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We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…

Optimization and Control · Mathematics 2016-03-30 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…

Probability · Mathematics 2009-09-29 A. Popier

In this note we analyze the large time behavior of solutions to an initial/boundary problem involving a damped nonlinear beam equation. We show that under physically realistic conditions on the nonlinear terms in the equation of motion the…

Analysis of PDEs · Mathematics 2025-02-24 David Raske

We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…

Optimization and Control · Mathematics 2013-05-07 Tiziano De Angelis

In these notes, we describe the strategy for the derivation of the hydrodynamic limit for a family of long range interacting particle systems of exclusion type with symmetric rates. For $m \in \mathbb{N}:=\{1, 2, \ldots\}$ fixed, the…

Probability · Mathematics 2024-07-03 Pedro Cardoso , Patrícia Gonçalves

The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…

Numerical Analysis · Mathematics 2018-08-03 Christoph Lehrenfeld , Maxim A. Olshanskii

We derive a PDE that models the behavior of a boundary layer solution to the incompressible porous media (IPM) equation posed on the 2D periodic half-plane. This 1D IPM model is a transport equation with a non-local velocity similar to the…

Analysis of PDEs · Mathematics 2025-05-06 Alexander Kiselev , Naji A. Sarsam

We study the periodical solutions of a Poisson-gradient PDEs system with bounded nonlinearity. Section 1 introduces the basic spaces and functionals. Section 2 studies the weak differential of a function and establishes an inequality.…

Dynamical Systems · Mathematics 2007-05-23 Constantin Udriste , Iulian Duca

In this contribution we present how to obtain explicit state space models in port-Hamiltonian form when a mixed finite element method is applied to a linear mechanical system with non-uniform boundary conditions. The key is to express the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Tobias Thoma , Paul Kotyczka

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

Two-length-scale pair potentials arise ubiquitously in condensed matter theory as effective interparticle interactions in molecular, metallic and soft matter systems. The existence of two different bond lengths generated by the shape of…

Chemical Physics · Physics 2020-11-25 R. E. Ryltsev , N. M. Chtchelkatchev , V. Ankudinov , V. N. Ryzhov , M. Apel , P. K. Galenko

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

In this paper, we study the dynamics of a finite number of spherical bubbles in a compressible fluid within a bounded open domain of R 3 . The fluid-bubble interaction is described by a system of nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2026-04-10 Fabien Lespagnol , Matthieu Hillairet

This article concerns time-periodic solutions to a two-dimensional Sellers-type energy balance model coupled to the three-dimensional primitive equations via a dynamic boundary condition. It is shown that the underlying equations admit at…

Analysis of PDEs · Mathematics 2025-12-05 Gianmarco Del Sarto , Matthias Hieber , Filippo Palma , Tarek Zöchling

We study some dynamical properties of a classical time-dependent elliptical billiard. We consider periodically moving boundary and collisions between the particle and the boundary are assumed to be elastic. Our results confirm that although…

Chaotic Dynamics · Physics 2016-12-21 Diego F. M. Oliveira , Marko Robnik

We study spacetime thermodynamics for non-equilibrium processes. We first generalize the formulation of spacetime thermodynamics by using an observer outside the horizon. Then we construct the entropy balance equation of spacetime…

High Energy Physics - Theory · Physics 2015-05-28 Yuki Yokokura

We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…

Mathematical Physics · Physics 2022-04-11 Paolo Buttà , Franco Flandoli , Michela Ottobre , Boguslaw Zegarlinski

This paper deals with the boundary stabilization problem of a one-dimensional wave equation with a switching time-delay in the boundary. We show that the problem is well-posed in the sense of semigroups theory of linear operators. Then, we…

Analysis of PDEs · Mathematics 2020-07-27 Kaïs Ammari , Boumediène Chentouf , Nejib Smaoui

Numerical experiments of the statistical evolution of an ensemble of non-interacting particles in a time-dependent billiard with inelastic collisions, reveals the existence of three statistical regimes for the evolution of the speeds…

Chaotic Dynamics · Physics 2020-01-08 M. Hansen , D. Ciro , I. L. Caldas , E. D. Leonel

We consider the free boundary problem arising from an energy functional which is the sum of a Dirichlet energy and a nonlinear function of either the classical or the fractional perimeter. The main difference with the existing literature is…

Analysis of PDEs · Mathematics 2018-03-16 Serena Dipierro , Aram Karakhanyan , Enrico Valdinoci