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We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…

Probability · Mathematics 2022-10-04 Erhan Bayraktar , Zhenhua Wang , Zhou Zhou

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

Numerical Analysis · Mathematics 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

This paper studies the stability of an abstract thermoelastic system with Cattaneo's law, which describes finite heat propagation speed in a medium. We introduce a region of parameters containing coupling, thermal dissipation, and possible…

Analysis of PDEs · Mathematics 2024-09-23 Chenxi Deng , Zhong-Jie Han , Zhaobin Kuang , Qiong Zhang

In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincar\'e inequalities are not valid due to unbounded Poincar\'e constants. Consequently, we propose a framework…

Probability · Mathematics 2020-02-19 Mario Teixeira Parente , Jonas Wallin , Barbara Wohlmuth

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

Numerical Analysis · Mathematics 2025-05-14 Philipp Öffner , Louis Petri , Davide Torlo

In this paper, we first focus on the speed selection problem for the reaction-diffusion equation of the monostable type. By investigating the decay rates of the minimal traveling wave front, we propose a sufficient and necessary condition…

Analysis of PDEs · Mathematics 2024-08-21 Chang-Hong Wu , Dongyuan Xiao , Maolin Zhou

This paper is devoted to study the wave propagation and its stability for a class of two-component discrete diffusive systems. We first establish the existence of positive monotone monostable traveling wave fronts. Then, applying the…

Dynamical Systems · Mathematics 2020-12-02 Zhixian Yu , Yuji Wan , Cheng-Hsiung Hsu

The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging…

Systems and Control · Computer Science 2017-06-06 Ross Boczar , Laurent Lessard , Andrew Packard , Benjamin Recht

We study the evolution of a random initial field under pure diffusion in various space dimensions. From numerical calculations we find that the persistence properties of the system show sharp transitions at critical dimensions d1 ~ 26 and…

Statistical Mechanics · Physics 2009-01-23 T. J. Newman , Will Loinaz

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…

Probability · Mathematics 2025-12-01 D. Kinzebulatov , R. Vafadar

The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…

Analysis of PDEs · Mathematics 2023-08-17 Matteo Bonforte , Alessio Figalli

Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…

Probability · Mathematics 2015-01-27 Xin Chen , Feng-Yu Wang , Jian Wang

Motivated by stochastic convection-diffusion problems we derive a posteriori error estimates for non-stationary non-linear convection-diffusion equations acting as a deterministic paradigm. The problem considered here neither fits into the…

Numerical Analysis · Mathematics 2018-02-08 Rüdiger Verfürth

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

This paper studies the Hardy-type inequalities on the intervals (may be infinite) with two weights, either vanishing at two endpoints of the interval or having mean zero. For the first type of inequalities, in terms of new isoperimetric…

Probability · Mathematics 2012-06-25 Mu-Fa Chen

The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…

Probability · Mathematics 2007-05-23 Mu-Fa chen

We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…

Analysis of PDEs · Mathematics 2013-10-08 Matteo Bonforte , Juan Luis Vazquez

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

We present a fully computable a posteriori error estimator for piecewise linear finite element approximations of reaction-diffusion problems with mixed boundary conditions and piecewise constant reaction coefficient formulated in arbitrary…

Numerical Analysis · Mathematics 2015-07-06 Mark Ainsworth , Tomáš Vejchodský