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Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

Competing styles in Statistical Mechanics have been introduced to investigate physico-chemical systems displaying complex structures, when one faces difficulties to handle the standard formalism in the well established Boltzmann-Gibbs…

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Chaotic Dynamics · Physics 2007-05-23 M. A. Sozanski , J. J. Zebrowski

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

Probability · Mathematics 2025-03-25 Pierre Monmarché , Songbo Wang

In this article we investigate the solution of the steady-state fractional diffusion equation on a bounded domain in $\real^{1}$. From an analysis of the underlying model problem, we postulate that the fractional diffusion operator in the…

Numerical Analysis · Mathematics 2016-08-02 V. J. Ervin , N. Heuer , J. P. Roop

In this paper, we consider the problem of statistical inference for generalized Ornstein-Uhlenbeck processes of the type \[ X_{t} = e^{-\xi_{t}} \left( X_{0} + \int_{0}^{t} e^{\xi_{u-}} d u \right), \] where \(\xi_s\) is a L{\'e}vy process.…

Methodology · Statistics 2015-03-12 Denis Belomestny , Vladimir Panov

In this study, the numerical solutions of reaction-diffusion systems are investigated via the trigonometric quintic B-spline nite element collocation method. These equations appear in various disciplines in order to describe certain…

Numerical Analysis · Mathematics 2017-01-18 Aysun Tok Onarcan , Nihat Adar , İdiris Dag

For an isolated macrosystem classical state parameters $\zeta(t)$ are introduced inside a quantum mechanical treatment. By a suitable mathematical representation of the actual preparation procedure in the time interval $[T,t_0]$ a…

Quantum Physics · Physics 2009-10-31 L. Lanz , O. Melsheimer , B. Vacchini

We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…

Probability · Mathematics 2025-04-14 Chiara Amorino , Arturo Jaramillo , Mark Podolskij

We investigate a nonlinear parabolic partial differential equation whose boundary conditions contain a single control input. This model describes a chemical reaction of the type ``$A \to $ product'', occurring in a dispersed flow tubular…

Analysis of PDEs · Mathematics 2025-11-07 Yevgeniia Yevgenieva , Alexander Zuyev , Peter Benner

Reaction-diffusion equations coupled to ordinary differential equations (ODEs) may exhibit spatially low-regular stationary solutions. This work provides a comprehensive theory of asymptotic stability of bounded, discontinuous or…

Analysis of PDEs · Mathematics 2023-05-18 Chris Kowall , Anna Marciniak-Czochra , Finn Münnich

Q-conditional symmetries (nonclassical symmetries) for the general class of two-component reaction-diffusion systems with non-constant diffusivities are studied. Using the recently introduced notion of Q-conditional symmetries of the first…

Mathematical Physics · Physics 2019-09-17 Roman Cherniha , Vasyl' Davydovych

We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…

Chemical Physics · Physics 2025-06-02 Seokjin Moon , David T. Limmer

In this paper, the authors propose a numerical method to compute the solution of a nonlinear reaction-diffusion problem in the case of HS-regime. The initial condition is a nonnegative function with compact support. The problem is split in…

Numerical Analysis · Mathematics 2009-05-19 Marie-Noëlle Le Roux

Competing styles of Statistical Mechanics have been introduced as practical succedaneous to the conventional well established Boltzmann-Gibbs statistical mechanics, when in the use of the latter the researcher is impaired in his/her…

Statistical Mechanics · Physics 2016-08-31 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

In this work, our aim is to introduce a symmetric fractional-order reduction (SFOR) method to develop numerical algorithms on nonuniform temporal meshes for fractional wave equations under lower regularity assumptions. The $L$-type…

Numerical Analysis · Mathematics 2026-04-08 Dakang Cen , Caixia Ou , Seakweng Vong

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

Probability · Mathematics 2021-05-24 Kohei Suzuki