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Related papers: Mixing local and nonlocal evolution equations

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We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

Probability · Mathematics 2012-01-17 V. A. Malyshev , A. A. Zamyatin

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…

Quantum Physics · Physics 2025-04-14 Nathaniel A. Lynd

We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…

Statistical Mechanics · Physics 2007-11-13 A. Imparato , L. Peliti , G. Pesce , G. Rusciano , A. Sasso

In this paper, the asymptotic behavior of the solutions of a monotone problem posed in a locally periodic oscillating domain is studied. Nonlinear monotone boundary conditions are imposed on the oscillating part of the boundary whereas the…

Analysis of PDEs · Mathematics 2024-01-30 S. Aiyappan , G. Cardone , C. Perugia , R. Prakash

Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…

Statistical Mechanics · Physics 2007-05-23 P. Garbaczewski

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

Probability · Mathematics 2024-08-13 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

Statistical Mechanics · Physics 2009-03-30 Andrea Zoia , Alberto Rosso , Satya N. Majumdar

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

Probability · Mathematics 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

The dynamics of a one dimensional growth model involving attachment and detachment of particles is studied in the presence of a localized growth inhomogeneity along with anchored boundary conditions. At large times, the latter enforce an…

Statistical Mechanics · Physics 2007-05-23 M. D. Grynberg

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

We analyse the $\Gamma$-convergence of general non-local convolution type functionals with varying densities depending on the space variable and on the symmetrized gradient. The limit is a local free-discontinuity functional, where the bulk…

Analysis of PDEs · Mathematics 2024-11-20 Roberta Marziani , Francesco Solombrino

The paper deals with the homogenization of a linear Boltzmann equation by the means of the sigma-convergence method. Under a general deterministic assumption on the coefficients of the equation, we prove that the density of the particles…

Analysis of PDEs · Mathematics 2020-10-28 Patrick Fouegap , Rodrigue Kenne B. , Gabriel Nguetseng , David Dongo , Jean Louis Woukeng

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…

Probability · Mathematics 2011-04-20 Martin Hairer , Charles Manson

Moving-habitat models track the density of a population whose suitable habitat shifts as a consequence of climate change. Whereas most previous studies in this area consider 1-dimensional space, we derive and study a spatially 2-dimensional…

Numerical Analysis · Mathematics 2023-12-14 Jane Shaw MacDonald , Yves Bourgault , Frithjof Lutscher

A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…

Probability · Mathematics 2012-03-20 Steven N. Evans , Ben Morris , Arnab Sen

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

Probability · Mathematics 2017-12-08 Gioia Carinci , Cristian Giardina , Frank Redig

We study the homogenization of a linear kinetic equation which models the evolution of the density of charged particles submitted to a highly oscillating electric field. The electric field and the initial density are assumed to be random…

Analysis of PDEs · Mathematics 2008-12-08 Anne-Laure Dalibard