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This paper surveys some of our recent progress on Hardy-type inequa\-lities which consist of a well-known topic in Harmonic Analysis. In the first section, we recall the original probabilistic motivation dealing with the stability speed in…

Probability · Mathematics 2014-12-02 Mu-Fa Chen

We establish Strichartz estimates (both reversed and some direct ones), pointwise decay estimates, and weighted decay estimates for the linear wave equation in dimension two with an almost scaling-critical potential, in the case when there…

Analysis of PDEs · Mathematics 2015-11-24 Marius Beceanu

We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different…

Probability · Mathematics 2022-08-09 Lucio Galeati , Chengcheng Ling

We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb {R}^n\to \mathbb {R}$ in the regime of low temperature $\varepsilon$. We proof the Eyring-Kramers formula for the optimal constant in the…

Probability · Mathematics 2016-08-14 Georg Menz , André Schlichting

We consider the Hardy constant associated with a domain in the $n$-dimensional Euclidean space and we study its variation upon perturbation of the domain. We prove a Fr\'{e}chet differentiability result and establish a Hadamard-type formula…

Analysis of PDEs · Mathematics 2013-10-09 Gerassimos Barbatis , Pier Domenico Lamberti

We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…

Statistics Theory · Mathematics 2010-07-29 F. Avram , N. N. Leonenko , N. Šuvak

Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…

Numerical Analysis · Mathematics 2015-03-27 A. A. Alikhanov

A method is proposed for the calculation of diffusion constants for one-dimensional maps exhibiting deterministic diffusion. The procedure is based on harmonic inversion and uses a known relation between the diffusion constant and the…

Chaotic Dynamics · Physics 2009-11-07 K. Weibert , J. Main , G. Wunner

We consider the initial-boundary value problem for an incompressible Oldroyd-B model with stress diffusion in two-dimensional upper half plane which describes the motion of viscoelastic polymeric fluids. From the physical point of view, the…

Analysis of PDEs · Mathematics 2023-05-23 Yinghui Wang , Huanyao Wen

We address the problem of parameter estimation for degenerate diffusion processes defined via the solution of Stochastic Differential Equations (SDEs) with diffusion matrix that is not full-rank. For this class of hypo-elliptic diffusions…

Statistics Theory · Mathematics 2024-09-04 Yuga Iguchi , Alexandros Beskos

Boundaries occur naturally in kinetic equations and boundary effects are crucial for dynamics of dilute gases governed by the Boltzmann equation. We develop a mathematical theory to study the time decay and continuity of Boltzmann solutions…

Analysis of PDEs · Mathematics 2015-05-13 Yan Guo

A quantum Monte Carlo simulation of a system of hard rods in one dimension is presented and discussed. The calculation is exact since the analytical form of the wavefunction is known, and is in excellent agreement with predictions obtained…

Other Condensed Matter · Physics 2009-11-13 F. Mazzanti , G. E. Astrakharchik , J. Boronat , J. Casulleras

We have calculated the general dispersion relationship for surface waves on a ferrofluid layer of any thickness and viscosity, under the influence of a uniform vertical magnetic field. The amplification of these waves can induce an…

Fluid Dynamics · Physics 2009-10-30 Berengere Abou , Gilles Neron de Surgy , Jose-Eduardo Wesfreid

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…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

Probability · Mathematics 2021-03-29 William Oçafrain

In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider…

Probability · Mathematics 2020-02-24 Anton Thalmaier , James Thompson

In this note, we consider the so-called field-road diffusion model in a bounded domain, consisting of two parabolic PDEs posed on sets of different dimensions and coupled through (symmetric) nonlinear exchange terms. We propose a new and…

Analysis of PDEs · Mathematics 2026-01-21 Matthieu Alfaro , Claire Chainais-Hillairet , Flore Nabet

The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…

Subcellular Processes · Quantitative Biology 2016-04-13 Peter K. Relich , Mark J. Olah , Patrick J. Cutler , Keith A. Lidke

We propose an algorithm to numerically determined whether a second-order linear PDE problem satisfying a Garding inequality is well-posed. This algorithm further provides a lower bound to the inf-sup constant of the weak formulation, which…

Numerical Analysis · Mathematics 2026-05-20 T. Chaumont-Frelet

Let $\O$ be a smooth bounded domain in $\R^N$ with $N\ge 1$. In this paper we study the Hardy-Poincar\'e inequalities with weight function singular at the boundary of $\O$. In particular we give sufficient conditions so that the best…

Analysis of PDEs · Mathematics 2010-09-17 Mouhamed Moustapha Fall
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