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We investigate extinction of a long-lived self-regulating stochastic population, caused by intrinsic (demographic) noise. Extinction typically occurs via one of two scenarios depending on whether the absorbing state n=0 is a repelling…

Statistical Mechanics · Physics 2015-05-13 Michael Assaf , Baruch Meerson

For a smooth bounded domain $\Omega\subseteq\mathbb{R}^n$, $n\geq 3$, we consider the fast diffusion equation with critical sobolev exponent $$\frac{\partial w}{\partial\tau} =\Delta w^{\frac{n-2}{n+2}}$$ under Dirichlet boundary condition…

Analysis of PDEs · Mathematics 2020-06-03 Yannick Sire , Juncheng Wei , Youquan Zheng

We solve explicitly the following problem: for a given probability measure mu, we specify a generalised martingale diffusion X which, stopped at an independent exponential time T, is distributed according to mu. The process X is specified…

Probability · Mathematics 2009-12-10 Alexander M. G. Cox , David G. Hobson , Jan K. Obłój

In the paper, we study spatially distributed particle systems whose time evolution is governed by vanishing diffusion in space $\mathbb{R}^d$, $d\ge 1$, and by size-continuous fragmentation and coagulation processes with unbounded rates. We…

Analysis of PDEs · Mathematics 2026-05-15 Sergey Shindin

We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…

Analysis of PDEs · Mathematics 2019-02-11 Matteo Bonforte , Alessio Figalli

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

We consider the Schrodinger equation on a compact manifold, in the presence of a nonlinear damping term, which is homogeneous and sublinear. For initial data in the energy space, we construct a weak solution, defined for all positive time,…

Analysis of PDEs · Mathematics 2010-09-16 Rémi Carles , Clément Gallo

Inspired by recently developed Fokker--Planck models for Bose--Einstein statistics, we study a consensus formation model with condensation effects driven by a polynomial diffusion coefficient vanishing at the domain boundaries. For the…

Analysis of PDEs · Mathematics 2026-05-12 Monica Caloi , Mattia Zanella

We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…

Probability · Mathematics 2022-11-09 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

We consider a nonlinear Schrodinger equation with power nonlinearity, either on a compact manifold without boundary, or on the whole space in the presence of harmonic confinement, in space dimension one and two. Up to introducing an extra…

Analysis of PDEs · Mathematics 2020-12-16 Rémi Carles , Tohru Ozawa

For a large class of non-negative initial data, the solutions to the quasilinear viscous Hamilton-Jacobi equation $\partial\_t u-\Delta\_p u+|\nabla u|^q=0$ in $(0,\infty)\times\real^N$ are known to vanish identically after a finite time…

Analysis of PDEs · Mathematics 2015-10-05 Razvan Gabriel Iagar , Philippe Laurençot , Christian Stinner

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative…

Functional Analysis · Mathematics 2021-08-09 Georgy Chargaziya

We prove the global space-time bound for the mass critical nonlinear Schr\"odinger equation perturbed by a small multiplicative noise in dimension three. The associated scattering behavior are also obtained. We also prove a global…

Analysis of PDEs · Mathematics 2021-12-21 Chenjie Fan , Weijun Xu , Zehua Zhao

We prove finite speed of propagation for stochastic porous media equations perturbed by linear multiplicative space-time rough signals. Explicit and optimal estimates for the speed of propagation are given. The result applies to any…

Probability · Mathematics 2012-10-10 Benjamin Gess

We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

The main aim of the current work is the study of the conditions under which (finite-time) blow-up of a non-local stochastic parabolic problem occurs. We first establish the existence and uniqueness of the local-in-time weak solution for…

Analysis of PDEs · Mathematics 2020-07-09 Nikos I. Kavallaris , Yubin Yan

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

We consider a class of $L^1$ critical nonlocal aggregation equations with linear or nonlinear porous media-type diffusion which are characterized by a long-range interaction potential that decays faster than the Newtonian potential at…

Analysis of PDEs · Mathematics 2014-03-18 Jacob Bedrossian

In this article, we prove that small localized data yield solutions to Higher order Korteweg-de Vries type equation with scattering-supercritical nonlinearity have linear dispersive decay in only a finite length of time. The proof is done…

Analysis of PDEs · Mathematics 2022-10-13 Jongwon Lee

The aim of this paper is to study the finite space blow up of the solutions for a class of fourth order differential equations. Our results answer a conjecture in [F. Gazzola and R. Pavani. Wide oscillation finite time blow up for solutions…

Classical Analysis and ODEs · Mathematics 2015-05-08 Vanderley Ferreira , Ederson Moreira dos Santos