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In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…

Statistics Theory · Mathematics 2007-06-13 Bernard Delyon , Ying Hu

We prove global well-posedness and scattering for the massive Dirac-Klein-Gordon system with small and low regularity initial data in dimension two. To achieve this, we impose a non-resonance condition on the masses.

Analysis of PDEs · Mathematics 2025-01-08 Ioan Bejenaru , Vitor Borges

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

Statistical Mechanics · Physics 2019-02-25 Fernando A. Oliveira , Rogelma M. S. Ferreira , Luciano C. Lapas , Mendeli H. Vainstein

First order phase transitions in finite systems can be defined through the bimodality of the distribution of the order parameter. This definition is equivalent to the one based on the inverted curvature of the thermodynamic potential.…

Statistical Mechanics · Physics 2015-06-24 Ph. Chomaz , F. Gulminelli

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

We prove comparison principles for nonlinear potential theories in euclidian spaces in a very straightforward manner from duality and monotonicity. We shall also show how to deduce comparison principles for nonlinear differential operators,…

Analysis of PDEs · Mathematics 2020-09-04 Marco Cirant , F. Reese Harvey , H. Blaine Lawson, , Kevin R. Payne

In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both the first and second-order derivatives of its solution. For…

Analysis of PDEs · Mathematics 2025-03-14 Chenchen Mou , Jianfeng Zhang , Jianjun Zhou

The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…

Probability · Mathematics 2021-02-12 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…

Probability · Mathematics 2025-08-22 Andrew M. Thomas

Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…

Mathematical Physics · Physics 2015-09-22 Hong Qian

We give necessary and sufficient conditions for the P\'olya--Szeg\"o type inequality with variable exponent of summability.

Optimization and Control · Mathematics 2017-11-17 S. Bankevich , A. I. Nazarov

We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…

Numerical Analysis · Mathematics 2017-05-02 Keith Y. Patarroyo

We consider a singularly perturbed reaction diffusion problem as a first order two-by-two system. Using piecewise discontinuous polynomials for the first component and $H_{div}$-conforming elements for the second component we provide a…

Numerical Analysis · Mathematics 2021-03-22 Sebastian Franz

Modern distributed systems often achieve availability and scalability by providing consistency guarantees about the data they manage weaker than linearizability. We consider a class of such consistency models that, despite this weakening,…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-31 Alexey Gotsman , Sebastian Burckhardt

Dynamical density functional theory (DDFT) is a powerful variational framework to study the nonequilibrium properties of colloids by only considering a time-dependent one-body number density. Despite the large number of recent successes,…

Soft Condensed Matter · Physics 2021-01-13 René Wittmann , Hartmut Löwen , Joseph M. Brader

We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric $\alpha$-stable process under H\"older regularity conditions for the drift term. We partially recover the…

Probability · Mathematics 2025-07-11 Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani

We prove the $L^\infty(L^\infty)$-boundedness of a higher-order shock-capturing streamline-diffusion DG-method based on polynomials of degree $p\geq 0$ for general scalar conservation laws. The estimate is given for the case of several…

Numerical Analysis · Mathematics 2026-02-04 Lutz Angermann , Christian Henke

This article is concerned with the dynamics of a mixture of gases. Under the assumption that all the gases are isothermal and inviscid, we show that the governing equations have an elegant conservation-dissipation structure. With the help…

Mathematical Physics · Physics 2015-02-13 Zaibao Yang , Wen-An Yong , Yi Zhu

We prove that the steady state of a class of multidimensional reaction-diffusion systems is asymptotically stable at the intersection of unweighted space and exponentially weighted Sobolev spaces, and pay particular attention to a special…

Analysis of PDEs · Mathematics 2022-05-06 Qingxia Li , Xinyao Yang

Theoretical results regarding two-dimensional ordinary-differential equations (ODEs) with second-degree polynomial right-hand sides are summarized, with an emphasis on limit cycles, limit cycle bifurcations and multistability. The results…

Molecular Networks · Quantitative Biology 2017-05-30 Tomislav Plesa , Tomas Vejchodsky , Radek Erban