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The present article deals with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equation. Under suitable conditions, the weak error is expanded in powers of timescale parameter. It is proved that…

Probability · Mathematics 2018-06-01 Bengong Zhang , Hongbo Fu , Li Wan , Jicheng Liu

Weak-strong uniqueness property in the class of finite energy weak solutions is established for two different compressible liquid crystal systems by the method of relative entropy. To overcome the difficulties caused by the molecular…

Analysis of PDEs · Mathematics 2012-05-08 Yong-Fu Yang , Changsheng Dou , Qiangchang Ju

We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…

Probability · Mathematics 2016-03-31 Amarjit Budhiraja , Eric Friedlander

We investigate the existence of weak solutions to a multi-component system, consisting of compressible chemically reacting components, coupled with the compressible Stokes equation for the velocity. Specifically, we consider the case of…

Analysis of PDEs · Mathematics 2025-08-26 Piotr B. Mucha , Sarka Necasova , Maja Szlenk

The paper studies the rate of convergence of the weak Euler approximation for It\^{o} diffusion and jump processes with H\"{o}lder-continuous generators. It covers a number of stochastic processes including the nondegenerate diffusion…

Probability · Mathematics 2014-01-13 Remigijus Mikulevičius , Changyong Zhang

We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \ge 3$. Combining this result with…

Probability · Mathematics 2011-03-10 J. Theodore Cox , Richard Durrett , Edwin Perkins

Complex biological and physical transport processes are often described through systems of interacting particles. Excluded-volume effects on these transport processes are well studied, however the interplay between volume exclusion and…

Statistical Mechanics · Physics 2018-06-27 Daniel Wilson , Helen Byrne , Maria Bruna

We propose a simple model for reaction-diffusion systems with orientational constraints on the reactivity of particles, and map it onto a field theory with upper critical dimension d_c=2. To two-loop level the long-time particle density…

Statistical Mechanics · Physics 2009-10-31 Zoran Konkoli , Henrik Johannesson , Benjamin P. Lee

This paper is concerned with the interaction between a planar traveling front and a compact obstacle for monotone bistable reaction-diffusion systems in exterior domains. By constructing appropriate sub- and supersolutions, we first…

Analysis of PDEs · Mathematics 2026-03-25 Yang-Yang Yan , Wei-Jie Sheng

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…

Analysis of PDEs · Mathematics 2015-12-31 Vandana Sharma , Jeff Morgan

This paper is concerned with a Lotka-Volterra type competition model with free boundaries in time-periodic environment. One species is assumed to adopt nonlocal dispersal and the other one adopts mixed dispersal, which is a combination of…

Analysis of PDEs · Mathematics 2021-01-21 Qiaoling Chen , Fengquan Li , Sanyi Tang , Feng Wang

The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…

Analysis of PDEs · Mathematics 2024-12-17 Laurent Desvillettes , Kim Dang Phung , Bao Quoc Tang

In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic…

Analysis of PDEs · Mathematics 2019-04-12 Daijun Jiang , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Numerical Analysis · Mathematics 2023-07-06 Qinjing Qiu , Reiichiro Kawai

We consider a system of reaction-diffusion equations with passive advection term and Lewis number not equal to one. Such systems are used to describe chemical reactions in a flow in a situation where temperature and material diffusivities…

Chaotic Dynamics · Physics 2009-10-31 Alexander Kiselev , Leonid Ryzhik

We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< \alpha\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with…

Analysis of PDEs · Mathematics 2025-10-10 Charles Elbar , Filippo Santambrogio

We study the unique existence of weak solutions for initial boundary value problems associated with different class of fractional diffusion equations including variable order, distributed order and multiterm fractional diffusion equations.…

Analysis of PDEs · Mathematics 2021-11-12 Yavar Kian

We present a robust a posteriori error estimator for the weak Galerkin finite element method applied to stationary convection-diffusion equations in the convection-dominated regime. The estimator provides global upper and lower bounds of…

Numerical Analysis · Mathematics 2021-06-02 Natasha Sharma

In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…

Numerical Analysis · Mathematics 2018-08-28 Alexander Lipton , Vadim Kaushansky , Christoph Reisinger

The estimation of the diffusion matrix $\Sigma$ of a high-dimensional, possibly time-changed L\'evy process is studied, based on discrete observations of the process with a fixed distance. A low-rank condition is imposed on $\Sigma$.…

Statistics Theory · Mathematics 2018-11-05 Denis Belomestny , Mathias Trabs