Related papers: Linear stochastic equations in the critical case

We consider semilinear evolution equations of the form $a(t)\partial_{tt}u + b(t) \partial_t u + Lu = f(x,u)$ and $b(t) \partial_t u + Lu = f(x,u),$ with possibly unbounded $a(t)$ and possibly sign-changing damping coefficient $b(t)$, and…

Let $\big(M_k, Q_k\big)_{k\in\mathbb{N}}$ be independent copies of an $\mathbb{R}^2$-valued random vector. It is known that if $Y_n:=Q_1+M_1Q_2+...+M_1\cdot...\cdot M_{n-1}Q_n$ converges a.s. to a random variable $Y$, then the law of $Y$…

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

For an infinite Toeplitz matrix $T$ with nonnegative real entries we find the conditions, under which the equation $\boldsymbol{x}=T\boldsymbol{x}$, where $\boldsymbol{x}$ is an infinite vector-column, has a nontrivial bounded positive…

In this paper, we study the fractional Kirchhoff equation with critical nonlinearity \begin{align*} \left(a+b\int_{\mathbb R^N}|(-\Delta)^{\frac{s}{2}}u|^2dx\right)(-\Delta)^su+u=f(u)\ \ \mbox{in}\ \ \mathbb R^N, \end{align*} where $N>2s$…

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Consider the positive, radial solutions of the nonlinear biharmonic equation $\Delta^2 u = u^p$. There is a critical power $p_c$ such that solutions are linearly stable if and only if $p\geq p_c$. We obtain their asymptotic expansion at…

Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…

Given a sequence $(T_1, T_2, ...)$ of random $d \times d$ matrices with nonnegative entries, suppose there is a random vector $X$ with nonnegative entries, such that $ \sum_{i \ge 1} T_i X_i $ has the same law as $X$, where $(X_1, X_2,…

The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…

We study a class of stochastic control problems where a cost of the form \begin{equation}\mathbb{E}\int_{[0,\infty)}e^{-\beta s}[\ell(X_s) ds+h(Y^{\circ}_s) d|Y|_s]\end{equation} is to be minimized over control processes $Y$ whose…

We examine the sum of modified Bessel functions with argument depending quadratically on the summation index given by \[S_\nu(a)=\sum_{n\geq 1} (\frac{1}{2} an^2)^{-\nu} K_\nu(an^2)\qquad (|\arg\,a|<\pi/2)\] as the parameter $|a|\to 0$. It…

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

For a truncated stochastically perturbed equation $x_{n+1}=\max\{ f(x_n)+l\chi_{n+1}, 0 \}$ with $f(x)<x$ on $(0,m)$, which corresponds to the Allee effect, we observe that for very small perturbation amplitude $l$, the eventual behavior is…

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

We show that there are an infinite number of Riemann zeros on the critical line, enumerated by the positive integers $n=1,2,\dotsc$, whose ordinates can be obtained as the solution of a new transcendental equation that depends only on $n$.…

We consider a linear runs and tumbles equation in dimension d $\ge$ 1 for which we establish the existence of a unique positive and normalized steady state as well as its asymptotic stability, improving similar results obtained by Calvez et…

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

In this paper, we study the long-time behavior for the mass-critical nonlinear Schr\"odinger equation on the line \[ i\partial_t u + \partial_x^2 u = |u|^4 u, u(0, x) = u_0 \in L_x^2(\Bbb R). \] The global well-posedness and scattering for…