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The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…

Probability · Mathematics 2017-02-28 Weihua Deng , Xiaochao Wu , Wanli Wang

Chao-Zhong Chen et al. $[{Proc}.$ ${Amer. Math. Soc},2013],$ proved the upper estimate $\frac{\lambda _{n}}{\lambda _{m}}\leq \frac{% n^{p}}{m^{p}}$ $ (n>m\geq 1) $ for Dirichlet Shr\"{o}dinger operators with nonnegative and single-well…

Spectral Theory · Mathematics 2016-03-02 Jamel Ben Amara , Hedhly Jihed

This article is concerned with the second boundary value problem of the Lagrangian mean curvature type equation arising from special Lagrangian geometry. By the parabolic method, we consider a fully nonlinear parabolic equation with oblique…

Analysis of PDEs · Mathematics 2026-04-22 Jiguang Bao , Qinfeng Jiang

A new formulation of boundary value problems in gradient elasticity is presented in this work. The main outcome is the construction of partial differential systems of second order, which are typically equivalent with the well known fourth…

Analysis of PDEs · Mathematics 2019-09-25 Antonios Charalambopoulos , Evanthia Douka , Stelios Mavratzas

We consider eigenvalue problems for elliptic operators of arbitrary order $2m$ subject to Neumann boundary conditions on bounded domains of the Euclidean $N$-dimensional space. We study the dependence of the eigenvalues upon variations of…

Spectral Theory · Mathematics 2017-06-02 Bruno Colbois , Luigi Provenzano

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

Probability · Mathematics 2007-05-23 Xia Chen

In this work, we derive a new sharp asymptotic equivalent in the small temperature regime $h\to 0$ for the mean exit time from a bounded domain for the non-reversible process $dX\_t=b(X\_t)dt + \sqrt h \, dB\_t$ under a generic orthogonal…

Analysis of PDEs · Mathematics 2025-09-23 Dorian Le Peutrec , Laurent Michel , Boris Nectoux

Let $\Omega$ be a bounded, connected, sufficiently smooth open set, $p>1$ and $\beta\in\mathbb R$. In this paper, we study the $\Gamma$-convergence, as $p\rightarrow 1^+$, of the functional \[ J_p(\varphi)=\frac{\int_\Omega F^p(\nabla…

Analysis of PDEs · Mathematics 2024-10-08 Rosa Barbato , Francesco Della Pietra , Gianpaolo Piscitelli

In this paper we present a general extrapolated elliptic regularity result for second order differential operators in divergence form on fractional Sobolev-type spaces of negative order $X^{s-1,q}_D(\Omega)$ for $s > 0$ small, including…

Analysis of PDEs · Mathematics 2020-03-26 Hannes Meinlschmidt , Joachim Rehberg

We exploit the connection between quantum dot Dirac operators and $\overline\partial$-Robin Laplacians. First, we find a graphical relation between their smallest positive eigenvalues, which allows us to deduce a recipe for translating…

Analysis of PDEs · Mathematics 2026-05-29 Joaquim Duran

In two previous papers, we started a study of the first eigenvalue of the Dirac operator on compact spin symmetric spaces, providing, for symmetric spaces of "inner" type, a formula giving this first eigenvalue in terms of the algebraic…

Differential Geometry · Mathematics 2019-09-19 Jean-Louis Milhorat

The main objective of this paper is analysis of the initial-boundary value problems for the linear and semilinear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo…

Analysis of PDEs · Mathematics 2022-08-10 Yuri Luchko , Masahiro Yamamoto

In this study, we address the eigenvalue problem given by: \begin{equation*} \begin{cases} -\Div (w\nabla u_i)=\la_iu_i &\text{in } \Om\subset \mathbb{R}^n,\\ u_i=0 &\text{on } \pt \Om, \end{cases} \end{equation*} where $w > 0$ within $\Om$…

Analysis of PDEs · Mathematics 2026-05-12 Dong-Hui Yang , Bao-Zhu Guo

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

Statistical Mechanics · Physics 2025-06-17 Feng Huang , Hanshuang Chen

We consider the eigenvalue problem for the {\it fractional $p-$Laplacian} in an open bounded, possibly disconnected set $\Omega \subset \mathbb{R}^n$, under homogeneous Dirichlet boundary conditions. After discussing some regularity issues…

Analysis of PDEs · Mathematics 2016-03-08 Lorenzo Brasco , Enea Parini

In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…

Probability · Mathematics 2018-04-06 Saisai Yang , Tusheng Zhang

In this paper, we investigate the eigenvalue problem for a non-local dispersal operator defined on a bounded spatial domain with Neumann-type boundary conditions. Unlike the classical Laplacian, the non-local operator lacks compactness,…

Spectral Theory · Mathematics 2026-05-26 Maciej Tadej

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

In this paper we study the eigenvalue problems for a nonlocal operator of order $s$ that is analogous to the local pseudo $p-$Laplacian. We show that there is a sequence of eigenvalues $\lambda_n \to \infty$ and that the first one is…

Analysis of PDEs · Mathematics 2016-10-26 Leandro M. Del Pezzo , Julio D. Rossi

We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…

Probability · Mathematics 2018-07-04 Marek Biskup , Ryoki Fukushima , Wolfgang Koenig
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