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In this paper, we present a telegraph diffusion model with variable exponents for image despeckling. Moving beyond the traditional assumption of a constant exponent in the telegraph diffusion framework, we explore three distinct variable exponents for edge detection. All of these depend on the gray level of the image or its gradient. We rigorously prove the existence and uniqueness of weak solutions of our model in a functional setting and perform numerical experiments to assess how well it can despeckle noisy gray-level images. We consider both a range of natural images contaminated by varying degrees of artificial speckle noise and synthetic aperture radar (SAR) images. We finally compare our method with the nonlocal speckle removal technique and find that our model outperforms the latter at speckle elimination and edge preservation., Comment: 33 pages, 19 figures, 3 tables

In this note we derive simple analytical bounds for solutions of $x - \ln x = y -\ln y$ and use them for estimating trajectories following Lotka-Volterra-type integrals. We show how our results imply estimates for the Lambert $W$ function as well as for trajectories of general predator-prey systems, including e.g. Rosenzweig-MacArthur equations.

We use a dynamic programming approach to construct management strategies for a hydropower plant with a dam and a continuously adjustable unit. Along the way, we estimate unknown variables via simple models using historical data and forecasts. Our suggested scheme achieves on average 97.1 % of the theoretical maximum using small computational effort. We also apply our scheme to a Run-of-River hydropower plant and compare the strategies and results to the much more involved PDE-based optimal switching method studied earlier by the authors in (Optimization and Engineering (2021): 1-25); this comparison shows that our simple approach may be preferable if the underlying data is sufficiently rich.

The local pivotal method (LPM) is a successful sampling method for taking well-spread samples from discrete populations. We show how the LPM can be utilized to sample from arbitrary continuous distributions and thereby give powerful variance reduction in general cases. The method creates an ``automatic stratification" on any continuous distribution, of any dimension, and selects a ``thin" well-spread sample. We demonstrate the simplicity, generality and effectiveness of the LPM with various examples, including Monte Carlo estimation of integrals, option pricing and stability estimation in non-linear dynamical systems. Additionally, we show how the LPM can be combined with other variance reduction techniques, such as importance sampling, to achieve even greater variance reduction. To facilitate the implementation of the LPM, we provide a quick start guide to using LPM in MATLAB and R, which includes sample code demonstrating how to achieve variance reduction with just a few lines of code.

Suppose that $p \in (1,\infty]$, $\nu \in [1/2,\infty)$, $\mathcal{S}_\nu = \left\{ (x_1,x_2) \in \mathbb{R}^2 \setminus \{(0, 0)\}: |\phi| < \frac{\pi}{2\nu}\right\}$, where $\phi$ is the polar angle of $(x_1,x_2)$. Let $R>0$ and $\omega_p(x)$ be the $p$-harmonic measure of $\partial B(0,R) \cap \mathcal{S}_\nu$ at $x$ with respect to $B(0, R)\cap \mathcal{S}_\nu$. We prove that there exists a constant $C$ such that \begin{align*} C^{-1}\left(\frac{|x|}{R}\right)^{k(\nu,p)} \, \leq \omega_p(x) \, \leq C \left(\frac{|x|}{R}\right)^{k(\nu,p)} \end{align*} whenever $x\in B(0,R) \cap \mathcal{S}_{2\nu}$ and where the exponent $k(\nu,p)$ is given explicitly as a function of $\nu$ and $p$. Using this estimate we derive local growth estimates for $p$-sub- and $p$-superharmonic functions in planar domains which are locally approximable by sectors, e.g., we conclude bounds of the rate of convergence near the boundary where the domain has an inwardly or outwardly pointed cusp. Using the estimates of $p$-harmonic measure we also derive a sharp Phragmen-Lindel\"of theorem for $p$-subharmonic functions in the unbounded sector $\mathcal{S}_\nu$. Moreover, if $p = \infty$ then the above mentioned estimates extend from the setting of two-dimensional sectors to cones in $\mathbb{R}^n$. Finally, when $\nu \in (1/2, \infty)$ and $p\in (1,\infty)$ we prove uniqueness (modulo normalization) of positive $p$-harmonic functions in $\mathcal{S}_\nu$ vanishing on $\partial\mathcal{S}_\nu$.

We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on the classical viscosity solution technique adapted to the setting of interconnected obstacles and construction of explicit viscosity sub- and supersolutions as bounds for Perron's method. Our motivation stems from so called optimal switching problems on bounded domains.

We characterize lower growth estimates for subsolutions in halfspaces of fully nonlinear partial differential equations on the form $$ F(x,u,Du,D^2u) = 0 $$ in terms of solutions to ordinary differential equations built solely upon a growth assumption on $F$. Using this characterization we derive several sharp Phragmen-Lindel\"of-type theorems for certain classes of well known PDEs. The equation need not be uniformly elliptic nor homogeneous and we obtain results both in case the subsolution is bounded or unbounded. Among our results we retrieve classical estimates in the halfspace for $p$-subharmonic functions and extend those to more general equations; we prove sharp growth estimates, in terms of $k$ and the asymptotic behaviour of $\int_{0}^{R} C(s) ds$, for subsolutions of equations allowing for sublinear growth in the gradient of the form $C(|x|)|Du|^k$ with $k\geq 1$; we establish a Phragmen-Lindel\"of theorem for weak subsolutions of the variable exponent $p$-Laplace equation in halfspaces, $1 < p(x) < \infty$, $p(x) \in C^1$, of which we conclude sharpness by finding the "slowest growing" $p(x)$-harmonic function together with its corresponding family of $p(x)$-exponents. The paper ends with a discussion of our results from the point of view of a spatially dependent diffusion problem.

The mathematical theory for optimal switching is by now relatively well developed, but the number of concrete applications of this theoretical framework remains few. In this paper, we bridge parts of this gap by applying optimal switching theory to a set of production planning problems related to hydropower plants. In particular, we study two different cases involving small run-of-river hydropower plants and show how optimal switching can be used to create fully automatic production schemes in these cases, with non-zero cost of switching between different states of production. Along the way of deriving these schemes, we also create a model for the random flow of water based on stochastic differential equations and fit this model to historical data. This stochastic flow model, which should be of independent interest, mimics the long term seasonal behaviour of the flow while still allowing for stochastic fluctuations and can incorporate a given forecast to damp the impact of such fluctuations in near time. We benchmark the performance of our model using actual flow data from a small river in Sweden and find that our production scheme lies close to the optimal, within 2 % and 5 %, respectively, in a long term investigation of the two plants considered., Comment: 28 pages

We give a simple proof of the strong maximum principle for viscosity subsolutions of fully nonlinear elliptic PDEs on the form $$ F(x,u,Du,D^2u) = 0 $$ under suitable structure conditions on the equation allowing for non-Lipschitz growth in the gradient terms. In case of smooth boundaries, we also prove the Hopf lemma, the boundary Harnack inequality and that positive viscosity solutions vanishing on a portion of the boundary are comparable with the distance function near the boundary. Our results apply to weak solutions of an eigenvalue problem for the variable exponent $p$-Laplacian.

Sustainable yields that are at least 80% of the maximum sustainable yield are sometimes referred to as pretty good yield (PGY). The range of PGY harvesting strategies is generally broad and thus leaves room to account for additional objectives besides high yield. Here, we analyze stage-dependent harvesting strategies that realize PGY with conservation as a second objective. We show that (1) PGY harvesting strategies can give large conservation benefits and (2) equal harvesting rates of juveniles and adults is often a good strategy. These conclusions are based on trade-off curves between yield and four measures of conservation that form in two established population models, one age-structured and one stage-structured model, when considering different harvesting rates of juveniles and adults. These conclusions hold for a broad range of parameter settings, though our investigation of robustness also reveals that (3) predictions of the age-structured model are more sensitive to variations in parameter values than those of the stage-structured model. Finally, we find that (4) measures of stability that are often quite difficult to assess in the field (e.g.~basic reproduction ratio and resilience) are systematically negatively correlated with impacts on biomass and impact on size structure, so that these later quantities can provide integrative signals to detect possible collapses.

We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensional Levy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependence estimate, we obtain the comparison principle and uniqueness of viscosity solutions as well as Lipschitz regularity in the spatial variables. Our main contribution is construction of suitable families of viscosity sub- and supersolutions which we use as barrier functions to prove H\"older continuity in the time variable, and, through Perron's method, existence of a unique viscosity solution. This paper generalizes parts of the results of Biswas, Jakobsen and Karlsen (2010) and of Lundstr\"om, Nystr\"om and Olofsson (2014) to hold for more general systems of equations.

Stability of dynamical systems is a central topic with applications in widespread areas such as economy, biology, physics and mechanical engineering. The dynamics of nonlinear systems may completely change due to perturbations forcing the solution to jump from a safe state into another, possibly dangerous, attractor. Such phenomena can not be traced by the widespread local stability and resilience measures, based on linearizations, accounting only for arbitrary small perturbations. Using numerical estimates of the size and shape of the basin of attraction, as well as the systems returntime to the attractor after given a perturbation, we construct simple nonlocal stability and resilience measures that record a systems ability to tackle both large and small perturbations. We demonstrate our approach on the Solow-Swan model of economic growth, an electro-mechanical system as well as on a stage-structured population model, and conclude that the suggested measures detect dynamic behaviour, crucial for a systems stability and resilience, which can be completely missed by local measures. The presented measures are also easy to implement on a standard laptop computer. We believe that our approach will constitute an important step towards filling a current gap in the literature by putting forward and explaining simple ideas and methods, and by delivering explicit constructions of several promising nonlocal stability and resilience measures.

We consider a Rosenzweig-MacArthur predator-prey system which incorporates logistic growth of the prey in the absence of predators and a Holling type II functional response for interaction between predators and preys. We assume that parameters take values in a range which guarantees that all solutions tend to a unique limit cycle and prove estimates for the maximal and minimal predator and prey population densities of this cycle. Our estimates are simple functions of the model parameters and hold for cases when the cycle exhibits small predator and prey abundances and large amplitudes. The proof consists of constructions of several Lyapunov-type functions and derivation of a large number of non-trivial estimates which are also of independent interest.

Biological pest control is increasingly used in agriculture as a an alternative to traditional chemical pest control. In many cases, this involves a one-off or periodic release of naturally occurring and/or genetically modified enemies such as predators, parasitoids, or pathogens. As the interaction between these enemies and the pest is complex and the production of natural enemies potentially expensive, it is not surprising that both the efficacy and economic viability of biological pest control are debated. Here, we investigate the performance of very simple control strategies. In particular, we show how Pareto-efficient one-off or periodic release strategies, that optimally trade off between efficacy and economic viability, can be devised and used to enable high efficacy at small economic costs. We demonstrate our method on a pest-pathogen-crop model with a tunable immigration rate of pests. By analyzing this model, we demonstrate that simple Pareto-efficient one-off and periodic release strategies are efficacious and simultaneously have profits that are close to the theoretical maximum obtained by strategies optimizing only the profit. When the immigration rate of pests is low to intermediate, one-off control strategies are sufficient, and when the immigration of pests is high, periodic release strategies are preferable. The methods presented here can be extended to more complex scenarios and be used to identify promising biological pest control strategies in many circumstances.

We prove estimates of a $p$-harmonic measure, $p \in (n-m, \infty]$, for sets in $\mathbf{R}^n$ which are close to an $m$-dimensional hyperplane $\Lambda \subset \mathbf{R}^n$, $m \in [0,n-1]$. Using these estimates, we derive results of Phragm\'en-Lindel\"of type in unbounded domains $\Omega \subset \mathbf{R}^n\setminus \Lambda$ for $p$-subharmonic functions. Moreover, we give local and global growth estimates for $p$-harmonic functions, vanishing on sets in $\mathbf{R}^n$, which are close to an $m$-dimensional hyperplane.

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic differential equations with oblique reflection. Secondly, we prove, using the theory of viscosity solutions, a comparison principle for fully nonlinear second-order parabolic partial differential equations with oblique derivative boundary conditions. As a consequence, we obtain uniqueness, and, by barrier construction and Perron's method, we also conclude existence of viscosity solutions. Our results generalize two articles by Dupuis and Ishii to time-dependent domains.

In this paper we study a system of variational inequalities where the operator is non-local, possibly degenerate and of second order. A special case of this type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variables is described by an N-dimensional Levy process. We establish a general comparison principle for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the data. Using the comparison principle we then prove the existence of a unique viscosity solution to the system by Perron's method. Our main contribution is that we establish existence and uniqueness of viscosity solutions, in the setting of Levy processes and non-local operators, with no sign assumption on the switching costs and allowing them to depend on x as well as t.