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We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…

Probability · Mathematics 2024-11-13 Fabrizio Cinque , Enzo Orsingher

We consider a general second order matrix operator in a multi-dimensional domain subject to a classical boundary condition. This operator is perturbed by a first order differential operator, the coefficients of which depend arbitrarily on a…

Analysis of PDEs · Mathematics 2022-10-04 D. I. Borisov

The Cauchy problem for two dimensional difference wave operators is considered with potentials and initial data supported in a bounded region. The large time asymptotic behavior of solutions is obtained. In contrast to the continuous case…

Analysis of PDEs · Mathematics 2016-04-04 H. Islami , B. Vainberg

This paper deals with homogenization of parabolic problems for integral convolution type operators with a non-symmetric jump kernel in a periodic elliptic medium. It is shown that the homogenization result holds in moving coordinates. We…

Functional Analysis · Mathematics 2018-12-04 Andrey Piatnitski , Elena Zhizhina

We study a homogenization question for stochastic divergence type operator

Analysis of PDEs · Mathematics 2018-04-04 Jean Bourgain

We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

Numerical Analysis · Mathematics 2020-11-18 Petr N. Vabishchevich

The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…

Analysis of PDEs · Mathematics 2020-04-09 Pierre Cardaliaguet , Nicolas Dirr , Panagiotis E. Souganidis

This paper is concerned with the optimal convergence rate in homogenization of higher order parabolic systems with bounded measurable, rapidly oscillating periodic coefficients. The sharp $O(\va)$ convergence rate in the space $L^2(0,T;…

Analysis of PDEs · Mathematics 2018-04-19 Weisheng Niu , Yao Xu

In this paper we study in a Hilbert space a homogeneous linear second order difference equation with nonconstant and noncommuting operator coefficients. We build its exact resolutive formula consisting in the explicit non-iterative…

Mathematical Physics · Physics 2012-12-12 M. A. Jivulescu , A. Messina

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

Mathematical Physics · Physics 2008-09-08 Guillaume Bal

In $L_2(\mathbb{R}^d;\mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$, $\varepsilon >0$. The coefficients of the operator $\mathcal{A}_\varepsilon$ are periodic…

Analysis of PDEs · Mathematics 2018-04-10 Yulia Meshkova

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

In $L_2(\mathbb{R}^d;\mathbb{C}^n)$, consider a self-adjoint matrix second order elliptic differential operator $\mathcal{B}_\varepsilon$, $0<\varepsilon \leqslant 1$. The principal part of the operator is given in a factorised form, the…

Analysis of PDEs · Mathematics 2020-07-14 Yu. M. Meshkova

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

Probability · Mathematics 2009-02-11 Rémi Rhodes

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale…

Numerical Analysis · Mathematics 2018-10-22 Doghonay Arjmand , Gunilla Kreiss

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

We investigate a one-dimensional nonlinear wave system which arises from a variational principle modeling a type of cholesteric liquid crystals. The problem treated here is the Cauchy problem for the same wave speed case with initial data…

Analysis of PDEs · Mathematics 2019-12-24 Yanbo Hu , Huijuan Song

In this paper we homogenise monotone parabolic problems with two spatial scales and finitely many temporal scales. Under a certain well-separatedness assumption on the spatial and temporal scales as explained in the paper, we show that…

Analysis of PDEs · Mathematics 2010-06-23 Jens Persson

In $L_2(\mathbb{R}^d;\mathbb{C}^n)$, we consider selfadjoint strongly elliptic second order differential operators ${\mathcal A}_\varepsilon$ with periodic coefficients depending on ${\mathbf x}/ \varepsilon$, $\varepsilon>0$. We study the…

Analysis of PDEs · Mathematics 2017-08-04 Mark Dorodnyi , Tatiana Suslina

In the present paper, we consider a Cauchy problem for a linear second order in time abstract differential equation with pure delay. In the absence of delay, this problem, known as the harmonic oscillator, has a two-dimensional eigenspace…

Dynamical Systems · Mathematics 2014-12-08 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov