Related papers: Spectral Analysis of Diffusions with Jump Boundary
This is part II of our study on the free boundary problems with nonlocal and local diffusions. In part I, we obtained the existence, uniqueness, regularity and estimates of global solution. In part II here, we show a spreading-vanishing…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
We study the transmission problem in bounded domains with dissipative boundary conditions. Under some natural assumptions, we prove uniform bounds of the corresponding resolvents on the real axis at high frequency, and as a consequence, we…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
We consider exterior elliptic problems with coefficients stabilizing at infinity and study the critical value $\beta_{cr}$ of the coupling constant (the coefficient at the potential) that separates operators with a discrete spectrum and…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
Regularity of the impulse control problem for a non-degenerate $n$-dimensional jump diffusion with infinite activity and finite variation jumps was recently examined by Davis, Guo, and Wu (SICON 2010). Here we extend the analysis to include…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
We study the spectral problem associated with the equation governing the small transverse motions of a viscoelastic tube of finite length conveying an ideal fluid. The boundary conditions considered are of general form, accounting for a…
We study the spectrum of the spin-boson Hamiltonian with two bosons for arbitrary coupling $\alpha>0$ in the case when the dispersion relation of the free field is a bounded function. We derive an explicit description of the essential…
We present here a semi-analytical solution of the problem of particle acceleration at non-linear shock waves with a free escape boundary at some location upstream. This solution, besides allowing us to determine the spectrum of particles…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the…
We develop general heterogeneous nonlocal diffusion models and investigate their connection to local diffusion models by taking a singular limit of focusing kernels. We reveal the link between the two groups of diffusion equations which…
In this paper, we proceed to study the nonlocal diffusion problem proposed by Li and Wang [8], where the left boundary is fixed, while the right boundary is a nonlocal free boundary. We first give some accurate estimates on the longtime…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…