12 papers
Shape analysis in Schauder spaces of the energy of heat problems in perturbed annular domains
Luca Di Persio, Riccardo Molinarolo
This paper is devoted to the shape analysis of the energy of boundary value problems for the heat equation in a bounded perforated domain of $\…
Weibull-Stationary Stochastic Differential Equations for Conditional Long-Horizon Wind Power Forecasting
Luca Di Persio, Mehrdad Ghadiri
We present a one-month-ahead conditional probabilistic framework for wind-power forecasting at ten-minute resolution. Monthly Weibull shape and scale parameters are estimated from…
Mean field games with terminal state constraints
Luciano Campi, Luca Di Persio, Viktorya Vardanyan
We study a mean field game (MFG) of state and control with state dynamics described by stochastic differential equations driven by both idiosyncratic and common noise, and subject…
A uniqueness result for finite-state mean field games with non-separable Hamiltonian
Alekos Cecchin, Luca Di Persio, Nicola Fraccarolo
We study a class of continuous-time mean field games on a finite state space with transition rates depending on the population distribution, leading to a non-separable Hamiltonian.…
Stochastic Port-Hamiltonian Neural Networks: Universal Approximation with Passivity Guarantees
Luca Di Persio, Matthias Ehrhardt, Youness Outaleb
Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamilton…
Mild Solutions for Path-Dependent Parabolic PDEs with Neumann Boundary Conditions via Generalized BSDEs
Luca Di Persio, Matteo Garbelli, Adrian Zalinescu
We study a system of Forward-Backward Stochastic Differential Equations (FBSDEs) with time-delayed generators. The forward process includes a reflection component expressed via a S…