Related papers: Strong maximum principle for radiative tranfer typ…
A refined version of the strong maximum principle is proven for a class of second order ordinary differential equations with possibly discontinuous non-monotone nonlinearities. Then, exploiting this tool, some optimal regularity results…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
There are two components in this work that allow solutions of the turbulent channel problem: one is the Galilean-transformed Navier-Stokes equation which gives a theoretical expression for the Reynolds stress; and the second the maximum…
Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…
In this paper, we study the generalized mean-field stochastic control problem when the usual stochastic maximum principle (SMP) is not applicable due to the singularity of the Hamiltonian function. In this case, we derive a second order…
This paper provides novel Input-to-State Stability (ISS)-style maximum principle estimates for classical solutions of highly nonlinear 1-D parabolic Partial Differential Equations (PDEs). The derivation of the ISS-style maximum principle…
In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…
We present a framework for modeling the transport of any number of globally conserved quantities in any spatial configuration and apply it to obtain a model of magnetization transport for spin-systems that is valid in new regimes (including…
In this work we prove a strong maximum principle for fractional elliptic problems with mixed Dirichlet-Neumann boundary data which extends the one proved by J. D\'avila to the fractional setting. In particular, we present a comparison…
Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the $\theta$-method in time for solving time dependent anisotropic diffusion problems. It is shown that the numerical…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
In this paper, we consider nonlinear equations involving the fractional p-Laplacian $$ (-\lap)_p^s u(x)) \equiv C_{n,s,p} PV \int_{\mathbb{R}^n} \frac{|u(x)-u(y)|^{p-2}[u(x)-u(y)]}{|x-z|^{n+ps}} dz= f(x,u).$$ We prove a {\em maximum…
Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
In this paper, we propose to apply the parametrized maximum-principle-preserving (MPP) flux limiter in [Xiong et. al., JCP, 2013] to the discontinuous Galerkin (DG) method for solving the convection-diffusion equations. The feasibility of…
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…
The Maximality Principle MP is a scheme which states that if a sentence of the language of ZFC is true in some forcing extension V^P, and remains true in any further forcing extension of V^P, then it is true in all forcing extensions of V.…
In this paper, we prove a maximum principle for the general multi-term space-time-fractional transport equation and apply it for establishing uniqueness of solution to an initial-boundary-value problem for this equation. We also derive some…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We introduce a novel technique for proving global strong discrete maximum principles for finite element discretizations of linear and semilinear elliptic equations for cases when the common, matrix-based sufficient conditions are not…