Related papers: Bernstein diffusions for a class of linear parabol…
This report addresses the solution of Riemann problems for hyperbolic equations when the nonlinear characteristic fields loose their genuine nonlinearity. In this context, exact solvers for nonconvex 1D Riemann problems are developed. First…
We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…
This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the $d$-dimensional Wiener process. We first obtain some verification theorems for…
In this paper, we develop a Bernstein dual-Petrov-Galerkin method for the numerical simulation of a two-dimensional fractional diffusion equation. A spectral discretization is applied by introducing suitable combinations of dual Bernstein…
In the current work we construct a multimolecule random process which leads to the Boltzmann equation in the appropriate limit, and which is different from the deterministic real gas dynamics process. We approximate the statistical…
Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…
We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
The problem of plane-wave diffraction on semi-infinite orthorhombic electromagnetic (photonic) crystals of general kind is considered. Boundary conditions are obtained in the form of infinite system of equations relating amplitudes of…
In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…
In this work we relate the density of the first-passage time of a Wiener process to a moving boundary with the three dimensional Bessel bridge process and a solution of the heat equation with a moving boundary. We provide bounds.
This paper demonstrates existence for all time of mean curvature flow in Minkowski space with a perpendicular Neumann boundary condition, where the boundary manifold is a convex cone and the flowing manifold is initially spacelike. Using a…
In this paper we consider scalar parabolic equations in a general non-smooth setting with emphasis on mixed interface and boundary conditions. In particular, we allow for dynamics and diffusion on a Lipschitz interface and on the boundary,…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…
We study steady Boltzmann equation in half-space, which arises in the Knudsen boundary layer problem, with diffusive reflection boundary conditions. Under certain admissible conditions and the source term decaying exponentially, we…
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…
This paper is concerned with the boundary-value problem on the Boltzmann equation in bounded domains with diffuse-reflection boundary where the boundary temperature is time-periodic. We establish the existence of time-periodic solutions…
The Bernstein wave is a well-known electrostatic eigen-mode in magnetized plasmas, and it is of broad connection to multiple disciplines, such as controlled nuclear fusions and astrophysics. In this work, we extend the Bernstein mode from…