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We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…

Probability · Mathematics 2022-10-19 Anugu Sumith Reddy , Amarjit Budhiraja , Amit Apte

This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the…

Analysis of PDEs · Mathematics 2009-11-13 K. T. Joseph , Philippe G. LeFloch

The purpose of this paper is to prove new fine regularity results for nonlocal drift-diffusion equations via pointwise potential estimates. Our analysis requires only minimal assumptions on the divergence free drift term, enabling us to…

Analysis of PDEs · Mathematics 2023-11-28 Quoc-Hung Nguyen , Simon Nowak , Yannick Sire , Marvin Weidner

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

Absorbing boundary conditions are presented for three-dimensional time-dependent Schr\"odinger-type of equations as a means to reduce the cost of the quantum-mechanical calculations. The boundary condition is first derived from a…

Numerical Analysis · Mathematics 2020-01-15 Xiaojie Wu , Xiaotao Li

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

Formal Laplace operators are analyzed for a large class of resistance networks with vertex weights. The graphs are completed with respect to the minimal resistance path metric. Compactness and a novel connectivity hypothesis for the…

Functional Analysis · Mathematics 2011-09-15 Robert Carlson

We consider elliptic equations in planar domains with mixed boundary conditions of Dirichlet-Neumann type. Sharp asymptotic expansions of the solutions and unique continuation properties from the Dirichlet-Neumann junction are proved.

Analysis of PDEs · Mathematics 2017-11-10 Mouhamed Moustapha Fall , Veronica Felli , Alberto Ferrero , Alassane Niang

A transient Poisson-Nernst-Planck system with steric effects is analyzed in a bounded domain with no-flux boundary conditions for the ion concentrations and mixed Dirichlet-Neumann boundary conditions for the electric potential. The steric…

Analysis of PDEs · Mathematics 2024-11-27 Peter Hirvonen , Ansgar Jüngel

The orthogonality of Hilbert spaces whose elements can be represented as simple and double layer potentials is determined. Conditions of well-posed solvability of integral equations for the sum of simple and double layer potentials…

Numerical Analysis · Mathematics 2020-01-20 Olexandr Polishchuk

We consider the discrete spectrum of the Dirichlet Laplacian on a manifold consisting of two adjacent parallel strips or planar layers coupled by a finite number N of windows in the common boundary. If the windows are small enough, there is…

funct-an · Mathematics 2020-01-29 Pavel Exner , Simeon Vugalter

In the present paper we describe a class of algorithms for the solution of Laplace's equation on polygonal domains with Neumann boundary conditions. It is well known that in such cases the solutions have singularities near the corners which…

Numerical Analysis · Mathematics 2020-01-16 Jeremy Hoskins , Manas Rachh

Motivated by Gilbarg-Weinberger's early work on asymptotic properties of steady plane solutions of the Navier-Stokes equations on a neighborhood of infinity \cite{GW1978} , we investigate asymptotic properties of steady plane solutions of…

Analysis of PDEs · Mathematics 2022-08-10 Lili Wang , Wendong Wang

We solve the Neumann problem, with nontangential estimates, for higher order divergence form elliptic operators with variable $t$-independent coefficients. Our results are accompanied by nontangential estimates on higher order layer…

Analysis of PDEs · Mathematics 2018-08-23 Ariel Barton , Steve Hofmann , Svitlana Mayboroda

We study the asymptotic behaviour of the eigenvalues of the Laplace-Beltrami operator on a compact hypersurface in \mathds{R}^{n+1} as it is flattened into a singular double-sided flat hypersurface. We show that the limit spectral problem…

Analysis of PDEs · Mathematics 2016-01-20 Denis Borisov , Pedro Freitas

This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…

Analysis of PDEs · Mathematics 2016-12-13 Souaad Lazergui , Yassine Boubendir

In this paper we study a class of elliptic boundary hemivariational inequalities which originates in the steady-state heat conduction problem with nonmonotone multivalued subdifferential boundary condition on a portion of the boundary…

Analysis of PDEs · Mathematics 2021-06-10 Claudia M. Gariboldi , Stanisław Migórski , Anna Ochal , Domingo A. Tarzia

It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…

Probability · Mathematics 2021-01-13 Sigurd Assing , John Herman

We propose a two-dimensional flow model of a viscous fluid between two close moving surfaces. We show, using a formal asymptotic expansion of the solution, that its asymptotic behavior, when the distance between the two surfaces tends to…

Analysis of PDEs · Mathematics 2023-08-01 José M. Rodríguez , Raquel Taboada-Vázquez

We analyze the asymptotic behavior of the eigenvalues of nonlinear elliptic problems under Dirichlet boundary conditions and mixed (Dirichlet, Neumann) boundary conditions on domains becoming unbounded. We make intensive use of Picone…

Analysis of PDEs · Mathematics 2021-03-08 Luca Esposito , Prosenjit Roy , Firoj Sk