Related papers: Periodic solutions of hybrid jump diffusion proces…
The purpose of this work is to investigate the behavior of Multiscale Finite Element type methods for advection-diffusion problems in the advection-dominated regime. We present, study and compare various options to address the issue of the…
This paper is devoted to the study of periodic (in time) solutions to an one-dimensional semilinear wave equation with $x$-dependent coefficients under various homogeneous boundary conditions. Such a model arises from the forced vibrations…
We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…
The periodic solutions of a type of nonlinear hyperbolic partial differential equations with a localized nonlinearity are investigated. For instance, these equations are known to describe several acoustical systems with fluid-structure…
In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…
We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modeling non-premixed isothermal turbulent flames under single-step kinetics of fuel and…
We prove existence and uniqueness of nonnegative solutions for a nonlocal in time integrodifferential diffusion system related to angiogenesis descriptions. Fundamental solutions of appropriately chosen parabolic operators with bounded…
In this paper we investigate the dynamical properties of a spatially periodic reaction-diffusion system {whose reaction terms are of hybrid nature in the sense that they are partly competitive and partly cooperative depending on the value…
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…
A simple non-autonomous scalar differential equation with delay, exponential decay, nonlinear negative feedback and a periodic multiplicative coefficient is considered. It is shown that stable slowly oscillating periodic solutions with the…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
We analyze entropy solutions for a class of Levy mixed hyperbolicparabolic equations containing a non-local (or fractional) diffusion operator originating from a pure jump Levy process. For these solutions we establish uniqueness (L1…
Colloidal particles at fluid interfaces can enhance the stability of drops and bubbles. Yet, their effect on mass transfer in these multiphase systems remains ambiguous, with some experiments reporting strongly hindered diffusion, while…
In this paper we provide conditions to ensure the existence, for $e>0$ sufficiently small, of periodic solutions of given period $T>0$ in a prescribed domain $U$ for a class of singularly perturbed first order differential systems. Here…