Related papers: Exit time and principal eigenvalue of non-reversib…
In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…
If $h$ is a nondecreasing real valued function and $0\leq q\leq 2$, we analyse the boundary behaviour of the gradient of any solution $u$ of $-\Delta u+h(u)+\abs {\nabla u}^q=f$ in a smooth N-dimensional domain $\Omega$ with the condition…
The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…
We give some relationships between the first Dirichlet eigenvalues and the exit time moments for the general symmetric Markov processes. As applications, we present some examples, including symmetric diffusions and $\alpha$-stable…
Consider the one-dimensional elliptic operator given by \begin{equation*} (L_\epsilon f)(x) \;=\; b (x) \, f'(x) \,+\, \epsilon\, a (x)\, f''(x) \;, \end{equation*} where the drift $b\colon R \to R$ and the diffusion coefficient $a\colon R…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
Let $\Omega\subset\mathbb R^n$ be a bounded domain and for $x\in\Omega$ let $\tau(x)$ be the expected exit time from $\Omega$ of a diffusing particle starting at $x$ and advected by an incompressible flow $u$. We are interested in the…
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…
We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…
In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…
In this paper we consider radially symmetric solutions of the following parabolic--elliptic cross-diffusion system \begin{equation*} \begin{cases} u_t = \Delta u - \nabla \cdot (u f(|\nabla v|^2 )\nabla v) + g(u), & \\[2mm] 0= \Delta v…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
This paper deals with a lower bound for the blow-up time for solutions of the fully parabolic chemotaxis system \begin{equation*} \begin{cases} u_t=\nabla \cdot [(u+\alpha)^{m_1-1} \nabla u-\chi u(u+\alpha)^{m_2-2} \nabla v] & {\rm in} \;…
We investigate the following repulsion-consumption system with flux limitation \begin{align}\tag{$\star$} \left\{ \begin{array}{ll} u_t=\Delta u+\nabla \cdot(uf(|\nabla v|^2) \nabla v), & x \in \Omega, t>0, \tau v_t=\Delta v-u v, & x \in…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…
Denoising diffusion probabilistic models (DDPMs) represent a recent advance in generative modelling that has delivered state-of-the-art results across many domains of applications. Despite their success, a rigorous theoretical understanding…
We consider a weighted eigenvalue problem for the Dirichlet laplacian in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, where the bang-bang weight equals a positive constant $\overline{m}$ on a ball $B\subset\Omega$ and a negative…
Let $V(t) = e^{tG_b},\: t \geq 0,$ be the semigroup generated by Maxwell's equations in an exterior domain $\Omega \subset {\mathbb R}^3$ with dissipative boundary condition $E_{tan}- \gamma(x) (\nu \wedge B_{tan}) = 0, \gamma(x) > 0,…