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Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
The Fujita phenomenon for nonlinear parabolic problems dtu = \deltau + up in an exterior domain of RN under the Robin boundary conditions is investigated in the superlinear case. As in the case of Dirichlet boundary conditions, it turns out…
The possibility of finite-time, dispersive blow up for nonlinear equations of Schroedinger type is revisited. This mathematical phenomena is one of the possible explanations for oceanic and optical rogue waves. In dimension one, the…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…
We consider a quasi-linear parabolic equation with nonlinear dynamic boundary conditions occurring as a natural generalization of the semilinear reaction-diffusion equation with dynamic boundary conditions. The corresponding class of…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
Depinning transitions occur when a threshold force must be applied to drive an otherwise immobile system. For the depinning of colloidal particles from a corrugated landscape, we show how active noise due to self-propulsion impacts the…
In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local…
The relativistic Boltzmann equation in bounded domains has been widely used in physics and engineering, for example, Tokamak devices in fusion reactors.In spite of its importance, there has, to the best of our knowledge, been no…
The main goal of this paper is to show that the blow up phenomenon (the explosion of the $ \rL^{\infty }$-norm) of the solutions of several classes of evolution problems can be controlled by means of suitable global controls $\alpha (t)$…
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…
Anomalous dispersion cannot occur in a transparent passive medium where electromagnetic radiation is being absorbed at all frequencies, as pointed out by Landau and Lifshitz. Here we show, both theoretically and experimentally, that…
Many earlier works were devoted to the study of the breakdown of superconductivity in type-II superconducting bounded planar domains, submitted to smooth magnetic fields. In the present contribution, we consider a new situation where the…
This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…
This work is devoted to molecular dynamics modeling of collision of nanoparticle having a small number of degrees of freedom with a structureless plain. The new regularities are established that determine properties of such particles.…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We construct semi-infinite billiard domains which reverse the direction of most incoming particles. We prove that almost all particles will leave the open billiard domain after a finite number of reflections. Moreover, with high probability…
Inspired by a question of Colin de Verdi\`{e}re and Truc we study the dynamics of a classical charged particle moving in a bounded planar domain $\Omega$ under the influence of a magnetic field $\mathbf{B}$ which blows up at the boundary of…
This paper is concerned with quasilinear parabolic reaction-diffusion-advection systems on extended domains. Frameworks for well-posedness in Hilbert spaces and spaces of continuous functions are presented, based on known results using…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…