Related papers: Exit time and principal eigenvalue of non-reversib…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We establish the monotonicity of the principal eigenvalue $\lambda_1(A)$, as a function of the advection amplitude $A$, for the elliptic operator $L_{A}=-\mathrm{div}(a(x)\nabla)+A\mathbf{V}\cdot\nabla +c(x)$ with incompressible flow…
This paper is devoted to the investigation of the following nonlocal dispersal equation $$ u_{t}(t,x)=\frac{D}{\sigma^m}\left[\int_{\Omega}J_\sigma(x-y)u(t,y)dy-u(t,x)\right]+f(t,x,u(t,x)), \quad t>0,\quad x\in\overline{\Omega}, $$ where…
Let $D\subset R^d$ be a bounded domain and let $\mathcal P(D)$ denote the space of probability measures on $D$. Consider a Brownian motion in $D$ which is killed at the boundary and which, while alive, jumps instantaneously according to a…
In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
In this paper, we study the longtime asymptotic behavior of a phase separation process occurring in a three-dimensional domain containing a fluid flow of given velocity. This process is modeled by a viscous convective Cahn-Hilliard system,…
First essential m-dissipativity of an infinite-dimensional Ornstein-Uhlenbeck operator $N$, perturbed by the gradient of a potential, on a domain $\mathcal{F}C_b^{\infty}$ of finitely based, smooth and bounded functions, is shown. Our…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
We establish the uniqueness of the positive solution for equations of the form $-\Delta u=au-b(x)f(u)$ in $\Omega$, $u|\_{\partial\Omega}=\infty$. The special feature is to consider nonlinearities $f$ whose variation at infinity is…
We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…
For a wide variety of initial and boundary conditions, adiabatic one dimensional flows of an ideal gas approach self-similar behavior when the characteristic length scale over which the flow takes place, $R$, diverges or tends to zero. It…
The parabolic-elliptic cross-diffusion system \[ \left\{ \begin{array}{l} u_t = \Delta u - \nabla \cdot \Big(uf(|\nabla v|^2) \nabla v \Big), \\[1mm] 0 = \Delta v - \mu + u, \qquad \int_\Omega v=0, \qquad \mu:=\frac{1}{|\Omega|} \int_\Omega…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We consider non-negative solutions of the fast diffusion equation $u_t=\Delta u^m$ with $m \in (0,1)$, in the Euclidean space R^d, d?3, and study the asymptotic behavior of a natural class of solutions, in the limit corresponding to…
As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…
Let $(X_t)_{t\ge 0}$ be the stochastic process solution to the overdamped Langevin dynamics $$dX_t=-\nabla f(X_t) \, dt +\sqrt h \, dB_t$$ and let $\Omega \subset \mathbb R^d $ be the basin of attraction of a local minimum of $f: \mathbb…