Related papers: Long time asymptotics for fully nonlinear Bellman …
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
In this paper we deal with the asymptotic behavior as $t$ tends to infinity of solutions for linear parabolic equations whose model is $$ \begin{cases} u_{t}-\Delta u = \mu & \text{in}\ (0,T)\times\Omega,\\[0.7 ex] u(0,x)=u_0 & \text{in}\…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate…
In this paper, we introduce a new type of backward stochastic differential equations (BSDEs) with infinite anticipation, where the generator depends on the entire future values of the solution in infinite horizon. We show that the new BSDEs…
A non self-similar change of coordinates provides improved matching asymptotics of the solutions of the fast diffusion equation for large times, compared to already known results, in the range for which Barenblatt solutions have a finite…
In this paper we study the convergence of monotone $P1$ finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in…
Consider the Cauchy problem for a nonlinear diffusion equation \begin{equation} \tag{P} \left\{ \begin{array}{ll} \partial_t u=\Delta u^m+u^\alpha & \quad\mbox{in}\quad{\bf R}^N\times(0,\infty),\\ u(x,0)=\lambda+\varphi(x)>0 &…
For C1-smooth strongly monotone discrete-time dynamical systems, it is shown that ``convergence to linearly stable cycles" is a prevalent asymptotic behavior in the measuretheoretic sense. The results are then applied to classes of…
In this work, we investigate the long-time asymptotic behavior of the Wadati-Konno-Ichikawa equation with initial data belonging to Schwartz space at infinity by using the nonlinear steepest descent method of Deift and Zhou for the…
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…
In the present paper we study stochastic homogenization for reaction-diffusion equations with stationary ergodic reactions. We first show that under suitable hypotheses, initially localized solutions to the PDE asymptotically become…
We consider the large time behavior of solutions to defocusing nonlinear Schrodinger equation in the presence of a time dependent external potential. The main assumption on the potential is that it grows at most quadratically in space,…
We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and H\"{o}lder continuous in time. For the limiting free boundary problem, we analyse the…
Using spatial domain techniques developed by the authors and Myunghyun Oh in the context of parabolic conservation laws, we establish under a natural set of spectral stability conditions nonlinear asymptotic stability with decay at Gaussian…
We show that the one-dimensional fully parabolic Keller-Segel system with nonlinear diffusion possesses global-in-time solutions, provided the nonlinear diffusion is equal to (1+u)^{-\alpha}, for \alpha < 1, independently on the volume of…
We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different…
We derive asymptotic formulas for the solution of the derivative nonlinear Schr\"odinger equation on the half-line under the assumption that the initial and boundary values lie in the Schwartz class. The formulas clearly show the effect of…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…