Stackelberg Solutions of Feedback Type for Differential Games with Random Initial Data

2012 ◽  
Vol 3 (3) ◽  
pp. 341-358 ◽  
Author(s):  
Alberto Bressan ◽  
Deling Wei
2010 ◽  
Vol 10 (01) ◽  
pp. 1-35 ◽  
Author(s):  
GI-REN LIU ◽  
NARN-RUEIH SHIEH

Let w (x, t) := (u, v)(x, t), x ∈ ℝ3, t > 0, be the ℝ2-valued spatial-temporal random field w = (u, v) arising from a certain two-equation system of time-fractional linear partial differential equations of reaction-diffusion-wave type, with given random initial data u(x,0), ut(x,0), and v(x,0), vt(x,0). We discuss the scaling limit, under proper homogenization and renormalization, of w(x,t), subject to suitable assumptions on the random initial conditions. Since the component fields u,v depend on the interactions present within the system, we employ a certain stochastic decoupling method to tackle this component dependence. The work shows, in particular, the various non-Gaussian scenarios proposed in [4, 13, 17] and the references therein, for the single diffusion type equations, in classical or in fractional time/space derivatives, can be studied for the two-equation system, in a significant way.


2018 ◽  
Vol 51 (32) ◽  
pp. 326-330
Author(s):  
Dmitry R. Kuvshinov ◽  
Sergei I. Osipov

2020 ◽  
Vol 8 ◽  
Author(s):  
Tadahiro Oh ◽  
Nikolay Tzvetkov ◽  
Yuzhao Wang

Abstract We construct global-in-time singular dynamics for the (renormalized) cubic fourth-order nonlinear Schrödinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the ‘random-resonant / nonlinear decomposition’, which allows us to single out the singular component of the solution. Unlike the classical McKean, Bourgain, Da Prato-Debussche type argument, this singular component is nonlinear, consisting of arbitrarily high powers of the random initial data. We also employ a random gauge transform, leading to random Fourier restriction norm spaces. For this problem, a contraction argument does not work, and we instead establish the convergence of smooth approximating solutions by studying the partially iterated Duhamel formulation under the random gauge transform. We reduce the crucial nonlinear estimates to boundedness properties of certain random multilinear functionals of the white noise.


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