Related papers: Basic Estimates of Stability Rate for One-dimensio…

We analyze various uncertainty measures for spatial diffusion processes. In this manifestly non-quantum setting, we focus on the existence issue of complementary pairs whose joint dispersion measure has strictly positive lower bound.

In this short note, we provide a quantitative global Poincar\'e inequality for one forms on a closed Riemannian four manifold, in terms of an upper bound on the diameter, a positive lower bound on the volume, and a two-sided bound on Ricci…

This paper studies the weighted Hardy inequalities on the discrete intervals with four different kinds of boundary conditions. The main result is the uniform expression of the basic estimate of the optimal constant with the corresponding…

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral…

We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…

For the heat equation in a bounded domain we give a stability result for a smooth diffusion coefficient. The key ingredients are a global Carleman-type estimate, a Poincar\'e-type estimate and an energy estimate with a single observation…

Hydrodynamic projections, the projection onto conserved charges representing ballistic propagation of fluid waves, give exact transport results in many-body systems, such as the exact Drude weights. Focussing one one-dimensional systems, I…

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…

One-dimensional scattering problems are of wide physical interest and are encountered in many diverse applications. In this article I establish some very general bounds for reflection and transmission coefficients for one-dimensional…

A general system of n ordinary differential equations coupled with one reaction-diffusion equation, considered in a bounded N-dimensional domain, with no-flux boundary condition is studied in a context of pattern formation. Such initial…

With a small parameter $\epsilon$, Poisson-Nernst-Planck (PNP) systems over a finite one-dimensional (1D) spatial domain have steady state solutions, called 1D boundary layer solutions, which profiles form boundary layers near boundary…

Atmospheres having a significant radiative support are shown to be intrinsically unstable at luminosities above a critical fraction Gamma_crit ~ 0.5-0.85 of the Eddington limit, with the exact value depending on the boundary conditions. Two…

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…

We present new estimate for Hardy-type inequality in variable exponent Lebesgue spaces. More precisely, by imposing regularity assumptions on the exponent, we prove that the estimations can be reduced to the fixed exponents.

This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual)…

Here we consider the problem of small oscillations of a rotating inviscid incompressible fluid. From a mathematical point of view, new exact solutions to the two-dimensional Poincar\'e-Sobolev equation in a class of domains including…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional…