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We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…

Statistical Mechanics · Physics 2015-10-19 Gunter M. Schütz

In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…

Probability · Mathematics 2013-06-07 Mykola Perestyuk , Yuliya Mishura , Georgiy Shevchenko

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…

Materials Science · Physics 2009-11-13 J. E. Inglesfield

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

Probability · Mathematics 2014-10-29 Guangying Lv , Jinqiao Duan

We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…

Probability · Mathematics 2026-03-17 Mustafa Avci

We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…

Numerical Analysis · Mathematics 2018-07-24 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing , Sara Zahedi

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

Existence of global finite-time bounded entropy solutions to a parabolic-parabolic system proposed in [16] is established in bounded domains under no-flux boundary conditions for nonnegative bounded initial data. This modification of the…

Analysis of PDEs · Mathematics 2024-05-07 Anna Zhigun

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

Probability · Mathematics 2011-04-29 Samuel Cohen , Shaolin Ji , Shige Peng

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

In this paper, we study the classical Keller - Segel system on a two-dimensional domain perturbed by a pair of Wiener processes, where the leading diffusion term is replaced by a porous media term. Since the randomness is intrinsic, the…

Analysis of PDEs · Mathematics 2022-09-27 Erika Hausenblas , Debopriya Mukherjee , Ali Zakaria

We investigate the optimal stopping problems involving the supremum of a diffusion. The starting point is the link between works of Peskir and Meilijson, which we describe in a unified manner. The description developped follows mainly the…

Probability · Mathematics 2007-05-23 Jan Obloj

The symmetric simple exclusion process (SEP) is a paradigmatic model of diffusion in a single-file geometry, in which the particles cannot cross. In this model, the study of currents have attracted a lot of attention. In particular, the…

Statistical Mechanics · Physics 2024-02-09 Aurélien Grabsch , Pierre Rizkallah , Olivier Bénichou

In this work, a subdiffusion equation with constant time delay $\tau$ is considered. First, the regularity of the solution to the considered problem is investigated, finding that its first-order time derivative exhibits singularity at…

Numerical Analysis · Mathematics 2025-04-30 Weiping Bu , Xueqin Zhang , Weizhi Liao , Yue Zhao

We prove finite time extinction for stochastic sign fast diffusion equations driven by linear multiplicative space-time noise, corresponding to the Bak-Tang-Wiesenfeld model for self-organized criticality. This solves a problem posed and…

Probability · Mathematics 2015-06-17 Benjamin Gess

This paper is concerned with the scattering problem for time-harmonic electromagnetic waves, due to the presence of scatterers and of inhomogeneities in the medium. We prove a sharp stability result for the solutions to the direct…

Analysis of PDEs · Mathematics 2020-03-19 Hongyu Liu , Luca Rondi , Jingni Xiao

Recent work of Dupire and Carr and Lee has highlighted the importance of understanding the Skorokhod embedding originally proposed by Root for the model-independent hedging of variance options. Root's work shows that there exists a barrier…

Pricing of Securities · Quantitative Finance 2013-03-13 Alexander M. G. Cox , Jiajie Wang
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