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This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…
In his comment, Dhar (cond-mat/0106349) claims that the existence and uniqueness of a nonequilibrium stationary state has been proved by Lebowitz et al. We should point out that our observation does not contradict the proof. They have only…
We study the stability of switched systems where the dynamic modes are described by systems of higher-order linear differential equations not necessarily sharing the same state space. Concatenability of trajectories at the switching…
We establish the existence of infinitely many stationary solutions, as well as ergodic stationary solutions, to the three dimensional Navier--Stokes and Euler equations in both deterministic and stochastic settings, driven by additive…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…
The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…
This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
This paper considers the statistical inference of the class of asymmetric power-transformed $\operatorname{GARCH}(1,1)$ models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity…
We consider a stationary regularly varying time series which can be expressedas a function of a geometrically ergodic Markov chain. We obtain practical conditionsfor the weak convergence of the tail array sums and feasible estimators…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We study a semilinear differential-algebraic equation (DAE) with the focus on the Lagrange stability (instability). The conditions for the existence and uniqueness of global solutions (a solution exists on an infinite interval) of the…
We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…
In this paper, we establish the asymptotic stability of the steady-state for a 1-D stochastic Euler-Poisson equations with Ohmic contact boundary conditions forced by the Wiener process. We utilize Banach's fixed point theorem and the a…
We present the mathematical analysis of the stationary Oldroyd model with diffusive stress: existence and uniqueness of weak solutions is shown if the source terms are small enough or if the Reynolds and Weissenberg numbers are small…
A system of phase-field equations with strong-coupling through state and gradient dependent non-diagonal mobility matrices is studied. Existence of weak solutions is established by the Galerkin approximation and a-priori estimates in strong…
I show stable, localized, single and multi-spot patterns of three classes - stationary, moving, and rotating - that exist within a limited range of parameter values in the two-dimensional Gray-Scott reaction-diffusion model with ${\sigma} =…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…