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This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…

Mathematical Physics · Physics 2018-08-24 Xin Chen , Ana Bela Cruzeiro , Tudor S. Ratiu

In this paper, the finite time extinction of solutions to the fast diffusion system $u_t=\mathrm{div}(|\nabla u|^{p-2}\nabla u)+v^m$, $v_t=\mathrm{div}(|\nabla v|^{q-2}\nabla v)+u^n$ is investigated, where $1<p,q<2$, $m,n>0$ and…

Analysis of PDEs · Mathematics 2013-12-24 Yuzhu Han , Wenjie Gao

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez

In this article, we study semi-linear $\sigma$-evolution equations with double damping including frictional and visco-elastic damping for any $\sigma\ge 1$. We are interested in investigating not only higher order asymptotic expansions of…

Analysis of PDEs · Mathematics 2019-06-12 Hironori Michihisa , Tuan Anh Dao

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Analysis of PDEs · Mathematics 2015-10-07 Dominic Breit , Martina Hofmanova

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…

Statistical Mechanics · Physics 2025-07-09 Costantino Di Bello , Édgar Roldán , Ralf Metzler

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

Probability · Mathematics 2022-10-26 Oliver Tough

We study scaling limits of the weakly driven Zhang and the Bak-Tang-Wiesenfeld (BTW) model for self-organized criticality. We show that the weakly driven Zhang model converges to a stochastic partial differential equation (PDE) with…

Probability · Mathematics 2022-12-20 Ľubomír Baňas , Benjamin Gess , Marius Neuß

In this paper we prove a stochastic representation for solutions of the evolution equation $ \partial_t \psi_t = {1/2}L^*\psi_t $ where $ L^* $ is the formal adjoint of an elliptic second order differential operator with smooth coefficients…

Probability · Mathematics 2007-06-25 B. Rajeev , S. Thangavelu

Logarithmic finite-size scaling of the O($n$) universality class at the upper critical dimensionality ($d_c=4$) has a fundamental role in statistical and condensed-matter physics and important applications in various experimental systems.…

Statistical Mechanics · Physics 2021-04-13 Jian-Ping Lv , Wanwan Xu , Yanan Sun , Kun Chen , Youjin Deng

We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

This paper is concerned with the spatial propagation of nonlocal dispersal equations with bistable or multistable nonlinearity in exterior domains. We obtain the existence and uniqueness of an entire solution which behaves like a planar…

Analysis of PDEs · Mathematics 2020-05-05 Shao-Xia Qiao , Wan-Tong Li , Jian-Wen Sun

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

Analysis of PDEs · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

We consider a nonlocal nonlinear model with fractional diffusion motivated by studies of electroconvection phenomena in incompressible viscous fluids. We address the global well-posedness, global regularity and long time dynamics of the…

Analysis of PDEs · Mathematics 2023-10-02 E. Abdo , M. Ignatova

On a smooth bounded Euclidean domain, Sobolev-subcritical fast diffusion with vanishing boundary trace is known to lead to finite-time extinction, with a vanishing profile selected by the initial datum. In rescaled variables, we quantify…

Analysis of PDEs · Mathematics 2023-03-22 Beomjun Choi , Robert J. McCann , Christian Seis

In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

Probability · Mathematics 2024-05-30 Luciana Angiuli , Davide A. Bignamini , Simone Ferrari

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…

Mathematical Physics · Physics 2013-05-09 Hong Qian