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Asymptotics of maximum likelihood estimation for $\alpha$-stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown on the interior of the whole parameter space. Although…

Statistics Theory · Mathematics 2019-03-01 Muneya Matsui

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

We study a one-dimensional class of reaction-diffusion models on a $10-$parameters manifold. The equations of motion of the correlation functions close on this manifold. We compute exactly the long-time behaviour of the density and…

Statistical Mechanics · Physics 2016-08-31 M. Mobilia , P. -A. Bares

We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…

Statistics Theory · Mathematics 2020-02-25 Arnaud Gloter , Nakahiro Yoshida

We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders…

Analysis of PDEs · Mathematics 2024-06-24 Taras Mel'nyk , Christian Rohde

This work is concerned with numerically recovering multiple parameters simultaneously in the subdiffusion model from one single lateral measurement on a part of the boundary, while in an incompletely known medium. We prove that the boundary…

Numerical Analysis · Mathematics 2023-07-10 Siyu Cen , Bangti Jin , Yikan Liu , Zhi Zhou

In this article we are interested in studying regularity up to the boundary for one-phase singularly perturbed fully nonlinear elliptic problems, associated to high energy activation potentials, namely $$ F(X, \nabla u^{\varepsilon}, D^2…

Analysis of PDEs · Mathematics 2015-10-09 Gleydson C. Ricarte , João Vitor da Silva

We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…

Probability · Mathematics 2010-06-15 Alexey Kuznetsov

We study the Cauchy problem for nonlocal reaction diffusion equations with bistable nonlinearity in 1D spatial domain and investigate the asymptotic behaviors of solutions with a one-parameter family of monotonically increasing and…

Analysis of PDEs · Mathematics 2022-09-13 He Zhang , Yong Li , Xue Yang

In this paper we give a new sufficient condition for asymptotic periodicity of Frobenius-Perron operator corresponding to two--dimensional maps. The result of the asymptotic periodicity for strictly expanding systems, that is, all…

Dynamical Systems · Mathematics 2021-08-04 Fumihiko Nakamura , Michael C. Mackey

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

Chaotic Dynamics · Physics 2012-06-13 B. Mehlig , M. Wilkinson , V. Bezuglyy , K. Gustavsson , K. Nakamura

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

Dynamical Systems · Mathematics 2020-05-13 Yeor Hafouta

Multiphase mechanical models are now commonly used to describe living tissues including tumour growth. The specific model we study here consists of two equations of mixed parabolic and hyperbolic type which extend the standard compressible…

Analysis of PDEs · Mathematics 2020-01-08 Federica Bubba , Benoît Perthame , Camille Pouchol , Markus Schmidtchen

A mathematical model describing the capture of nonlinear systems into the autoresonance by a combined parametric and external periodic slowly varying perturbation is considered. The autoresonance phenomenon is associated with solutions…

Dynamical Systems · Mathematics 2023-09-26 Oskar Sultanov

Dynamical processes on networks are currently being considered in different domains of cross-disciplinary interest. Reaction-diffusion systems hosted on directed graphs are in particular relevant for their widespread applications, from…

Statistical Mechanics · Physics 2016-04-06 Silvia Contemori , Francesca Di Patti , Duccio Fanelli , Filippo Miele

The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…

Analysis of PDEs · Mathematics 2016-05-25 Masakazu Yamamoto , Yuusuke Sugiyama

The $hp$-version of the finite element method is applied to a singularly perturbed reaction-diffusion equation posed in one- and two-dimensional domains with analytic boundary. On suitably designed \emph{Spectral Boundary Layer meshes},…

Numerical Analysis · Mathematics 2016-05-30 Jens Markus Melenk , Christos Xenophontos

We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…

Statistical Mechanics · Physics 2015-05-13 S. D. da Cunha , Ronaldo R. Vidigal , L. R. da Silva , Ronald Dickman

We establish global stability for a chemotaxis-growth model with logarithmic sensitivity under dynamic Dirichlet boundary conditions on a 1D domain. We analyze both parabolic-parabolic and parabolic-hyperbolic systems. The key challenge is…

Analysis of PDEs · Mathematics 2026-03-17 Yiren Chen , Padi Fuster Aguilera , Vincent Martinez , Kun Zhao

In this paper, we combine the method of multiple scales and the method of matched asymptotic expansions to construct uniformly-valid asymptotic solutions to autonomous and non-autonomous difference equations in the neighbourhood of a…

Dynamical Systems · Mathematics 2016-01-14 Cameron L. Hall , Christopher J. Lustri