English
Related papers

Related papers: Random Time Change and Related Evolution Equations…

200 papers

This paper establishes the precise asymptotic behavior, as time $t$ tends to infinity, for nontrivial, decaying solutions of genuinely nonlinear systems of ordinary differential equations. The lowest order term in these systems, when the…

Classical Analysis and ODEs · Mathematics 2022-12-07 Luan Hoang

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

Probability · Mathematics 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

In this article, the order of some classes of fractional linear differential equations is determined, based on asymptotic behavior of the solution as time tends to infinity. The order of fractional derivative has been proved to be of great…

Analysis of PDEs · Mathematics 2017-10-04 Mirko D'Ovidio , Paola Loreti , Alireza Momenzadeh , Sima Sarv Ahrabi

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

Dynamical Systems · Mathematics 2024-10-15 H. D. Thai , H. T. Tuan

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

Probability · Mathematics 2012-06-05 Magda Peligrad

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…

Dynamical Systems · Mathematics 2017-02-28 Prasenjit Karmakar , Shalabh Bhatnagar

We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…

Analysis of PDEs · Mathematics 2025-11-25 Maria Teresa Rotolo

We study general Markov additive processes when the state space of the modulator is a Polish space. Under some regularity assumptions, our main result is the characterization of the long-time behavior of the ordinate in terms of the…

Probability · Mathematics 2024-11-13 Celal Umut Yaran , Mine Çağlar

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We consider second-order evolution equations in an abstract setting with intermittently delayed/ not-delayed damping. We give sufficient conditions for asymptotic and exponential stability, improving and generalising our previous results…

Analysis of PDEs · Mathematics 2015-06-17 Serge Nicaise , Cristina Pignotti

We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…

Mathematical Physics · Physics 2016-10-19 Jose Luis da Silva , Anatoly N. Kochubei , Yuri Kondratiev

At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…

Methodology · Statistics 2014-12-11 Holger Drees , Johan Segers , Michał Warchoł

This paper studies the dynamics of families of monotone nonautonomous neutral functional differential equations with nonautonomous operator, of great importance for their applications to the study of the long-term behavior of the…

Dynamical Systems · Mathematics 2020-04-06 Sylvia Novo , Rafael Obaya , Victor M. Villarragut

Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…

Statistical Mechanics · Physics 2015-06-24 R. Hilfer

We consider the long-time behavior of solutions to the fifth-order modified KdV-type equation. Using the method of testing by wave packets, we prove the small-data global existence and modified scattering. We derive the leading asymptotic…

Analysis of PDEs · Mathematics 2020-07-13 Mamoru Okamoto

We establish trace and extension theorems for evolutionary equations with the Caputo fractional derivatives in (weighted) $L_p$ spaces. To achieve this, we identify weighted Sobolev and Besov spaces with mixed norms that accommodate…

Analysis of PDEs · Mathematics 2023-08-28 Doyoon Kim , Kwan Woo

We consider a class of fractional time stochastic equation defined on a bounded domain and show that the presence of the time derivative induces a significant change in the qualitative behaviour of the solutions. This is in sharp contrast…

Probability · Mathematics 2018-11-14 Mohammud Foondun

The evolution of a quantity, described by a function of space and time, relates the first derivative in time of this function to a spatial operator applied to the function. The initial value of the function at time $t=0$ is given. The…

Mathematical Physics · Physics 2007-05-23 Michelle M. Wyss , Walter Wyss
‹ Prev 1 4 5 6 7 8 10 Next ›