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This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion…

Analysis of PDEs · Mathematics 2021-07-13 R. Z. Khasminskii , N. V. Krylov

We present a stability result for a wide class doubly nonlinear equations, featuring general maximal monotone operators, and (possibly) nonconvex and nonsmooth energy functionals. The limit analysis resides on the reformulation of the…

Analysis of PDEs · Mathematics 2013-02-19 Thomas Roche , Riccarda Rossi , Ulisse Stefanelli

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

Analysis of PDEs · Mathematics 2007-05-23 Mrinal K Ghosh , K S Mallikarjuna Rao

We are interested in the long-time asymptotic behavior of growth-fragmentation equations with a nonlinear growth term. We present examples for which we can prove either the convergence to a steady state or conversely the existence of…

Analysis of PDEs · Mathematics 2019-02-28 Pierre Gabriel

In this paper, we investigate the asymptotic behavior of solutions for divergence linear elliptic equations in exterior domains with periodic coefficients. Consequently, we generalise the Liouville type result firstly established by…

Analysis of PDEs · Mathematics 2026-03-12 Lichun Liang

We investigate the evolution of the surface of radiating stars by studying the asymptotic behaviour of exact solutions initiated via the stationary boundary condition. This boundary condition leads to a master equation in the form of a…

General Relativity and Quantum Cosmology · Physics 2026-03-31 R. S. Bogadi , G. Leon , M. Govender , K. S. Govinder , S. Maharaj , A. Paliathanasis

This paper is concerned with the asymptotic behaviors of global strong solutions to the incompressible non-resistive viscous magnetohydrodynamic (MHD) equations with large initial perturbations in two-dimensional periodic domains in…

Analysis of PDEs · Mathematics 2021-02-16 Fei Jiang , Song Jiang

We study the positivity and asymptotic behaviour of nonnegative solutions of a general nonlocal fast diffusion equation, \[\partial_t u + \mathcal{L}\varphi(u) = 0,\] and the interplay between these two properties. Here $\mathcal{L}$ is a…

Analysis of PDEs · Mathematics 2024-03-12 Arturo de Pablo , Fernando Quirós , Jorge Ruiz-Cases

We consider nonlinear diffusive evolution equations posed on bounded space domains, governed by fractional Laplace-type operators, and involving porous medium type nonlinearities. We establish existence and uniqueness results in a suitable…

Analysis of PDEs · Mathematics 2014-07-25 Matteo Bonforte , Yannick Sire , Juan Luis Vazquez

Motivated by the ubiquitous sampled-data setup in applied control, we examine the stability of a class of difference equations that arises by sampling a right- or left-invariant flow on a matrix Lie group. The map defining such a difference…

Dynamical Systems · Mathematics 2019-02-11 Philip James McCarthy , Christopher Nielsen

We study the symmetry properties of the weak positive solutions to a class of quasi-linear elliptic problems having a variational structure. On this basis, the asymptotic behaviour of global solutions of the corresponding parabolic…

Analysis of PDEs · Mathematics 2009-10-09 Luigi Montoro , Berardino Sciunzi , Marco Squassina

In this paper we study, in dimension two, the stability of the solutions of some nonlinear elliptic equations with Neumann boundary conditions, under perturbations of the domains in the Hausdorff complementary topology.

Analysis of PDEs · Mathematics 2007-05-23 Gianni Dal Maso , Francois Ebobisse , Marcello Ponsiglione

This paper is devoted to studying the asymptotic behaviour of solutions to generalized non-commensurate fractional systems. To this end, we first consider fractional systems with rational orders and introduce a criterion that is necessary…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

We study the solvability of a quadratic integral equation of fractional order with linear modification of the argument. This equation is considered in the Banach space of real functions defined, bounded and continuous on an unbounded…

Classical Analysis and ODEs · Mathematics 2008-05-13 Mohamed Abdalla Darwish

We study the time-asymptotic behavior of solutions of the Schr\"odinger equation with nonlinear dissipation \begin{equation*} \partial _t u = i \Delta u + \lambda |u|^\alpha u \end{equation*} in ${\mathbb R}^N $, $N\geq1$, where $\lambda\in…

Analysis of PDEs · Mathematics 2020-05-14 Thierry Cazenave , Zheng Han

Stability analysis is performed for a linear differential equation with two delays. Geometric arguments show that when the two delays are rationally dependent, then the region of stability increases. When the ratio has the form 1/n, this…

Dynamical Systems · Mathematics 2013-08-08 Joseph M. Mahaffy , Timothy C. Busken

We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov…

Analysis of PDEs · Mathematics 2009-08-11 L. Lorenzi , A. Lunardi , A. Zamboni

We study the long time behavior of the solution of a stochastic PDEs with random coefficients assuming that randomness arises in a different independent scale. We apply the obtained results to 2D- Navier--Stokes equations.

Analysis of PDEs · Mathematics 2010-03-04 Da Prato Giuseppe , Arnaud Debussche

This article deals with the second order linear differential equations with entire coefficients. We prove some results involving conditions on coefficients so that the order of growth of every non-trivial solution is infinite.

Complex Variables · Mathematics 2021-02-24 Garima Pant , Manisha Saini
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