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Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $\rho(t)$. Because $\rho$ contains both classical and quantum-mechanical probabilities it…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

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

The time evolution of the Partridge-Barton model in the presence of the pleiotropic constraint and deleterious somatic mutations is exactly solved for arbitrary fecundity in the context of a matricial formalism. Analytical expressions for…

Statistical Mechanics · Physics 2009-10-31 Roberto N. Onody , Nazareno G. F. de Medeiros

In this paper, we study the time-space fractional differential equation of the Volterra type: \begin{align*} {D}^\alpha_{0 \vert t} (u) +(-\Delta_N)^{\sigma}u &= u(1+au-bu^2)-au\int_0^t {K}(t-s) u(\cdot) \, ds, \end{align*} where $a,b>0$…

Analysis of PDEs · Mathematics 2025-02-21 Sofwah Ahmad , Mokhtar Kirane

We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…

Statistics Theory · Mathematics 2020-12-01 Laura Dumitrescu , Ioana Schiopu-Kratina

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

We study the large-time behaviour of the solutions of the evolution equation involving nonlinear diffusion and gradient absorption, $$ \partial_t u - \Delta_p u + |\nabla u|^q=0 . $$ We consider the problem posed for $x\in \real^N$ and t>0…

Analysis of PDEs · Mathematics 2010-02-11 Razvan Gabriel Iagar , Philippe Laurençot , Juan Luis Vázquez

Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

Pricing of Securities · Quantitative Finance 2015-03-12 Michael Okelola , Keshlan Govinder

The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the…

Probability · Mathematics 2016-08-14 Bénédicte Haas

We investigate the asymptotic behavior, as t goes to infinity, for a semilinear hyperbolic equation with asymptotically smal dissipation and convex potential. We prove that if the damping term behaves like K/t^\alpha for t large enough, k>0…

Analysis of PDEs · Mathematics 2014-12-23 Ramzi May

Is studied asymptotic expansion for solution of singularly perturbed equation for Markov random evolution in Rd. The views of regular and singular parts of solution are found.

Probability · Mathematics 2009-11-03 I. V. Samoilenko

We consider the initial boundary value problem \begin{eqnarray*}u_t=\mu u_x+\tfrac{1}{2}u_{xx}\qquad (t>0,x\ge0),\\u(0,x)=f(x)\qquad (x\ge0),\\u_t(t,0)=\nu u_x(t,0)\qquad (t>0)\end{eqnarray*} of Stroock and Williams [Comm. Pure Appl. Math.…

Probability · Mathematics 2014-09-04 Goran Peskir

The large time $t$ asymptotics for scalar, constant coefficient,linear, third order, dispersive equations are obtained for asymptotically time-periodic Dirichlet boundary data and zero initial data on the half-line modeling a wavemaker…

Analysis of PDEs · Mathematics 2023-07-28 Yifeng Mao , Dionyssios Mantzavinos , Mark A. Hoefer

The initial-boundary value problem for an infinite one-dimensional chain of harmonic oscillators on the half-line is considered. The large time asymptotic behavior of solutions is studied. The initial data of the system are supposed to be a…

Mathematical Physics · Physics 2018-07-24 T. V. Dudnikova

Consider a one-dimensional stochastic differential equation with jumps $$\mathrm d X(t) = a(X(t))\mathrm d t + \sum_{k = 1}^m b_k(X(t-))\mathrm d Z_k(t),$$ where $Z_k, \ k \in \{1, 2, ..., m\}$ are independent centered L\'evy processes with…

Probability · Mathematics 2023-11-22 Viktor Yuskovych

We consider a system of $n$-th order nonlinear quasilinear partial differential equations of the form $${\bf u}_t + \mathcal{P}(\partial_{\bf x}^{\bf j}){\bf u}+{\bf g} \left( {\bf x}, t, \{\partial_{\bf x}^{{\bf j}} {\bf u}\}) =0; {\bf…

Analysis of PDEs · Mathematics 2015-06-26 O. Costin , S. Tanveer

In this paper, we mainly discuss asymptotic profiles of solutions to a class of abstract second-order evolution equations of the form $u''+Au+u'=0$ in real Hilbert spaces, where $A$ is a nonnegative selfadjoint operator. The main result is…

Analysis of PDEs · Mathematics 2024-10-28 Motohiro Sobajima

We introduce an $L_q(L_p)$-theory for the quasi-linear fractional equations of the type $$ \partial^{\alpha}_t u(t,x)=a^{ij}(t,x)u_{x^i x^j}(t,x)+f(t,x,u), \quad t>0, \,x\in \mathbf{R}^d. $$ Here, $\alpha\in (0,2)$, $p,q>1$, and…

Analysis of PDEs · Mathematics 2015-05-11 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…

Probability · Mathematics 2018-04-16 Jean Bertoin

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

Probability · Mathematics 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering