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This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…

Numerical Analysis · Mathematics 2023-06-14 Daniel T. Gregory

In this paper, the Harnack inequalities and super-Poincar\'{e} inequality for generalized CIR model are obtained. Since the noise is degenerate, the intrinsic metric has been introduced to construct the coupling by change of measure. By…

Probability · Mathematics 2019-08-13 Xing Huang , Fei Zhao

We study a measure-theoretic notion of connectedness for sets of finite perimeter in the setting of doubling metric measure spaces supporting a weak $(1,1)$-Poincar\'{e} inequality. The two main results we obtain are a decomposition theorem…

Metric Geometry · Mathematics 2019-07-26 Paolo Bonicatto , Enrico Pasqualetto , Tapio Rajala

The effectivity up to R-linear equivalence (Dirichlet property) of pseudoeffective adelic R-Cartier divisors is a subtle problem in arithmetic geometry. In this article, we propose sufficient conditions for the Dirichlet property by using…

Algebraic Geometry · Mathematics 2017-04-06 Huayi Chen , Atsushi Moriwaki

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

Probability · Mathematics 2011-11-11 Alexandre Gaudillière , Claudio Landim

In this paper we study quasilinear elliptic systems driven by variable exponent double phase operators involving fully coupled right-hand sides and nonlinear boundary conditions. The aim of our work is to establish an enclosure and…

Analysis of PDEs · Mathematics 2022-08-03 Umberto Guarnotta , Roberto Livrea , Patrick Winkert

We study the ageing properties of the semi-infinite kinetic spherical model at the critical point and in the ordered low-temperature phase, both for Dirichlet and Neumann boundary conditions. The surface fluctuation-dissipation ratio and…

Statistical Mechanics · Physics 2009-11-11 Florian Baumann , Michel Pleimling

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky

The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…

Probability · Mathematics 2019-01-29 Shalin Parekh

The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…

Probability · Mathematics 2014-10-16 Shui Feng , Feng-Yu Wang

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

Probability · Mathematics 2013-05-10 Feng-Yu Wang , Jian Wang

In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…

Probability · Mathematics 2015-06-30 Jean René Chazottes , Pierre Collet , Frank Redig

This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…

Probability · Mathematics 2015-09-01 Jian Wang

We study the dynamics of a degenerate parabolic equation with a variable, generally non-smooth diffusion coefficient, which may vanish at some points or be unbounded. We show the existence of a global branch of nonnegative stationary…

Analysis of PDEs · Mathematics 2007-05-23 Nikos I. Karachalios , Nikos B. Zographopoulos

We extend the method of layer potentials to manifolds with boundary and cylindrical ends. To obtain this extension along the classical lines, we have to deal with several technical difficulties due to the non-compactness of the boundary,…

Analysis of PDEs · Mathematics 2007-05-23 Marius Mitrea , Victor Nistor

The Poincar\'e-Bendixson theorem plays an important role in the study of the qualitative behavior of dynamical systems on the plane; it describes the structure of limit sets in such systems. We prove a version of the Poincar\'e-Bendixson…

Dynamical Systems · Mathematics 2018-01-30 William Clark , Anthony Bloch , Leonardo Colombo

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

In this work, we analytically investigate a degenerating PDE system for phase separation and complete damage processes considered on a nonsmooth time-dependent domain with mixed boundary conditions. The evolution of the system is described…

Analysis of PDEs · Mathematics 2016-09-16 Christian Heinemann , Christiane Kraus

We study the large time behavior of solutions of the PDE $|v_t|^{p-2}v_t=\Delta_p v$. A special property of this equation is that the Rayleigh quotient $\int_{\Omega}|Dv(x,t)|^pdx /\int_{\Omega}|v(x,t)|^pdx$ is nonincreasing in time along…

Analysis of PDEs · Mathematics 2016-07-01 Ryan Hynd , Erik Lindgren

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus