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In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…

Probability · Mathematics 2012-07-03 M. Freidlin , L. Koralov

We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…

Analysis of PDEs · Mathematics 2023-04-11 Mark Freidlin , Leonid Koralov

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2021-07-05 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…

Probability · Mathematics 2024-03-20 Mark Freidlin , Leonid Koralov

In this paper we study the asymptotic behavior of a very fast diffusion PDE in 1D with periodic boundary conditions. This equation is motivated by the gradient flow approach to the problem of quantization of measures introduced in…

Analysis of PDEs · Mathematics 2016-02-29 Mikaela Iacobelli

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We consider steady-state diffusion in a three-dimensional bounded domain with a smooth reflecting boundary that is partially covered by small partially reactive patches. By using the method of matched asymptotic expansions, we investigate…

Analysis of PDEs · Mathematics 2025-10-01 Denis S. Grebenkov , Michael J. Ward

In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…

Analysis of PDEs · Mathematics 2010-04-30 Armel Andami Ovono

This paper investigates a diffusion process in a narrow tubular domain with reflecting boundary conditions, where the geometry serves as a singular perturbation of an underlying graph in $\mathbb{R}^2$ or $\mathbb{R}^3$. The construction…

Probability · Mathematics 2025-09-04 Wen-Tai Hsu

We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…

Analysis of PDEs · Mathematics 2021-01-13 Shuang Liu , Yuan Lou , Rui Peng , Maolin Zhou

In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…

Analysis of PDEs · Mathematics 2010-03-23 Armel Andami Ovono

We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…

Statistical Mechanics · Physics 2020-08-05 Johan du Buisson , Hugo Touchette

Diffuse domain methods (DDMs) have garnered significant attention for approximating solutions to partial differential equations on complex geometries. These methods implicitly represent the geometry by replacing the sharp boundary interface…

Analysis of PDEs · Mathematics 2025-04-25 Toai Luong , Tadele Mengesha , Steven M. Wise , Ming Hei Wong

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We investigate the large-time behavior of three types of initial-boundary value problems for Hamilton-Jacobi Equations with nonconvex Hamiltonians. We consider the Neumann or oblique boundary condition, the state constraint boundary…

Analysis of PDEs · Mathematics 2010-12-13 Guy Barles , Hiroyoshi Mitake

We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…

Probability · Mathematics 2024-10-29 Yuchen Fan

We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…

Probability · Mathematics 2026-02-12 Leonid Koralov , Chenglin Liu

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

Probability · Mathematics 2015-09-18 Ying Hu , Pierre-Yves Madec

In this work we consider the asymptotic behavior of the nonlinear semigroup defined by a semilinear parabolic problem with homogeneous Neumann boundary conditions posed in a bounded region of the plane that degenerates into a line segment…

Analysis of PDEs · Mathematics 2013-12-05 Marcone C. Pereira
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