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Related papers: Periodic solutions of hybrid jump diffusion proces…

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We consider several models (including both multidimensional ordinary differential equations (ODEs) and partial differential equations (PDEs), possibly ill-posed), subject to very strong damping and quasi-periodic external forcing. We study…

Dynamical Systems · Mathematics 2019-07-08 Fenfen Wang , Rafael de la Llave

We develop general heterogeneous nonlocal diffusion models and investigate their connection to local diffusion models by taking a singular limit of focusing kernels. We reveal the link between the two groups of diffusion equations which…

Analysis of PDEs · Mathematics 2021-04-05 Matthieu Alfaro , Thomas Giletti , Yong-Jung Kim , Gwenaël Peltier , Hyowon Seo

The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…

Mathematical Physics · Physics 2015-06-11 Jaume Masoliver , Josep Perelló

We prove the existence of periodic solutions in a class of nonlinear partial differential equations, including the nonlinear Schroedinger equation, the nonlinear wave equation, and the nonlinear beam equation, in higher dimension. Our…

Analysis of PDEs · Mathematics 2015-05-13 Guido Gentile , Michela Procesi

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

We follow-up on our works devoted to homogenization theory for linear second-order elliptic equations with coefficients that are perturbations of periodic coefficients. We have first considered equations in divergence form in [6, 7, 8]. We…

Analysis of PDEs · Mathematics 2018-02-01 Xavier Blanc , C. Le Bris , P. -L Lions

In this study, we focus on the existence of a periodic solution for the neutral nonlinear dynamic systems with delay% \[ x^{\Delta}(t)=A(t)x(t)+Q^{\Delta}\left(t,x\left(\delta_{-}(s,t)\right) \right)…

Classical Analysis and ODEs · Mathematics 2014-02-12 Murat Adivar , H. Can Koyuncuoglu , Youssef N. Raffoul

The paper concerns boundary value problems for general nonautonomous first order quasilinear hyperbolic systems in a strip. We construct small global classical solutions, assuming that the right hand sides are small. In the case that all…

Analysis of PDEs · Mathematics 2021-08-17 Irina Kmit , Lutz Recke , Viktor Tkachenko

For the system of an inverted spherical pendulum with friction and a periodically moving pivot point we prove the existence of at least one periodic solution with the additional property of being falling-free. The last means that the…

Dynamical Systems · Mathematics 2015-08-11 Ivan Polekhin

We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…

Numerical Analysis · Mathematics 2016-01-29 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

We extend the notion of viscosity solutions for path-dependent PDEs introduced by Ekren et al. [Ann. Probab. 42 (2014), no. 1, 204-236] to path-dependent integro-differential equations and establish well-posedness, i.e., existence,…

Analysis of PDEs · Mathematics 2014-12-31 Christian Keller

Analytic solution is given in the steady state limit for the system of Master equations describing a random walk on one-dimensional periodic lattices with arbitrary hopping rates containing one mobile, directional impurity (defect bond).…

Statistical Mechanics · Physics 2009-10-28 Z. Toroczkai , R. K. P. Zia

We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial differential equations and prove the Harnack inequality for…

Probability · Mathematics 2015-10-06 Ari Arapostathis , Anup Biswas , Luis Caffarelli

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

The main purpose of this paper is to study the existence of periodic solutions for a nonautonomous differential-difference system describing the dynamics of hematopoietic stem cell (HSC) population under some external periodic regulatory…

Dynamical Systems · Mathematics 2020-04-30 Mostafa Adimy , Pablo Amster , Julián Epstein

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…

Analysis of PDEs · Mathematics 2008-04-30 Nikolai Dokuchaev

In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…

Numerical Analysis · Mathematics 2021-09-01 Roberto J. Cier , Sergio Rojas , Victor M. Calo

We propose a hybridizable discontinuous Galerkin (HDG) finite element method to approximate the solution of the time dependent drift-diffusion problem. This system involves a nonlinear convection diffusion equation for the electron…

Numerical Analysis · Mathematics 2018-11-27 Gang Chen , Peter Monk , Yangwen Zhang

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

Classical Analysis and ODEs · Mathematics 2013-03-28 Murat Adıvar , H. Can Koyuncuoğlu , Youssef N. Raffoul