Related papers: Fast diffusion equations: matching large time asym…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
The longitudinal Doppler shift is a measure of hyperbolic distance. Transformations of uniform motion are determined by the Doppler shift, while its square root transforms to a uniformly accelerated frame. A time-velocity space metric is…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…
We consider entropy conservative and dissipative discretizations of nonlinear conservation laws with implicit time discretizations and investigate the influence of iterative methods used to solve the arising nonlinear equations. We show…
We study the validity of the time-dependent asymptotic $P_N$ approximation in radiative transfer of photons. The time-dependent asymptotic $P_N$ is an approximation which uses the standard $P_N$ equations with a closure that is based on the…
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…
In this note we develop a prelimit analysis of performance measures for importance sampling schemes related to small noise diffusion processes. In importance sampling the performance of any change of measure is characterized by its second…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
The initial value problem for the two dimensional dissipative quasi-geostrophic equation of the critical and the supercritical cases is considered. Anomalous diffusion on this equation provides slow decay of solutions as the spatial…
Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
In this paper we investigate the asymptotic behavior and decay of the solution of the discrete in time $N$-dimensional heat equation. We give a convergence rate with which the solution tends to the discrete fundamental solution, and the…
In some cases, solutions to nonlinear PDEs happen to be asymptotically (for large $x$ and/or $t$) invariant under a group $G$ which is not a symmetry of the equation. After recalling the geometrical meaning of symmetries of differential…
In this paper, we consider the large time asymptotic behavior of solutions to systems of two cubic nonlinear Klein-Gordon equations in one space dimension. We classify the systems by studying the quotient set of a suitable subset of systems…
In cosmology an important role is played by homogeneous and isotropic solutions of the Einstein-Euler equations and linearized perturbations of these. This paper proves results on the asymptotic behaviour of scalar perturbations both in the…
Finite time extinction of any bounded solution to the fast diffusion equation with spatially inhomogeneous absorption $$ \partial_tu=\Delta u^m-|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,\infty), $$ with $N\geq1$ and exponents $$…
Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…