Related papers: Drift-diffusion equations on domains in $\mathbb{R…

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…

We show that if a bounded domain $\Omega$ is exhausted by a bounded strictly pseudoconvex domain $D$ with $C^2$ boundary, then $\Omega$ is holomorphically equivalent to $D$ or the unit ball, and show that a bounded domain has to be…

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

We consider a domain $\Omega\subseteq\mathbb{R\!}^{\,2}$ with branched fractal boundary $\Gamma^{\infty}$ and parameter $\tau\in[1/2,\tau^{\ast}]$ introduced by Achdou and Tchou \cite{ACH08}, for $\tau^{\ast}\simeq 0.593465$, which acts as…

We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…

We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…

Let $\Omega$ be a domain in $\mathbb R^N$, where $N \ge 2$ and $\partial\Omega$ is not necessarily bounded. We consider two fast diffusion equations $\partial_t u= \mbox{div}(|\nabla u|^{p-2}{\nabla u})$ and $\partial_t u= \Delta u^{m}$,…

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…

We provide necessary and sufficient first order geometric conditions for the stochastic invariance of a closed subset of R^d with respect to a jump-diffusion under weak regularity assumptions on the coefficients. Our main result extends the…

In this paper we are concerned with the asymptotic behavior of nonautonomous fractional approximations of oscillon equation $$ u_{tt}-\mu(t)\Delta u+\omega(t)u_t=f(u),\ x\in\Omega,\ t\in\mathbb{R}, $$ subject to Dirichlet boundary condition…

We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…

The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

We consider the aggregation equation $u_t= \div(\nabla u-u\nabla \K(u))$ in a bounded domain $\Omega\subset \R^d$ with supplemented the Neumann boundary condition and with a nonnegative, integrable initial datum. Here, $\K=\K(u)$ is an…

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…

We study the stationary nonhomogeneous Navier--Stokes problem in a two dimensional symmetric domain with a semi-infinite outlet (for instance, either parabo-\\loidal or channel-like). Under the symmetry assumptions on the domain, boundary…

This paper is concerned with eigenvalue problems for non-symmetric elliptic operators with large drifts in bounded domains under Dirichlet boundary conditions. We consider the minimal principal eigenvalue and the related principal…

Let $\Omega$ be a bounded $C^{2,\alpha}$ domain in $\R^n$ ($n\geq 1$, $0<\alpha<1$), $\Omega^{\ast}$ be the open Euclidean ball centered at 0 having the same Lebesgue measure as $\Omega$, $\tau\geq 0$ and $v\in L^{\infty}(\Omega,\R^n)$ with…

In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…