Related papers: Periodic solutions of hybrid jump diffusion proces…

This paper investigates the boundary behaviour of potential-type integrals for the multi-term time-fractional diffusion equation (MTFDE) across the moving boundary. First, we establish the jump relation for the integral operator associated…

In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness…

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…

This paper develops a robust parametric framework for jump detection in discretely observed CKLS-type jump-diffusion processes with high-frequency asymptotics, based on the minimum density power divergence estimator (MDPDE). The methodology…

In this paper, we will consider a kind of infinite dimensional Hamiltonian system(HS), by the method of saddle point reduction, topology degree and the index, we will get the existence of periodic solution for (HS).

A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…

In this paper, we prove the existence of a unique strong solution to a stochastic tamed 3D Navier-Stokes equation in the whole space as well as in the periodic boundary case. Then, we also study the Feller property of solutions, and prove…

This paper is concerned with the existence and the stability of travelling wave solutions to a bistable reaction-diffusion equation with a jump discontinuious point on nonlinear term. Sub-super solution method is used throughout this paper.…

In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we…

This paper investigates solutions of hyperbolic diffusion equations in $\mathbb{R}^3$ with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere $S^2$ are studied. All…

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

We study periodic solutions for a quasi-linear system, which is the so called dispersionless Lax reduction of the Benney moments chain. This question naturally arises in search of integrable Hamiltonian systems of the form $ H=p^2/2+u(q,t)…

We study the dynamics of a piecewise-linear second-order delay differential equation that is representative of feedback systems with relays (switches) that actuate after a fixed delay. The system under study exhibits strong…

In the present paper we consider a partial differential system describing a phase-field model with temperature dependent constraint for the order parameter. The system consists of an energy balance equation with a fairly general nonlinear…

A novel method is developed for constructing periodic solutions of a model equation describing nonlocal Josephson electrodynamics. This method consists of reducing the equation to a system of linear ordinary differential equations through a…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the…

The issue of inheriting periodicity of an exact solution of a dynamic system by a difference scheme is considered. It is shown that some difference schemes (midpoint scheme, Kahan scheme) in some special cases provide approximate solutions…