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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

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

This research concerns coefficient conditions for linear differential equations in the unit disc of the complex plane. In the higher order case the separation of zeros (of maximal multiplicity) of solutions is considered, while in the…

Complex Variables · Mathematics 2018-10-01 Janne Gröhn , Juha-Matti Huusko , Jouni Rättyä

The full Stokes equations are solved by a finite element method for simulation of large ice sheets and glaciers. The simulation is particularly sensitive to the discretization of the grounding line which separates the ice resting on the…

Computational Physics · Physics 2019-08-30 Gong Cheng , Per Lötstedt , Lina von Sydow

This contribution is concerned with the effective viscosity problem, that is, the homogenization of the steady Stokes system with a random array of rigid particles, for which the main difficulty is the treatment of close particles. Standard…

Analysis of PDEs · Mathematics 2022-01-13 Mitia Duerinckx , Antoine Gloria

A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.

Probability · Mathematics 2016-07-25 Matyas Barczy , Zenghu Li , Gyula Pap

We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…

Analysis of PDEs · Mathematics 2018-06-13 Scott Armstrong , Alexandre Bordas , Jean-Christophe Mourrat

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

We show that every sheaf on the site of smooth manifolds with values in a stable (infinity,1)-category (like spectra or chain complexes) gives rise to a differential cohomology diagram and a homotopy formula, which are common features of…

K-Theory and Homology · Mathematics 2013-11-15 Ulrich Bunke , Thomas Nikolaus , Michael Völkl

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

Through a discussion of some typical unsteady hydrodynamic flows, we argue that the time averaged hydrodynamic functions at each point give a rather sparse filling of the local jet space. This situation then suggests a set of time dependent…

Fluid Dynamics · Physics 2014-07-08 Clifford Chafin

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We investigate the existence of local holomorphic solutions $Y$ of linear partial differential equations in three complex variables whose coefficients are singular along an analytic variety $\Theta$ in $\mathbb{C}^{2}$. The coefficients are…

Analysis of PDEs · Mathematics 2013-04-02 Alberto Lastra , Stéphane Malek , Catherine Stenger

The study of asymptotic properties of solutions to differential equations has a long and arduous history, with the most significant advances having been made in the development of quantum mechanics. A very powerful method of analysis is…

Quantum Physics · Physics 2017-10-12 R. B. White , A. G. Kutlin

In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.

Analysis of PDEs · Mathematics 2017-06-07 Kai Du , Jiakun Liu

We study the two-phase Stokes flow driven by surface tension with two fluids of equal viscosity, separated by an asymptotically flat interface with graph geometry. The flow is assumed to be two-dimensional with the fluids filling the entire…

Analysis of PDEs · Mathematics 2024-04-26 Bogdan-Vasile Matioc , Georg Prokert

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

We consider Stokes water waves on the vorticity flow in a two-dimensional channel of finite depth. In the paper "V.Kozlov, On first subharmonic bifurcations in a branch of Stokes waves, JDE, 2024," it was proved existence of subharmonic…

Analysis of PDEs · Mathematics 2024-01-23 Vladimir Kozlov

It is a commonly observed phenomenon that spherical particles with inertia in an incompressible fluid do not behave as ideal tracers. Due to the inertia of the particle, the dynamics are described in a four dimensional phase space and thus…

Chaotic Dynamics · Physics 2009-11-13 Phanindra Tallapragada , Shane. D. Ross