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In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…

Probability · Mathematics 2022-06-07 Wei Hong , Shihu Li , Xiaobin Sun

We introduce a notion of weak convergence in arbitrary metric spaces. Metric functionals are key in our analysis: weak convergence of sequences in a given metric space is tested against all the metric functionals defined on said space. When…

Functional Analysis · Mathematics 2025-06-05 Armando W. Gutiérrez , Olavi Nevanlinna

The weak-strong uniqueness for Maxwell--Stefan systems and some generalized systems is proved. The corresponding parabolic cross-diffusion equations are considered in a bounded domain with no-flux boundary conditions. The key points of the…

Analysis of PDEs · Mathematics 2021-10-12 Xiaokai Huo , Ansgar Jüngel , Athanasios E. Tzavaras

(English) This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in $\mathbb{R}^k$. In some places, a more general formulation in metric spaces is provided. It lays out the necessary…

Probability · Mathematics 2018-08-09 Gane Samb Lo , Modou Ngom , Tchilabalo Atozou Kpanzou

In this paper, we establish smoothness of moments of the solutions of discrete coagulation-diffusion systems. As key assumptions, we suppose that the coagulation coefficients grow at most sub-linearly and that the diffusion coefficients…

Analysis of PDEs · Mathematics 2015-11-19 Maxime Breden , Laurent Desvillettes , Klemens Fellner

Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…

Numerical Analysis · Mathematics 2026-04-29 Thomas P. Wihler

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

The theory of regular model sets is highly developed, but does not cover examples such as the visible lattice points, the k-th power-free integers, or related systems. They belong to the class of weak model sets, where the window may have a…

Dynamical Systems · Mathematics 2022-11-29 Michael Baake , Christian Huck , Nicolae Strungaru

This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…

Mathematical Physics · Physics 2024-04-19 F. Güngör

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

Probability · Mathematics 2020-08-14 Anastas Baci , Gilles Bonnet , Christoph Thäle

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

Probability · Mathematics 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…

Probability · Mathematics 2022-04-04 L. Dello Schiavo

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo

We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of…

Statistics Theory · Mathematics 2017-09-14 Dragan Radulovic , Marten Wegkamp

In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…

Chemical Physics · Physics 2012-05-10 P. C. T. DÁjello , G. L. Nunes , J. J. Piacentini , L. Lauck

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

Let $G$ be a weakly connected directed graph with asymmetric graph Laplacian ${\cal L}$. Consensus and diffusion are dual dynamical processes defined on $G$ by $\dot x=-{\cal L}x$ for consensus and $\dot p=-p{\cal L}$ for diffusion. We…

Combinatorics · Mathematics 2018-07-27 J. J. P. Veerman , E. Kummel

The main results of the paper: {\bf (1)} The dual Banach space $X^*$ contains a linear subspace $A\subset X^*$ such that the set $A^{(1)}$ of all limits of weak$^*$ convergent bounded nets in $A$ is a proper norm-dense subset of $X^*$ if…

Functional Analysis · Mathematics 2013-02-26 Mikhail I. Ostrovskii

In this paper we study the weak convergence of self-normalized partial sum processes in the Skorokhod M1 topology for sequences of random variables which exhibit clustering of large values of the same sign. We show that for stationary…

Probability · Mathematics 2024-07-17 Christis Katsouris