerawat Bhudisaksang
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Adaptive robust control with statistical learning

We extend the adaptive robust methodology introduced in Bielecki et al. and propose a continuous-time version of their approach. Bielecki et al. consider a model in which the distribution of the underlying (observable) process depends on unknown parameters and the agent uses observations of the process to estimate the parameter values. The model is made robust to misspecification because the agent employs a set of ambiguity measures that contains measures where the parameter are inside a confidence region of their estimator. In our extension, we construct the set of ambiguity measures such that each probability measure in the set has a semimartingale characterisation lies in a restricted set. Finally, we prove the dynamic programming principle of the adaptive robust control in continuous time problem using measurable selection theorems, and we show that the value function can be characterised as the solution of a non-linear partial differential equation.

Yufei Zhang
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A neural network based policy iteration algorithm with global convergence of values and controls for stochastic games on domains

In this talk, we propose a class of neural network based numerical schemes for solving semi-linear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We exploit a policy iteration to reduce the semilinear problem into a sequence of linear Dirichlet problems, which are subsequently approximated by a multilayer feedforward neural network ansatz. We establish that the numerical solutions converge globally in the H^2-norm, and further demonstrate that this convergence is superlinear, by interpreting the algorithm as an inexact Newton iteration for the HJBI equation. Moreover, we construct the optimal feedback controls from the numerical value functions and deduce convergence. The numerical schemes and convergence results are then extended to HJBI boundary value problems corresponding to controlled diffusion processes with oblique boundary reflection. Numerical experiments on the stochastic Zermelo navigation problem are presented to illustrate the theoretical results and to demonstrate the effectiveness of the method. 
 

The Einstein equations in wave coordinates are an example of a system 
which does not obey the "null condition". This leads to many 
difficulties, most famously when attempting to prove global existence, 
otherwise known as the "nonlinear stability of Minkowski space". 
Previous approaches to overcoming these problems suffer from a lack of 
generalisability - among other things, they make the a priori assumption 
that the space is approximately scale-invariant. Given the current 
interest in studying the stability of black holes and other related 
problems, removing this assumption is of great importance.

The p-weighted energy method of Dafermos and Rodnianski promises to 
overcome this difficulty by providing a flexible and robust tool to 
prove decay. However, so far it has mainly been used to treat linear 
equations. In this talk I will explain how to modify this method so that 
it can be applied to nonlinear systems which only obey the "weak null 
condition" - a large class of systems that includes, as a special case, 
the Einstein equations. This involves combining the p-weighted energy 
method with many of the geometric methods originally used by 
Christodoulou and Klainerman. Among other things, this allows us to 
enlarge the class of wave equations which are known to admit small-data 
global solutions, it gives a new proof of the stability of Minkowski 
space, and it also yields detailed asymptotics. In particular, in some 
situations we can understand the geometric origin of the slow decay 
towards null infinity exhibited by some of these systems: it is due to 
the formation of "shocks at infinity".

Stochastic control problems are closely related to free boundary problems, where both the underlying fully nonlinear PDEs and the boundaries separating the action and waiting regions are integral parts of the problems. In this talk, we will propose a class of stochastic N-player games and show how the free boundary problems involve moving boundaries due to the additional game nature. We will provide explicit Nash equilibria by solving a sequence of Skorokhod problems. For the special cases of resource allocation problems, we will show how players change their strategies based on different network structures between players and resources. We will also talk about the insights from a sharing economy perspective. This talk is based on a joint work with Xin Guo (UC Berkeley) and Wenpin Tang (UCLA).

Function solutions to linear PDEs often carry rigidity properties directly associated to the equation they satsify. However, the realm of solutions covers a much larger sets of solutions. For instance, we can speak of measure solutions, as opposed to classical $C^\infty$ functions or even $L^p$ functions. It is only logical to expect that the “better” space the solution lives in, the more rigid its properties will be.

Measure solutions lie just at a comfortable half of this threshold: it is a sufficently large space which allows for a rich range of new structures; but is sufficiently rigid to preserve a meaningful geometrical pattern. For example, have you ever wondered how gradients look like in the space of measures? What about other PDE structures? In this talk I will discuss these general questions, a few examples of them, and a new theoretical approach to its understanding via PDE theory, harmonic analysis, and geometric measure theory methods.

We study the small Deborah number limit of the Doi-Onsager equation for the dynamics of nematic liquid crystals. This is a Smoluchowski-type equation that characterizes the evolution of a number density function, depending upon both particle position and its orientation vector, which lies on the unit sphere. We prove that, in the low temperature regime, when the Deborah number tends to zero, the family of solutions with rough initial data near local equilibria will converge to a local equilibrium distribution prescribed by a weak solution of the harmonic map heat flow into the sphere. This flow is a special case of the gradient flow to the Oseen-Frank energy functional for nematic liquid crystals and the existence of its global weak solution was first obtained by Y.M Chen, using Ginzburg-Landau approximation.  The key ingredient of our result is to show the strong compactness of the family of number density functions and the proof relies on the strong compactness of the corresponding second moment (or the Q-tensor), a spectral decomposition of the linearized operator near the limiting local equilibrium distribution, as well as the energy dissipation estimates.  This is a joint work with Wei Wang in Zhejiang university.
 

In this talk I will describe how to make sense of the function $(1+t)^x$ over the integers. I will explain how different rings of analytic functions can be defined over the integers, and how this leads to global analytic geometry and global Hodge theory. If time permits I will also describe an analytic version of lambda-rings and how this can be used to define a cohomology theory for schemes over Z. This is joint work with Federico Bambozzi and Adam Topaz. 

We investigate monotone solutions of the moral hazard problems without the monotone likelihood ratio property. The solutions are explicitly characterised by a concave envelope relaxation approach for a two-action model in which the principal is risk neutral or exhibits constant absolute risk aversion.  

"We study the hydrodynamic limit for the isothermal dynamics of an anharmonic chain under hyperbolic space-time scaling under varying tension. The temperature is kept constant by a contact with a heat bath, realised via a stochastic momentum-preserving noise added to the dynamics. The noise is designed to be large at the microscopic level, but vanishing in the macroscopic scale. Boundary conditions are also considered: one end of the chain is kept fixed, while a time-varying tension is applied to the other end. We show that the volume stretch and momentum converge to a weak solution of the isothermal Euler equations in Lagrangian coordinates with boundary conditions."

After discussing the need for implicit constitutive relations to describe the response of both solids and fluids, I will discuss applications wherein such implicit constitutive relations can be gainfully exploited. It will be shown that such implicit relations can explain phenomena that have hitherto defied adequate explanation such as fracture and the movement of cracks in solids, the response of biological matter, and provide a new way to look at numerous non-linear phenomena exhibited by fluids. They provide a totally new and innovative way to look at the problem of Turbulence. It also turns out that classical Cauchy and Green elasticity are a small subset of the more general theory of elastic bodies defined by implicit constitutive equations.