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We prove geometric upper bounds for the Poincar\'e and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell-type boundary condition under general curvature…

Probability · Mathematics 2024-04-04 Marie Bormann , Max von Renesse , Feng-Yu Wang

This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…

Analysis of PDEs · Mathematics 2025-12-04 Serena Della Corte , Fabian Fuchs , Richard C. Kraaij , Max Nendel

We prove a local support theorem for the exponential Radon transform for functions of exponential decay at infinity. We also show that our decay condition is essentially sharp for the classical Radon transform for hyperbolic type domains as…

Classical Analysis and ODEs · Mathematics 2023-09-06 Enikő Dinnyés , Tibor Ódor

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner

In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…

Analysis of PDEs · Mathematics 2022-11-01 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

Probability · Mathematics 2021-02-16 Michel Benaïm , Nicolas Champagnat , Denis Villemonais

We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the pointwise convergence result by Kurtz, Pardoux and Protter…

Probability · Mathematics 2019-02-19 Xianming Liu , Guangyue Han

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…

Probability · Mathematics 2026-02-24 Eduardo Abi Jaber , Stefan Tappe

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

In this paper, we provide a theoretical analysis of the recently introduced weakly adversarial networks (WAN) method, used to approximate partial differential equations in high dimensions. We address the existence and stability of the…

Numerical Analysis · Mathematics 2024-01-31 Silvia Bertoluzza , Erik Burman , Cuiyu He

We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the…

Analysis of PDEs · Mathematics 2015-06-12 Giulio Ciraolo , Francesco Gargano , Vincenzo Sciacca

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2021-07-05 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

In this paper, we establish the existence of the solutions $ (X, L)$ of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich…

Probability · Mathematics 2007-05-23 Zongxia Liang , Tusheng Zhang

Diffuse domain methods (DDMs) have gained significant attention for solving partial differential equations (PDEs) on complex geometries. These methods approximate the domain by replacing sharp boundaries with a diffuse layer of thickness…

Analysis of PDEs · Mathematics 2025-04-25 Toai Luong , Tadele Mengesha , Steven M. Wise , Ming Hei Wong

We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated by a periodic wave, which is modulated by the solutions to a…

Mathematical Physics · Physics 2009-11-10 D. Blömker , M. Hairer , G. A. Pavliotis

We deal with a class of abstract nonlinear stochastic models with multiplicative noise, which covers many 2D hydrodynamical models including the 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problems as well as some…

Probability · Mathematics 2011-09-19 Igor Chueshov , Annie Millet

We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…

Probability · Mathematics 2025-12-25 C Ciccarella

Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…

Probability · Mathematics 2014-02-26 Michael Rockner , Feng-Yu Wang

We present a new a-priori estimate for discrete coagulation-fragmentation systems with size-dependent diffusion within a bounded, regular domain confined by homogeneous Neumann boundary conditions. Following from a duality argument, this…

Analysis of PDEs · Mathematics 2010-11-23 José A. Cañizo , Laurent Desvillettes , Klemens Fellner
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