Related papers: Lyapunov functionals for boundary-driven nonlinear…
We give bounds on the distribution and fragmentation functions that appear at leading order in deep inelastic 1-particle inclusive leptoproduction or in Drell-Yan processes. These bounds simply follow from positivity of the defining matrix…
In this paper, we consider a linear fractional differential equation with fractional boundary conditions. First, by obtaining Green's function, we derive the Lyapunov-type inequalities for such boundary value problems. Furthermore, we use…
We study the quasi-stationary behavior of multidimensional processes absorbed when one of the coordinates vanishes. Our results cover competitive or weakly cooperative Lotka-Volterra birth and death processes and Feller diffusions with…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…
The classical global linearization theorem for autonomous system given in [C. Pugh, Amer. J. Math., 91 (1969) 363-367] requires that nonlinear system with hyperbolicity satisfies boundedness and Lipschitz continuity.In this paper, we…
In relativistic kinetic theory, the one-particle distribution function is approximated by an asymptotic perturbative power series in Knudsen number which is divergent. For the Bjorken flow, we expand the distribution function in terms of…
We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
A new approach is used to describe the large time behavior of the non-local differential equation initially studied in [3]. Our approach is based upon the existence of infinitely many Lyapunov functionals and allows us to extend the…
Given a parabolic cylinder $Q =(0,T)\times\Omega$, where $\Omega\subset \mathbb{R}^{N}$ is a bounded domain, we prove new properties of solutions of \[ u_t-\Delta_p u = \mu \quad \text{in $Q$} \] with Dirichlet boundary conditions, where…
Boundary driven diffusive systems describe a broad range of transport phenomena. We study large deviations of the density profile in these systems, using numerical and analytical methods. We find that the large deviation may be…
We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
In this paper, a class of abstract dynamical systems is considered which encompasses a wide range of nonlinear finite- and infinite-dimensional systems. We show that the existence of a non-coercive Lyapunov function without any further…
Motivated by experiments on chains of superconducting qubits, we consider the dynamics of a classical Klein-Gordon chain coupled to coherent driving and subject to dissipation solely at its boundaries. As the strength of the boundary…
A system of drift-diffusion equations with electric field under Dirichlet boundary conditions is analyzed. The system of strongly coupled parabolic equations for particle density and spin density vector describes the spin-polarized…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…