Related papers: Global uniform boundary Harnack principle with exp…
We consider the propagation of a flame front in a solid periodic medium. The model is governed by a free boundary system in which the front's velocity depends on the temperature via a kinetic rate which may degenerate. We show the existence…
Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by…
G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with independent and stationary increments. We prove a…
We study the dynamical aspects of the top rank statistics of particles, performing Brownian motions on a half-line, which are ranked by their distance from the origin. For this purpose, we introduce an observable that we call the overlap…
We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise potential $U$, with one end of the chain fixed and the other end pulled away, in the limit of slow pulling speed and small Brownian noise.…
We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…
The magnetic susceptibility of the one-dimensional Hubbard model with open boundary conditions at arbitrary filling is obtained from field theory at low temperatures and small magnetic fields, including leading and next-leading orders.…
Hamilton's principle of stationary action lies at the foundation of theoretical physics and is applied in many other disciplines from pure mathematics to economics. Despite its utility, Hamilton's principle has a subtle pitfall that often…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, $W_t = B_t + \mu t, t\geq 0,$ where $(B_t)$ is a…
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…
Let $\Omega \subset \mathbb{R}^2$ be a bounded, convex domain and let $u$ be the solution of $-\Delta u = 1$ vanishing on the boundary $\partial \Omega$. The estimate $$ \| \nabla u\|_{L^{\infty}(\Omega)} \leq c |\Omega|^{1/2}$$ is…
This paper addresses the analysis of a boundary feedback system involving a non-homogeneous Euler-Bernoulli beam governed by the equation $m(x)u_{tt}+\mu(x)u_{t}$$+\left(r(x)u_{xx}\right)_{xx}=0$, subject to the initial $u(x,0)=u_0(x)$,…
We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
Using a completely covariant approach, we discuss the role of boundary conditions (BCs) and the corresponding Gibbons--Hawking--York (GHY) terms in $ \mathit{f}(\mathit{R}) $-gravity in arbitrary dimensions. We show that $ f(\mathit{R})…
For the random walk among random conductances, we prove that the environment viewed by the particle converges to equilibrium polynomially fast in the variance sense, our main hypothesis being that the conductances are bounded away from…
Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian…
We present in this paper a result about existence and convexity of solutions to a free boundary problem of Bernoulli type, with non constant gradient boundary constraint depending on the outer unit normal. In particular we prove that, in…