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This paper discusses finite time extinction for a perturbed fast diffusion equation with dynamic boundary conditions. The fast diffusion equation has the characteristic property of decay, such as the solution decays to zero in a finite…

Analysis of PDEs · Mathematics 2020-09-03 Takeshi Fukao

We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…

Analysis of PDEs · Mathematics 2011-06-06 Rico Zacher

This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

Probability · Mathematics 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

We study the two-species diffusion-annihilation process, $A+B\rightarrow$ \O, on the fully-connected lattice. Probability distributions for the number of particles and the reaction time are obtained for a finite-size system using a master…

Statistical Mechanics · Physics 2018-07-03 Loïc Turban

Consider a superdiffusion $X$ on $\mathbb R^d$ corresponding to the semilinear operator $\mathcal{A}(u)=Lu+\beta u-ku^2,$ where $L$ is a second order elliptic operator, $\beta(\cdot)$ is in the Kato class and bounded from above, and…

Probability · Mathematics 2014-09-22 Janos Englander , Yan-Xia Ren , Renming Song

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…

Mathematical Physics · Physics 2020-07-24 R. Garra , F. Maltese , E. Orsingher

We study a two-dimensional process $(X, Y)$ arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and compensated spectrally positive L\'evy random measures. Both…

Probability · Mathematics 2022-04-19 Yan-Xia Ren , Jie Xiong , Xu Yang , Xiaowen Zhou

This work (Part (I)) together with its companion (Part (II) [45]) develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equations depending on the current as well as the past…

Probability · Mathematics 2021-05-11 Dang H. Nguyen , Nhu N. Nguyen , George Yin

We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…

Analysis of PDEs · Mathematics 2020-04-20 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We study a Sobolev critical fast diffusion equation in bounded domains with the Brezis-Nirenberg effect. We obtain extinction profiles of its positive solutions, and show that the convergence rates of the relative error in regular norms are…

Analysis of PDEs · Mathematics 2023-01-30 Tianling Jin , Jingang Xiong

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…

Computational Physics · Physics 2014-09-29 J. -F. Rupprecht , O. Bénichou , D. S. Grebenkov , R. Voituriez

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

In this work we construct individual-based models that give rise to the generalized logistic model at the mean-field deterministic level and that allow us to interpret the parameters of these models in terms of individual interactions. We…

Populations and Evolution · Quantitative Biology 2017-09-13 Vicenc Mendez , Michael Assaf , Werner Horsthemke , Daniel Campos

In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…

Probability · Mathematics 2015-10-01 Marcin Magdziarz , Tomasz Zorawik

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

A classification of the behavior of the solutions $f(\cdot,a)$ to the ordinary differential equation $(|f'|^{p-2} f')' + f - |f'|^{p-1} = 0$ in $(0,\infty)$ with initial condition $f(0,a)=a$ and $f'(0,a)=0$ is provided, according to the…

Analysis of PDEs · Mathematics 2016-06-02 Razvan Iagar , Philippe Laurençot

The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…

Analysis of PDEs · Mathematics 2024-04-02 Beomjun Choi , Christian Seis

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…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic density dependent predator-prey model with Holling-type II functional response…

Probability · Mathematics 2022-08-11 Olga Borysenko , Oleksandr Borysenko