English
Related papers

Related papers: Exit times of diffusions with incompressible drift

200 papers

Let $\Omega\subset\R^n$ be a smooth bounded domain and let $a_1,a_2,\dots,a_{i_0}\in\Omega$, $\widehat{\Omega}=\Omega\setminus\{a_1,a_2,\dots,a_{i_0}\}$ and $\widehat{R^n}=\R^n\setminus\{a_1,a_2,\dots,a_{i_0}\}$. We prove the existence of…

Analysis of PDEs · Mathematics 2018-05-04 Kin Ming Hui , Sunghoon Kim

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

New results are obtained for global regularity and long-time behavior of the solutions to the 2D Boussinesq equations for the flow of an incompressible fluid with positive viscosity and zero diffusivity in a smooth bounded domain. Our first…

Analysis of PDEs · Mathematics 2016-08-24 Ning Ju

In this paper, we prove a time dependent lower bound on density in the optimal order $O(1/(1+t))$ for the general smooth nonisentropic flow of compressible Euler equations.

Analysis of PDEs · Mathematics 2018-12-19 Geng Chen

We present faster algorithms for approximate maximum flow in undirected graphs with good separator structures, such as bounded genus, minor free, and geometric graphs. Given such a graph with $n$ vertices, $m$ edges along with a recursive…

Data Structures and Algorithms · Computer Science 2012-10-19 Gary Miller , Richard Peng

We study strong solutions of the simplified Ericksen-Leslie system modeling compressible nematic liquid crystal flows in a domain $\Omega \subset\mathbb R^3$. We first prove the local existence of unique strong solutions provided that the…

Analysis of PDEs · Mathematics 2016-11-25 Tao Huang , Changyou Wang , Huanyao Wen

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…

Probability · Mathematics 2015-11-19 Alexis Devulder

We investigate the blow-up criterion for the local in time classical solution of the nematic liquid crystal flows in dimension two and three. More precisely, $0<T_{*}<+\infty$ is the maximal time interval if and only if (i) for $n=3$,…

Analysis of PDEs · Mathematics 2013-04-02 Qiao Liu , Jihong Zhao

The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…

Probability · Mathematics 2020-03-17 Ari Arapostathis , Vivek S. Borkar

We calculate the maximal Lyapunov exponent, the generalized entropies, the asymptotic distance between nearby trajectories and the fractal dimensions for a finite two dimensional system at different initial excitation energies. We show that…

chao-dyn · Physics 2007-05-23 C. O. Dorso , A. Bonasera

In this paper we provide an algorithm which given any $m$-edge $n$-vertex directed graph with integer capacities at most $U$ computes a maximum $s$-$t$ flow for any vertices $s$ and $t$ in $m^{11/8+o(1)}U^{1/4}$ time with high probability.…

Data Structures and Algorithms · Computer Science 2019-11-01 Yang P. Liu , Aaron Sidford

The temperature-dependent incompressible nematic liquid crystal flows in a bounded domain $\Omega\subset\mathbb{R}^N$ ($N=2, 3$) are studied in this paper. Following Danchin's method in [J. Math. Fluid Mech., 2006], we use a localization…

Analysis of PDEs · Mathematics 2017-01-17 Dongfen Bian , Yao Xiao

The Cauchy problem for the compressible flow of nematic liquid crystals in the framework of critical spaces is considered. We first establish the existence and uniqueness of global solutions provided that the initial data are close to some…

Analysis of PDEs · Mathematics 2015-08-03 Qunyi Bie , Haibo Cui , Qiru Wang , Zheng-an Yao

We study the asymptotic behavior of the motion of an ideal incompressible fluid in a perforated domain. The porous medium is composed of inclusions of size $\varepsilon$ separated by distances $d_\varepsilon$ and the fluid fills the…

Analysis of PDEs · Mathematics 2015-10-16 Christophe Lacave , Nader Masmoudi

We prove the $L_1$ in time and $B^{s+1}_{q,1}\times B^s_{q,1}$ in space maximal regularity for the Stokes equations in the viscous compressible fluid flows in domains in the $N$ dimensional Euclidean space $R^N$ whose boundary is $C^3$…

Analysis of PDEs · Mathematics 2024-07-18 Jou-Chun Kuo , Yoshihiro Shibata

We study the energy flow of dissipative dynamics on infinite lattices, allowing the total energy to be infinite and considering formally gradient dynamics. We show that in spatial dimensions 1,2, the flow is for almost all times arbitrarily…

Dynamical Systems · Mathematics 2013-01-16 Sinisa Slijepcevic

A compactness framework is formulated for the incompressible limit of approximate solutions with weak uniform bounds with respect to the adiabatic exponent for the steady Euler equations for compressible fluids in any dimension. One of our…

Analysis of PDEs · Mathematics 2016-06-22 Gui-Qiang G. Chen , Feimin Huang , Tian-Yi Wang , Wei Xiang

We show that H\"{o}lder continuous incompressible Euler flows that satisfy the local energy inequality ("globally dissipative" solutions) exhibit nonuniqueness and contain examples that strictly dissipate kinetic energy. The collection of…

Analysis of PDEs · Mathematics 2022-02-08 Philip Isett

We consider the classical compressible Euler's Equations in three space dimensions with an arbitrary equation of state, and whose initial data corresponds to a constant state outside a sphere. Under suitable restriction on the size of the…

Analysis of PDEs · Mathematics 2013-05-07 Demetrios Christodoulou , Shuang Miao

We consider the problem of dynamic optimal transport with a density constraint. We derive variational limits in terms of $\Gamma$-convergence for two singular phenomena. First, for densities constrained near a hyperplane we recover the…

Analysis of PDEs · Mathematics 2021-06-08 Peter Gladbach , Eva Kopfer
‹ Prev 1 3 4 5 6 7 10 Next ›