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Eigenvalues and eigenfunctions of Mathieu's equation are found in the short wavelength limit using a uniform approximation (method of comparison with a `known' equation having the same classical turning point structure) applied in Fourier…

Quantum Physics · Physics 2011-06-09 Duncan H. J. O'Dell

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous…

Probability · Mathematics 2014-07-18 Michel Bonnefont , Aldéric Joulin

We present a new approach to convergence rate results for variational regularization. Avoiding Bregman distances and using image space approximation rates as source conditions we prove a nearly minimax theorem showing that the modulus of…

Numerical Analysis · Mathematics 2021-07-07 Philip Miller

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

In this paper, we focus on the existence of the density for the law of the solutions to parabolic stochastic partial differential equations with two reflecting walls. The main tool is Malliavin calculus.

Probability · Mathematics 2016-02-19 Wen Yue

We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal…

Probability · Mathematics 2013-06-17 Myriam Fradon

In this paper, a combination of Galerkin's method and Dafermos' transformation is first used to prove the existence and uniqueness of solutions for a class of stochastic nonlocal PDEs with long time memory driven by additive noise. Next,…

Dynamical Systems · Mathematics 2025-01-10 Jiaohui Xu , Tomás Caraballo , José Valero

We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…

Analysis of PDEs · Mathematics 2020-10-01 Nils Caillerie , Julien Vovelle

This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…

Probability · Mathematics 2010-08-20 Antoine Gloria , Jean-Christophe Mourrat

Stokes' equations model microscale fluid flows including the flows of nanoliter-sized fluid samples in lab-on-a-chip systems. Helmholtz's dissipation theorem guarantees that the solution of Stokes' equations in a given domain minimizes…

Fluid Dynamics · Physics 2022-04-18 Tachin Ruangkriengsin , Marcus Roper

A new type of absorbing boundary conditions for molecular dynamics simulations are presented. The exact boundary conditions for crystalline solids with harmonic approximation are expressed as a dynamic Dirichlet- to-Neumann (DtN) map. It…

Computational Physics · Physics 2017-10-27 Xiaojie Wu , Xiantao Li

We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries

Probability · Mathematics 2007-05-23 Vitalii A. Gasanenko

We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…

Numerical Analysis · Mathematics 2024-02-20 Caroline Bauzet , Kerstin Schmitz , Aleksandra Zimmermann

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

Optimization and Control · Mathematics 2007-05-23 Martino Bardi , Annalisa Cesaroni

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

Analysis of PDEs · Mathematics 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

Analysis of PDEs · Mathematics 2014-08-13 Wael W. Mohammed , Dirk Blömker

In this work, we prove the convergence of residual distribution schemes to dissipative weak solutions of the Euler equations. We need to guarantee that the residual distribution schemes are fulfilling the underlying structure preserving…

Numerical Analysis · Mathematics 2022-12-06 Rémi Abgrall , Mária Lukácova-Medvid'ová , Philipp Öffner

We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…

Analysis of PDEs · Mathematics 2018-09-05 Razvan C. Fetecau , Mitchell Kovacic , Ihsan Topaloglu

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Probability · Mathematics 2019-10-29 Adam Jakubowski
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