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We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

Probability · Mathematics 2014-01-16 Amarjit Budhiraja , Abhishek Pal Majumder

L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…

Probability · Mathematics 2019-05-21 Alexander Iksanov , Bastien Mallein

We introduce a new general framework for the approximation of evolution equations at low regularity and develop a new class of schemes for a wide range of equations under lower regularity assumptions than classical methods require. In…

Numerical Analysis · Mathematics 2021-02-16 Frédéric Rousset , Katharina Schratz

I prove, under mild assumptions, that solutions to linear evolution equations admit sectorial solutions. The size of the sector depends on the regularity of the initial data. If it is regular enough the solution is holomorphic and unique…

Functional Analysis · Mathematics 2015-06-30 Mauricio D. Garay

Superpositions of Ornstein-Uhlenbeck processes allow a flexible dependence structure, including long range dependence for OU-type processes. Their complex asymptotics are governed by three effects: the behavior of the L\'evy measure both at…

Probability · Mathematics 2024-09-25 Danijel Grahovac , Peter Kevei

We consider a Cauchy Dirichlet problem for a quasilinear second order parabolic equation with lower order term driven by a singular coefficient. We establish an existence result to such a problem and we describe the time behavior of the…

Analysis of PDEs · Mathematics 2020-11-16 Fernando Farroni , Luigi Greco , Gioconda Moscariello , Gabriella Zecca

In the present work, a new time-dependent exchange theory is presented wherein the symmetry constraints, on a multi-electron wavefunction, are properly accounted for. In so doing, the equations of motion, incorporating the required…

Computational Physics · Physics 2007-05-23 Charles A. Weatherford

The $x$-dependence of the symmetries of (1+1)-dimensional scalar translationally invariant evolution equations is described. The sufficient condition of (quasi)polynomiality in time $t$ of the symmetries of evolution equations with constant…

Analysis of PDEs · Mathematics 2007-05-23 Artur Sergyeyev

In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $\gamma$-H\"older continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an…

Probability · Mathematics 2007-05-23 Antoine Lejay , Massimiliano Gubinelli , Samy Tindel

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

We consider the natural time-dependent fractional $p$-Laplacian equation posed in the whole Euclidean space, with parameters $p>2$ and $s\in (0,1)$ (fractional exponent). We show that the Cauchy Problem for data in the Lebesgue $L^q$ spaces…

Analysis of PDEs · Mathematics 2020-06-02 Juan Luis Vázquez

This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-reverting jumps, study their equivalent…

Pricing of Securities · Quantitative Finance 2012-04-18 Lingfei Li , Vadim Linetsky

In the Cauchy problem of general relativity one considers initial data that satisfies certain constraints. The evolution equations guarantee that the evolved variables will satisfy the constraints at later instants of time. This is only…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Gioel Calabrese , Jorge Pullin , Oscar Reula , Olivier Sarbach , Manuel Tiglio

In this paper we study the L\'evy Ornstein- Uhlenbeck equation $\partial_t X_t=-m\,X_t+\eta$. The transition kernel of the L\'evy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion…

Mathematical Physics · Physics 2011-04-11 Boubaker Smii

Most research in the theory of evolutionary computation assumes that the problem at hand has a fixed problem size. This assumption does not always apply to real-world optimization challenges, where the length of an optimal solution may be…

Neural and Evolutionary Computing · Computer Science 2015-06-22 Benjamin Doerr , Carola Doerr , Timo Kötzing

We consider a system of $n$ nonlocal interaction evolution equations on $\mathbb{R}^d$ with a differentiable matrix-valued interaction potential $W$. Under suitable conditions on convexity, symmetry and growth of $W$, we prove…

Analysis of PDEs · Mathematics 2015-12-18 Jonathan Zinsl

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…

Probability · Mathematics 2010-01-26 Massimiliano Gubinelli , Samy Tindel

In this paper we study well-posedness and asymptotic stability for a class of nonlinear second-order evolution equations with intermittent delay damping. More precisely, a delay feedback and an undelayed one act alternately in time. We show…

Analysis of PDEs · Mathematics 2015-07-29 Genni Fragnelli , Cristina Pignotti

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

Analysis of PDEs · Mathematics 2018-09-07 Fernando Miranda , José Francisco Rodrigues , Lisa Santos

Diffeomorphism-induced symmetry transformations and time evolution are distinct operations in generally covariant theories formulated in phase space. Time is not frozen. Diffeomorphism invariants are consequently not necessarily constants…

General Relativity and Quantum Cosmology · Physics 2009-11-11 J. M. Pons , D. C. Salisbury
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