arXiv subjects

Jiaqi Li

Publications and source records attributed to Jiaqi Li.

219 records · Page 13Linked to original sources

arXiv2016

Stochastic Perron for Stochastic Target Problems

In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and super-solution to the associated Hamiltonian-Jacobi-Bellman (HJB) equations. Under comparison principles, uniqueness of the viscosity solutions holds and the value function coincides with the unique solution in the parabolic interior. Since classical control problems can be analyzed under the framework of stochastic target problems (with unbounded controls), we use our results to generalize the results in ArXiv:1212.2170 to problems with controlled jumps.

math.OC↗

arXiv2016

Stochastic Perron for stochastic target games

We extend the stochastic Perron method to analyze the framework of stochastic target games, in which one player tries to find a strategy such that the state process almost surely reaches a given target no matter which action is chosen by the other player. Within this framework, our method produces a viscosity sub-solution (super-solution) of a Hamilton-Jacobi-Bellman (HJB) equation. We then characterize the value function as a viscosity solution to the HJB equation using a comparison result and a byproduct to obtain the dynamic programming principle.

math.PR↗

arXiv2013

All-optical Hall effect by the dynamic toroidal moment in a cavity-based metamaterial

Dynamic dipolar toroidal response is demonstrated by an optical plasmonic metamaterial composed of double disks. This response with a hotspot of localized E-field concentration is a well-behaved toroidal cavity mode that exhibits a large Purcell factor due to its deep-subwavelength mode volume. All-optical Hall effect (photovoltaic) due to this optical toroidal moment is demonstrated numerically, in mimicking the magnetoelectric effect in multiferroic systems. The result shows a promising avenue to explore various optical phenomena associated with this intriguing dynamic toroidal moment.

cond-mat.mes-hall↗