Related papers: Generalized self-intersection local time for a sup…
Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…
We provide general sufficient conditions for branching out of a time-periodic family of solutions from steady-state solutions to the two-dimensional Navier-Stokes equations in the exterior of a cylinder. To this end, we first show that the…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
We study a continuous pathwise local time of order p for continuous functions with finite p-th variation along a sequence of time partitions, for even integers p >= 2. With this notion, we establish a Tanaka-type change of variable formula,…
This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…
The main purpose of this paper is mathematical analysis on time-periodic flows of electrons and holes in semiconductors. The flows appear in a situation that alternating-current voltages are applied to devices. In this paper, we study the…
We consider continuous and discontinuous Galerkin time stepping methods of arbitrary order as applied to nonlinear initial value problems in real Hilbert spaces. Our only assumption is that the nonlinearities are continuous; in particular,…
In this paper, we concentrate on the superconvergence of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional linear time-dependent fourth-order equations. The adjustable numerical viscosity of the…
Tunneling, transport of particles through classically forbidden regions, is a pure quantum phenomenon. It governs numerous phenomena ranging from single-molecule electronics to donor-acceptor transition reactions. The main problem is the…
With special relativity, we seem to be facing a conundrum. It is a very well-tested theory; in this way, the Minkowski spacetime must be "capturing" essential features of space and time. However, its geometry seems to be incompatible with…
For a random walk $S_n, n\geq 0$ in $\mathbb{Z}^d$, let $l(n,x)$ be its local time at the site $x\in \mathbb{Z}^d$. Define the $\alpha$-fold self intersection local time $L_n(\alpha) := \sum_{x} l(n,x)^{\alpha}$, and let…
For $x\in R^d- \{0\}$, in dimension $d=3$, we study the asymptotic behavior of the local time $L_t^x$ of super-Brownian motion $X$ starting from $\delta_0$ as $x \to 0$. Let $\psi(x)=((1/2\pi^2) \log (1/|x|))^{1/2}$ be a normalization,…
In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of the solution. A maximum principle is proved and used to…
Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…
In present article we prove the existence of multiple self-intersection local times, describe its Ito-Wiener expansion and establish Clark representation for the class of Gaussian integrators generated by operators with a finite dimensional…
In this paper, we study the local time spent by an Ornstein-Uhlenbeck particle at some location till time t. Using the Feynman-Kac formalism, the computation of the moment generating function of the local time can be mapped to the problem…
We address the existence of solutions for the inviscid version of the Hall-Vinen-Bekharevich-Khalatnikov equations in 3D, a macro-scale model of superfluidity. This system couples the incompressible Euler equations for the normal fluid and…
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean-Vlasov (mean-field) stochastic differential equation. If the Donsker delta measure is absolutely…
We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta,\alpha}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha<2$.
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…