English
Related papers

Related papers: Asymptotic solutions of a nonlinear diffusive equa…

200 papers

Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…

Statistics Theory · Mathematics 2016-06-29 Gordon V. Chavez , Richard Kleeman

The KdV equation can be considered as a special case of the general equation u_{t} + f(u)_{x} - \delta g(u_{xx})_x = 0, \qquad \delta > 0, where f is non-linear and g is linear, namely $f(u)=u^2/2$ and g(v)=v. As the parameter $\delta$…

Mathematical Physics · Physics 2007-05-23 D. Levy , Y. Brenier

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

We investigate the asymptotic behavior, as t goes to infinity, for a semilinear hyperbolic equation with asymptotically smal dissipation and convex potential. We prove that if the damping term behaves like K/t^\alpha for t large enough, k>0…

Analysis of PDEs · Mathematics 2014-12-23 Ramzi May

Asymptotic formula is derived for the behavior of the fundamental solution of the second-order elliptic self-adjoint operator with a piecewise-smooth coefficient in front of the senior derivatives near the discontinuity surface of the…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

To eliminate gravitational non-Gaussianity, we introduce the $\mathcal{Z}$-$\kappa$ transform, a simple local nonlinear transform of the matter density field that emulates the inverse of nonlinear gravitational evolution. Using $N$-body…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-16 Yun Wang , Hao-Ran Yu , Yu Yu , Ping He

By utilizing the idea of Colombeau's generalized function, we introduce a notion of asymptotic map between arbitrary diffeological spaces. The category consisting of diffeological spaces and asymptotic maps is enriched over the category of…

Algebraic Topology · Mathematics 2024-04-12 Kazuhisa Shimakawa

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We study the long-time dynamics of the Navier-Stokes equations in the three-dimensional periodic domains with a body force decaying in time. We introduce appropriate systems of decaying functions and corresponding asymptotic expansions in…

Analysis of PDEs · Mathematics 2018-09-03 Dat Cao , Luan Hoang

This article investigates the Fokker-Planck equations that arise from the application of quantum stochastic calculus to the modelling of illiquid financial markets, using asymptotic methods. We present a power series solution for quantum…

Mathematical Finance · Quantitative Finance 2023-02-13 Will Hicks

We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…

Analysis of PDEs · Mathematics 2020-08-13 Ivan C. Christov , Akif Ibraguimov , Rahnuma Islam

In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…

Analysis of PDEs · Mathematics 2010-03-23 Armel Andami Ovono

We have proposed a new stochastic interpretation of the sudiffusion described by the Sharma-Mittal entropy formalism which generates a nonlinear subdiffusion equation with natural order derivatives. We have shown that the solution to the…

Statistical Mechanics · Physics 2012-01-17 Tadeusz Kosztołowicz , Katarzyna D. Lewandowska

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

We study the large-time asymptotics of the mean-square displacement for the time-fractional Schrodinger equation in $\mathbb{R}^d$. We define the time-fractional derivative by the Caputo derivative and we consider the initial-value problem…

Analysis of PDEs · Mathematics 2024-01-23 Peter D. Hislop , Eric Soccorsi

This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…

Analysis of PDEs · Mathematics 2019-04-15 Xing Cheng , Zhiyuan Li , Masahiro Yamamoto

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

Maxwell models for nonlinear kinetic equations have many applications in physics, dynamics of granular gases, economy, etc. In the present manuscript we consider such models from a very general point of view, including those with arbitrary…

Mathematical Physics · Physics 2007-05-23 A. V. Bobylev , C. Cercignani , I. M. Gamba

The fractional Fokker-Planck equation (FFPE) [R. Metzler, E. Barkai, J. Klafter, Phys. Rev. Lett., 82, 3563 (1999)] describes an anomalous sub diffusive behavior of a particle in an external force field. In this paper we present the…

Statistical Mechanics · Physics 2007-05-23 E. Barkai