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For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all…

Probability · Mathematics 2018-06-18 Jiyong Shin

This work aims to provide a comprehensive and unified numerical analysis for non linear system of parabolic variational inequalities (PVIs) subject to Dirichlet boundary condition. This analysis enables us to establish an existence of the…

Analysis of PDEs · Mathematics 2021-11-30 Yahya Alnashri

We consider Gagliardo-Nirenberg inequalities on the sphere which interpolate between the Poincar\'e inequality and the Sobolev inequality, and include the logarithmic Sobolev inequality as a special case. We establish explicit stability…

Analysis of PDEs · Mathematics 2024-01-24 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy jump) under some mild conditions. We verify that…

Optimization and Control · Mathematics 2024-11-13 Yue Zeng , Yao-jia Zhang , Nan-jing Huang

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The…

Functional Analysis · Mathematics 2016-07-15 Alexander V. Kolesnikov , Emanuel Milman

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

As explained in detail in the prologue to this manuscript, boundedness of weak solutions for general classes of elliptic equations in divergence form is a classic tool for achieving higher regularity. We propose here some global boundedness…

Analysis of PDEs · Mathematics 2025-12-23 Giovanni Cupini , Paolo Marcellini

Novel sequences of approximants to solutions of Painlev\'e II on finite intervals of the real line, with Neumann boundary conditions, are constructed. Numerical experiments strongly suggest convergence of these sequences in a surprisingly…

Mathematical Physics · Physics 2020-07-13 A. J. Bracken

In this paper, We establish the weighted Poincar\'{e} inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.

Probability · Mathematics 2011-03-23 Zhengliang Zhang , Bin Qian , Wei Liu

We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show…

Probability · Mathematics 2013-01-29 Nicolas Bouleau , Laurent Denis

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Probability · Mathematics 2020-07-30 Tomasz Grzywny , Karol Szczypkowski

We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…

Analysis of PDEs · Mathematics 2025-02-26 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim

In this paper, we study discrete approximations of semi-Dirichlet forms obtained by adding non-symmetric drift terms, expressed in terms of mutual energy measures, to resistance forms whose associated resistance metric spaces are compact.…

Probability · Mathematics 2026-05-28 Hitoshi Ito

This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…

Probability · Mathematics 2016-08-29 Michael A. Högele , Paulo-Henrique da Costa

We derive an improved Poincar\'e inequality in connection with the Babu\v{s}ka-Aziz and Friedrichs-Velte inequalities for differential forms by estimating the domain specific optimal constants figuring in the respective inequalities with…

Analysis of PDEs · Mathematics 2020-04-10 Sándor Zsuppán

We briefly review the main aspects of (Poincar\'e-Dulac) normal forms; we have a look at the non-uniqueness problem, and discuss one of the proposed ways to ``further reduce'' the normal forms. We also mention some convergence results.

Mathematical Physics · Physics 2007-05-23 G. Gaeta

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

Optimization and Control · Mathematics 2016-02-16 Masahiko Egami , Tadao Oryu