A variational formula for controlled backward stochastic partial differential equations and some application

An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to be convex, and all coefficients of the system are allowed to be random. A variational formula for the functional in a given control process direction is derived, by the Hamiltonian and associated adjoint system. As an application, a global stochastic maximum principle of Pontraygins type for the optimal controls is established.

Variational Formulas of Poincaré-type Inequalities for Birth-Death Processes

In author's one previous paper, the same topic was studied for onedimensional diffusions. As a continuation, this paper studies the discrete case, that is thebirth-death processes. The explicit criteria for the inequalities, the variational formulas andexplicit bounds of the corresponding constants in the inequalities are presented. As typicalapplications, the Nash inequalities and logarithmic Sobolev inequalities are examined.

Variational Formulas of Poincare-Type Inequalities in Banach Spaces of Functions on the Line

Motivated from the study on logarithmic Sobolev. Nash and other functional inequalities, the variational formulas for Poincare inequalities are extended to a large class of Banach (Orlicz) spaces of functions on the line. Explicit criteria for the inequalities to hold and explicit estimates for the optimal constants in the inequalities are presented. As a typical application, the logarithmic Sobolev constant is carefully examined.

THE UNIQUENESS OF THE L_(p) MINKOWSKI PROBLEM FOR q-TORSIONAL RIGIDITY

In this paper,we prove the uniqueness of the Lp Minkowski problem for q-torsional rigidity with p>1 and q>1 in smooth case.Meanwhile,the Lp Brunn-Minkowski inequality and the Lp Hadamard variational formula for q-torsional rigidity are established.

带密度平移子的变分公式

In this paper,we introduce a kind of submanifold called translating solitons with density,and obtain two variational formulas for it,and show some geometric quantities of it.

Variational Principles for Asymptotic Variance of General Markov Processes

A variational formula for the asymptotic variance of general Markov processes is obtained.As application,we get an upper bound of the mean exit time of reversible Markov processes,and some comparison theorems between the reversible and non-reversible diffusion processes.

Variation of Parameters Formula and Gronwall Inequality for Differential Equations with a General Piecewise Constant Argument

A variation of parameters formula and Gronwall type integral inequality are proved for a differential equation involving general piecewise alternately advanced and retarded argument.

Study on Variation of Parameters Formula and Stability for Impulsive Time－Delay Nonlinear Large Scale Systems

This work concerns the representation and stability properties of impulsive solutions for a class of time-delay and measure nonlinear large scale systems. On the basis of fundamental solution of the correspollding ordinary time-delay nonlinear large scale systems is established.By lumped Picard and Gauss-Seidel iteration methods which avoided the difficulties of constructing lyapunov functin, the explicit algebraic criteria of exponential stability for the impulsive and time-delay system are obtained.

Lower bounds of principal eigenvalue in dimension one

For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case （i.e., the ergodic case） is even harder, and was deduced from the Dirichlet one plus a use of duality and the coupling method. In this paper, an alternative and more direct proof for the basic estimates is presented. The estimates in the Dirichlet case are then improved by a typical application of a recent variational formula. As a dual of the Dirichlet case, the refine problem for bilateral Neumann boundary condition is also treated. The paper starts with the continuous case （one-dimensional diffusions） and ends at the discrete one （birth-death processes）. Possible generalization of the results studied here is discussed at the end of the paper

Mixed principal eigenvalues in dimension one

This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue.

Mixed eigenvalues of discrete p-Laplacian

This paper deals with the principal eigenvalue of discrete p-Laplacian on the set of nonnegative integers. Alternatively, it is studying the optimal constant of a class of weighted Hardy inequalities. The main goal is the quantitative estimates of the eigenvalue. The paper begins with the case having reflecting boundary at origin and absorbing boundary at infinity. Several variational formulas are presented in different formulation： the difference form, the single summation form, and the double summation form. As their applications, some explicit lower and upper estimates, a criterion for positivity （which was known years ago）, as well as an approximating procedure for the eigenvalue are obtained. Similarly, the dual case having absorbing boundary at origin and reflecting boundary at presented at the end of Section 2 to infinity is also studied. Two examples are illustrate the value of the investigation.

The Optimal Constant in Hardy-type Inequalities

To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by typical examples. It is shown that the sharp factor is meaningful for each finite interval and a classical sharp model is re-examined.

The Principal Eigenvalue for Jump Processes

A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented.The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some mild assumptions.

The Polar φ-Brunn-Minkowski Inequalities

A general framework of polar Brunn-Minkowski theory that unifies the Orlicz Brunn-Minkowski inequality, the Lp Brunn-Minkowski inequality for p ∈(0,1) and the logBrunn-Minkowski inequality all for polar bodies is provided. It is shown that this general polar φ Brunn-Minkowski inequality is equivalent to a general polar φ Minkowski mixed volume inequality.

New point view of spectral gap in functional spaces for birth-death processes

Constructing some proper functional spaces, we obtain the corresponding norm for the operator （-.L）^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Front. Math. China, 2010, 5（3）： 379-515], for transient birth-death processes.