Related papers: Stability of higher order eigenvalues in dimension…
The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…
An asymptotic method for finding instabilities of arbitrary $d$-dimensional large-amplitude patterns in a wide class of reaction-diffusion systems is presented. The complete stability analysis of 2- and 3-dimensional localized patterns is…
In this paper, we introduce a novel approach to study reaction-diffusion systems -- dynamic transition theory approach developed in Ma and Wang 2015. This approach generalizes Turing's classical result (linear stability analysis) on pattern…
Extending results of Oh and Zumbrun in dimensions $d\ge 3$, we establish nonlinear stability and asymptotic behavior of spatially-periodic traveling-wave solutions of viscous systems of conservation laws in critical dimensions $d=1,2$,…
In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…
We propose a testing and estimation methodology for univariate and bivariate symmatric $\alpha$-stable distributions using a modified version of the Greenwood statistic. Originally designed for positive-valued random variables, the…
We study a one-dimensional reaction-diffusion system which describes an isothermal autocatalytic chemical reaction involving both a quadratic (A + B -> 2B) and a cubic (A + 2B -> 3B) autocatalysis. The parameters of this system are the…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…
We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…
Unstable particles are notorious in perturbative quantum field theory for producing singular propagators in scattering amplitudes that require regularization by the finite width. In this review I discuss the construction of an effective…
For each $\lambda>0$ and every square-integrable infinitely-divisible (ID) distribution there exists at least one stationary stochastic process $t\mapsto X_t$ with the specified distribution for $X_1$ and with first-order autoregressive…
Diffusion and flow-driven instability, or transport-driven instability, is one of the central mechanisms to generate inhomogeneous gradient of concentrations in spatially distributed chemical systems. However, verifying the transport-driven…
We present and analyze a discontinuous Petrov-Galerkin method with optimal test functions for a reaction-dominated diffusion problem in two and three space dimensions. We start with an ultra-weak formulation that comprises parameters…
In this study we define a three-step procedure to relate the self-decomposability of the stationary law of a generalized Ornstein-Uhlenbeck process to the law of the increments of such processes. Based on this procedure and the results of…