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In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

This paper focuses on the strong convergence of the truncated $\theta$-Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coefficients can grow polynomially. The convergence rate,…

Numerical Analysis · Mathematics 2021-12-28 Shuaibin Gao , Junhao Hu , Jie He , Qian Guo

Various kinds of Stieltjes integrals using gauge integration have become highly popular in the field of differential equations and other applications. In the theories of integration and of ordinary differential equations, convergence…

Classical Analysis and ODEs · Mathematics 2022-11-15 Umi Mahnuna Hanung

We develop a noncommutative integration method for the Dirac equation in homogeneous spaces. The Dirac equation with an invariant metric is shown to be equivalent to a system of equations on a Lie group of transformations of a homogeneous…

Mathematical Physics · Physics 2020-11-16 A. I. Breev , A. V. Shapovalov

We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the H\"ormander…

Analysis of PDEs · Mathematics 2017-02-06 Gennaro Cibelli , Sergio Polidoro

We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…

Probability · Mathematics 2024-06-19 Zachary P. Adams

We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhorn iterations on weighted Banach spaces. This…

Probability · Mathematics 2026-01-28 O. Deniz Akyildiz , Pierre del Moral , Joaquin Miguez

In this paper we give both an historical and technical overview of the theory of Harnack inequalities for nonlinear parabolic equations in divergence form. We start reviewing the elliptic case with some of its variants and geometrical…

Analysis of PDEs · Mathematics 2019-01-31 F. G. Düzgün , S. Mosconi , V. Vespri

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}. The strong Feller property for the corresponding segment…

Probability · Mathematics 2009-10-26 A. Es-Sarhir , M-K. von Renesse , M. Scheutzow

We analyze a linear parabolic equation with homogeneous Dirichlet boundary conditions posed in domains whose evolution may involve topological transitions. The domains are described as sublevel sets of a smooth space-time level set…

Analysis of PDEs · Mathematics 2026-03-06 Maxim Olshanskii , Arnold Reusken

This paper introduces certain elliptic Harnack inequalities for harmonic functions in the setting of the product space $M \times X$, where $M$ is a (weighted) Riemannian Manifold and $X$ is a countable graph. Since some standard arguments…

Probability · Mathematics 2015-06-30 Mark Cerenzia , Laurent Saloff-Coste

In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…

Analysis of PDEs · Mathematics 2019-05-08 Martin Heida , Stefan Neukamm , Mario Varga

We deal with a wide class of nonlinear integro-differential problems in the Heisenberg-Weyl group $\mathbb{H}^n$, whose prototype is the Dirichlet problem for the $p$-fractional subLaplace equation. These problems arise in many different…

Analysis of PDEs · Mathematics 2023-01-12 Giampiero Palatucci , Mirco Piccinini

We study the stochastic homogenization of the system -div \sigma^\epsilon = f^\epsilon \sigma^\epsilon \in \partial \phi^\epsilon (\nabla u^\epsilon), where (\phi^\epsilon) is a sequence of convex stationary random fields, with p-growth. We…

Analysis of PDEs · Mathematics 2011-07-13 Marco Veneroni

We consider the homogenisation of the Stokes equations in a porous medium which is evolving in time. At the interface of the pore space and the solid part, we prescribe an inhomogeneous Dirichlet boundary condition, which enables to model a…

Analysis of PDEs · Mathematics 2021-09-14 David Wiedemann , Malte A. Peter

Hamiltonian and Schrodinger evolution equations on finite-dimensional projective space are analyzed in detail. Hartree-Fock (HF) manifold is introduced as a submanifold of many electron projective space of states. Evolution equations, exact…

Chemical Physics · Physics 2011-11-10 A. I. Panin

For a general class of divergence type quasi-linear degenerate parabolic equations with measurable coeffcients and lower order terms from non-linear Kato-type classes, we prove local boundedness and continuity of solutions, and the…

Analysis of PDEs · Mathematics 2009-08-04 Vitali Liskevich , Igor I. Skrypnik

The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but…

Probability · Mathematics 2020-06-04 Fabien Panloup , Alexandre Richard

Feynman-Kac semigroups appear in various areas of mathematics: non-linear filtering, large deviations theory, spectral analysis of Schrodinger operators among others. Their long time behavior provides important information, for example in…

Probability · Mathematics 2020-08-03 Grégoire Ferré , Mathias Rousset , Gabriel Stoltz

This paper introduces a stochastic adaptive dynamics model for the interplay of several crucial traits and mechanisms in bacterial evolution, namely dormancy, horizontal gene transfer (HGT), mutation and competition. In particular, it…

Probability · Mathematics 2023-01-27 Jochen Blath , Tobias Paul , András Tóbiás
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