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In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…

Analysis of PDEs · Mathematics 2021-06-16 Yavar Kian

In this article we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and quasiperiodic boundary conditions. Then using these…

Spectral Theory · Mathematics 2015-05-13 O. A. Veliev

In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case…

Probability · Mathematics 2011-01-17 Martin Kolb , Achim Wübker

In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…

Mathematical Physics · Physics 2018-01-23 Roberto Garra , Andrea Giusti , Francesco Mainardi

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

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…

Probability · Mathematics 2019-08-09 Soledad Torres , Lauri Viitasaari

The main issues of the spectral theory of Dirac operators are presented, namely: transformation operators, asymptotics of eigenvalues and eigenfunctions, description of symmetric and self-adjoint operators in Hilbert space, expansion in…

Spectral Theory · Mathematics 2024-03-06 Tigran Harutyunyan , Yuri Ashrafyan

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…

Analysis of PDEs · Mathematics 2007-05-23 Peter A. Becker

In this paper we extend to the abstract A-framework some existence theorems for differential inclusion problems with Dirichlet boundary conditions.

Analysis of PDEs · Mathematics 2017-03-02 A. C. Barroso , J. Matias , P. M. Santos

As $\varepsilon$ goes to zero, the unique solution of the scalar advection-diffusion equation $y^{\varepsilon}_t-\varepsilon y^{\varepsilon}_{xx} + M y^{\varepsilon}_x=0$, $(x,t)\in (0,1)\times (0,T)$ submitted to Dirichlet boundary…

Analysis of PDEs · Mathematics 2020-07-15 Youcef Amirat , Arnaud Munch

We compute estimates for eigenvalues of a class of linear second-order elliptic differential operators in divergence form (with Dirichlet boundary condition) on a bounded domain in a complete Riemannian manifold. Our estimates are based…

Differential Geometry · Mathematics 2021-12-16 José N. V. Gomes , Juliana F. R. Miranda

The paper studies the relationship between diffraction and dynamics for uniformly discrete ergodic point processes in real spaces. This relationship takes the form of an isometric embedding of two L^2 spaces. Diffraction (or equivalently…

Dynamical Systems · Mathematics 2009-11-13 Xinghua Deng , Robert V. Moody

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

The Steklov problem is an eigenvalue problem with the spectral parameter in the boundary conditions, which has various applications. Its spectrum coincides with that of the Dirichlet-to-Neumann operator. Over the past years, there has been…

Spectral Theory · Mathematics 2014-11-25 Alexandre Girouard , Iosif Polterovich

A quantum kinetic equation is obtained for an inhomogeneous solid having arbitrary gradient concentration and chemical potential. We find, starting from nonequilibrium statistical operator, a new equation to describe atom migration in solid…

Statistical Mechanics · Physics 2017-03-31 Y. Bilotsky , M. Gasik , B. Lev

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

Consider the eigenvalue problem generated by a fixed differential operator with a sign-changing weight on the eigenvalue term. We prove that as the negative part of the weight is rescaled towards negative infinity on some subregion, the…

Spectral Theory · Mathematics 2020-11-13 Derek Kielty

We consider two classes of linear kinetic equations: with constant collision frequency and constant mean free path of gas molecules (i.e., frequency of molecular collisions, proportional to the modulus molecular velocity). Based homogeneous…

Mathematical Physics · Physics 2014-07-29 A. V. Latyshev , A. D. Kurilov