Related papers: Convergence of invariant measures for singular sto…
This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…
We improve the time decay estimates of solutions to the one-dimensional fractional diffusion equation involving the Caputo derivative. The equation is considered on the half-line. Depending on the boundary condition, we show that solutions…
We establish $L^p$ solvability of the Dirichlet problem, for some finite $p$, in a 1-sided chord-arc domain $\Omega$ (i.e., a uniform domain with Ahlfors-David regular boundary), for elliptic equations of the form \[ Lu=-\text{div}(A\nabla…
This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…
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…
We prove $L^{p}$-uniqueness of Dirichlet operators for Gibbs measures on the path space $C(\mathbb R, \mathbb R^{d})$ associated with exponential type interactions in infinite volume by extending an SPDE approach presented in previous work…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…
Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…
This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…
We prove that any subcritical solution to the Becker-D\"{o}ring equations converges exponentially fast to the unique steady state with same mass. Our convergence result is quantitative and we show that the rate of exponential decay is…
We develop a numerical scheme for subdiffusion of variable exponent by combining the $L2-1_\sigma$ temporal discretization with finite element spatial approximation. In existing works, determining the superconvergence points requires…
We study the long-time asymptotics of the doubly nonlinear diffusion equation $\rho_t={div}({|\nabla\rho^m|^{p-2}\nabla\rho^m})$ in $\RR^n$, in the range $\frac{n-p}{n(p-1)}<m>\frac{n-p+1}{n(p-1)}$ and $1p\infty$ where the mass of the…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
This paper considers the Dirichlet problem $$ -\mathrm{div}(a\nabla u_a)=f \quad \hbox{on}\,\,\ D, \qquad u_a=0\quad \hbox{on}\,\,\partial D, $$ for a Lipschitz domain $D\subset \mathbb R^d$, where $a$ is a scalar diffusion function. For a…
This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…
We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and H\"{o}lder continuous in time. For the limiting free boundary problem, we analyse the…
We prove continuity for bounded weak solutions of a nonlinear nonlocal parabolic type equation associated to a Dirichlet form with a rough kernel. The equation is allowed to be singular at the level zero, and solutions may change sign. If…
We consider a reaction-diffusion equation of the type \[ \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary,…