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In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

The Kuramoto model provides a concrete mathematical realization of emergent synchrony in a population of phase-coupled oscillators. Since Kuramoto's publication, \textit{Oscillations, Waves, and Turbulence}, researchers have worked to…

Dynamical Systems · Mathematics 2022-03-14 Anthony Krueger , Sathyanarayanan Rengaswami , Rachel Leander

In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive solution, asymptotic boundedness in pth moment, positive…

Probability · Mathematics 2019-12-16 Yanling Zhu , Kai Wang , Yong Ren

This work is a systematic study of discrete Markov chains that are used to describe the evolution of a two-types population. Motivated by results valid for the well-known Moran (M) and Wright-Fisher (WF) processes, we define a general class…

Populations and Evolution · Quantitative Biology 2017-05-02 Fabio A. C. C. Chalub , Max O. Souza

We consider three classical models of biological evolution: (i) the Moran process, an example of a reducible Markov Chain; (ii) the Kimura Equation, a particular case of a degenerated Fokker-Planck Diffusion; (iii) the Replicator Equation,…

Populations and Evolution · Quantitative Biology 2020-10-09 Fabio A. C. C. Chalub , Léonard Monsaingeon , Ana Margarida Ribeiro , Max O. Souza

We study regularity properties of the free boundary for solutions of the porous medium equation with the presence of drift. We show the $C^{1,\alpha}$ regularity of the free boundary, when the solution is directionally monotone in space…

Analysis of PDEs · Mathematics 2021-08-12 Inwon Kim , Yuming Paul Zhang

In mechanical systems it is of interest to know the onset of fracture in dependence of the boundary conditions. Here we study a one-dimensional model which allows for an underlying heterogeneous structure in the discrete setting. Such…

Analysis of PDEs · Mathematics 2021-11-03 Laura Lauerbach , Stefan Neukamm , Mathias Schäffner , Anja Schlömerkemper

We study a genetic regulatory network model developed to demonstrate that genetic robustness can evolve through stabilizing selection for optimal phenotypes. We report preliminary results on whether such selection could result in a…

Molecular Networks · Quantitative Biology 2010-12-07 Volkan Sevim , Per Arne Rikvold

In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on…

Analysis of PDEs · Mathematics 2015-08-14 Elena Bonetti , Pierluigi Colli , Giuseppe Tomassetti

We systematically develop general tools to apply Fukushima's absolute continuity condition. These tools comprise methods to obtain a Hunt process on a locally compact separable metric state space whose transition function has a density…

Probability · Mathematics 2016-04-20 Jiyong Shin , Gerald Trutnau

In this paper we establish a rigorous gradient flow structure for one-dimensional Kimura equations with respect to some Wasserstein-Shahshahani optimal transport geometry. This is achieved by first conditioning the underlying stochastic…

Analysis of PDEs · Mathematics 2022-10-03 Jean-Baptiste Casteras , Léonard Monsaingeon

We develop a dynamic generalized conditional gradient method (DGCG) for dynamic inverse problems with optimal transport regularization. We consider the framework introduced in (Bredies and Fanzon, ESAIM: M2AN, 54:2351-2382, 2020), where the…

Numerical Analysis · Mathematics 2023-08-16 Kristian Bredies , Marcello Carioni , Silvio Fanzon , Francisco Romero

In the past few decades maximal regularity theory has successfully been applied to moving boundary problems. The basic idea is to reduce the system with varying domains to one in a fixed domain. This is done by a transformation (the…

Analysis of PDEs · Mathematics 2018-08-14 Patrick Guidotti

This work presents a randomized-tamed Milstein scheme for stochastic differential equations whose drift coefficient exhibits superlinear growth in the state variable and limited temporal regularity, quantified by $\beta$-H\"older continuity…

Numerical Analysis · Mathematics 2026-01-15 Sani Biswas

We present a singular perturbation theory applicable to systems with hybrid boundary layer systems and hybrid reduced systems {with} jumps from the boundary layer manifold. First, we prove practical attractivity of an adequate attractor set…

Optimization and Control · Mathematics 2023-04-03 Suad Krilašević , Sergio Grammatico

The whole complex process to obtain a protein encoded by a gene is difficult to include in a mathematical model. There are many models for describing different aspects of a genetic network. Finding a better model is one of the most…

Dynamical Systems · Mathematics 2007-05-23 Maria A. Avino-Diaz , Humberto Ortiz , Oscar Moreno

The classical Kramers problem with specular -- diffuse boundary conditions of the kinetic theory is considered. On an example of Kramers problem the new method of the decision of the boundary problems of the kinetic theory is stated. The…

Mathematical Physics · Physics 2011-06-07 A. V. Latyshev , A. A. Yushkanov

We propose a novel approach to continuum modeling of the dynamics of crystal surfaces. Our model follows the evolution of an ensemble of step configurations, which are consistent with the macroscopic surface profile. Contrary to the usual…

Statistical Mechanics · Physics 2009-11-07 Navot Israeli , Daniel kandel

We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the $0$-$1$ loss function and a constant cost of observation per unit of time for general prior…

Probability · Mathematics 2015-09-03 Erik Ekström , Juozas Vaicenavicius

This paper focuses on a drift-diffusion system subjected to boundedly non dissipative Robin boundary conditions. A general existence result with large initial conditions is established by using suitable L1, L2 and trace estimates. Finally,…

Analysis of PDEs · Mathematics 2018-10-02 Arnaud Heibig , Adrien Petrov , Christian Reichert