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We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

Statistical Mechanics · Physics 2023-03-24 Andreas Dechant , Jerome Garnier-Brun , Shin-ichi Sasa

In this paper there are estimated the derivatives of the solution of an initial boundary value problem for a nonlinear uniformly parabolic equation in the interior with the total variation of the boundary data and the L^{infinity}-norm of…

Analysis of PDEs · Mathematics 2007-05-23 Giuseppe Maria Coclite

This paper is concerned with the asymptotic behavior of the solution to the Euler equations with time-depending damping on quadrant $(x,t)\in \mathbb{R}^+\times\mathbb{R}^+$, \begin{equation}\notag \partial_t v - \partial_x u=0, \qquad…

Analysis of PDEs · Mathematics 2017-08-31 Haibo Cui , Haiyan Yin , Changjiang Zhu , Limei Zhu

This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…

Numerical Analysis · Mathematics 2017-01-18 R. Corban Harwood , Mitch Main

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…

Analysis of PDEs · Mathematics 2017-02-09 Charles L. Epstein , Camelia A. Pop

We study second order parabolic equations on Lipschitz domains subject to inhomogeneous Neumann (or, more generally, Robin) boundary conditions. We prove existence and uniqueness of weak solutions and their continuity up to the boundary of…

Analysis of PDEs · Mathematics 2011-09-01 Robin Nittka

We prove linear convergence for a new family of modified Dirichlet--Neumann methods applied to quasilinear parabolic equations, as well as the convergence of the Robin--Robin method. Such nonoverlapping domain decomposition methods are…

Numerical Analysis · Mathematics 2023-08-30 Emil Engström , Eskil Hansen

We establish the $L_p$-solvability for time fractional parabolic equations when coefficients are merely measurable in the time variable. In the spatial variables, the leading coefficients locally have small mean oscillations. Our results…

Analysis of PDEs · Mathematics 2019-01-03 Hongjie Dong , Doyoon Kim

This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…

Numerical Analysis · Mathematics 2024-09-24 Zhaoyang Wang , Ping Lin

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov…

Analysis of PDEs · Mathematics 2009-08-11 L. Lorenzi , A. Lunardi , A. Zamboni

The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…

Probability · Mathematics 2015-10-30 Lucian Maticiuc , Aurel Răşcanu

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational…

Numerical Analysis · Mathematics 2015-12-01 Yu-Min Chung , Andrew J. Steyer , Erik S. Van Vleck

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

Statistics Theory · Mathematics 2013-02-19 Michael Vogt

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…

Probability · Mathematics 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Özhan Bingöl

We consider the Dirichlet problem in a wedge for parabolic equation whose coefficients are measurable function of t. We obtain coercive estimates in weighted $L_{p,q}$-spaces. The concept of "critical exponent" introduced in the paper plays…

Analysis of PDEs · Mathematics 2011-12-14 Vladimir Kozlov , Alexander Nazarov

We consider the Laplacian on a metric graph, equipped with Robin ($\delta$-type) vertex condition at some of the graph vertices and Neumann-Kirchhoff condition at all others. The corresponding eigenvalues are called Robin eigenvalues,…

Mathematical Physics · Physics 2024-03-21 Ram Band , Holger Schanz , Gilad Sofer

We study sporadic randomness by means of a non-extensive form of Lyapunov coefficient. We recover from a different perspective the same conclusion as that of an earlier work, namely, that the ordinary Pesin theorem applies (P.Gaspard and…

Statistical Mechanics · Physics 2007-05-23 Massimiliano Ignaccolo , Paolo Grigolini

We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and H\"{o}lder continuous in time. For the limiting free boundary problem, we analyse the…

Analysis of PDEs · Mathematics 2018-04-26 Gleydson C. Ricarte , Rafayel Teymurazyan , José Miguel Urbano