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We consider general transformations of random walks on groups determined by Markov stopping times and prove that the asymptotic entropy (resp., rate of escape) of the transformed random walks is equal to the asymptotic entropy (resp., rate…

Dynamical Systems · Mathematics 2019-08-12 Behrang Forghani

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…

Probability · Mathematics 2015-07-22 Florian Bouguet , Florent Malrieu , Fabien Panloup , Christophe Poquet , Julien Reygner

We study the asymptotic behavior, as time t goes to infinity, of nonautonomous dynamical systems involving multiscale features. These systems model the emergence of various collective behaviors in game theory, as well as the asymptotic…

Classical Analysis and ODEs · Mathematics 2009-04-03 Hedy Attouch , Marc-Olivier Czarnecki

In these lecture notes, we address the problem of large-time asymptotic behaviour of the solutions to scalar convection-diffusion equations set in ${R}^N$. The large-time asymptotic behaviour of the solutions to many convection-diffusion…

Analysis of PDEs · Mathematics 2020-03-27 Enrique Zuazua

In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…

Mathematical Physics · Physics 2010-10-26 Marjorie Hahn , Kei Kobayashi , Sabir Umarov

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

In this paper we study the asymptotic behaviour of solutions of a system of $N$ partial differential equations. When $N = 1$ the equation reduces to the Burgers equation and was studied by Hopf. We consider both the inviscid and viscous…

Analysis of PDEs · Mathematics 2007-05-23 K T Joseph

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

Probability · Mathematics 2020-11-05 Nikolai Leonenko , Claudio Macci , Barbara Pacchiarotti

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

Analysis of PDEs · Mathematics 2017-06-20 Valeriy Borisovich Levenshtam , Linh Kop Nguyen , Marat Rashidovich Ishmeev

In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…

Probability · Mathematics 2017-07-04 Khrystyna Buchak , Lyudmyla Sakhno

In this paper we consider a nonlocal evolution problem and obtain by a scaling method the first term in the asymptotic behavior of the solutions. The method employed treats in different way the smooth and the rough part of the solution.

Analysis of PDEs · Mathematics 2012-10-30 Tatiana I. Ignat

In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…

Analysis of PDEs · Mathematics 2018-02-06 M. F. G. Palma , C. R. da Luz

In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…

Numerical Analysis · Mathematics 2018-07-23 Philippe Chartier , Mohammed Lemou , Florian Méhats , Gilles Vilmart

We study the three-dimensional Navier-Stokes equations in a periodic domain with the force decaying in time. Although the force has a certain coherent decay, as time tends to infinity, it can be too complicated for the previous theory of…

Analysis of PDEs · Mathematics 2024-03-06 Luan Hoang

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We show how the approach of Yosida approximation of the derivative serves to obtain new results for evolution systems. Using this method we obtain multivalued time dependent perturbation results. Additionally, translation invariant…

Dynamical Systems · Mathematics 2013-12-11 Josef Kreulich

Mechanisms are elucidated underlying the existence of dynamical systems whose generic solutions approach asymptotically (at large time) isochronous evolutions: all their dependent variables tend asymptotically to functions periodic with the…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Francesco Calogero , David Gomez-Ullate

We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

As the most significant difference from parabolic equations, long-time or short-time behavior of solutions to time-fractional evolution equations is dominated by the fractional orders, whose unique determination has been frequently…

Analysis of PDEs · Mathematics 2023-01-03 Yikan Liu , Masahiro Yamamoto
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