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This paper devoted to study of fractional elliptic equations driven a multiplicative noise. By combining the eigenfunction expansion method for symmetry elliptic operators, the variation of constant formula for strong solutions to scalar…

Analysis of PDEs · Mathematics 2020-02-17 H. T. Tuan

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Statistics Theory · Mathematics 2011-11-09 Stefano Iacus , Masayuki Uchida , Nakahiro Yoshida

We consider the semilinear diffusion equation $\partial$ t u = Au + |u| $\alpha$ u in the half-space R N + := R N --1 x (0, +$\infty$), where A is a linear diffusion operator, which may be the classical Laplace operator, or a fractional…

Analysis of PDEs · Mathematics 2020-04-21 Matthieu Alfaro , Otared Kavian

We consider parabolic operators of the form $$\partial_t+\mathcal{L},\ \mathcal{L}:=-\mbox{div}\, A(X,t)\nabla,$$ in $\mathbb R_+^{n+2}:=\{(X,t)=(x,x_{n+1},t)\in \mathbb R^{n}\times \mathbb R\times \mathbb R:\ x_{n+1}>0\}$, $n\geq 1$. We…

Analysis of PDEs · Mathematics 2023-10-25 Alejandro J. Castro , Kaj Nyström , Olow Sande

This paper presents asymptotic formulas in the case of the following two problems for the {\it Pucci's extremal operators} $\mathcal{M}^\pm$. It is considered the solution $u^\varepsilon(x)$ of $-\varepsilon^2 \mathcal{M}^\pm\left(\nabla ^2…

Analysis of PDEs · Mathematics 2020-04-21 Diego Berti , Rolando Magnanini

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

Probability · Mathematics 2020-01-28 Timur Yastrzhembskiy

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

Probability · Mathematics 2016-02-09 Oxana Manita

In this paper, we present an $L_q(L_p)$-regularity theory for parabolic equations of the form: $$ \partial_t u(t,x)=\mathcal{L}^{\vec{a},\vec{b}}(t)u(t,x)+f(t,x),\quad u(0,x)=0. $$ Here, $\mathcal{L}^{\vec{a},\vec{b}}(t)$ represents…

Analysis of PDEs · Mathematics 2024-02-06 Jae-Hwan Choi , Jaehoon Kang , Daehan Park

We study the large time behaviour of the reaction-diffsuion equation $\partial_t u=\Delta u +f(u)$ in spatial dimension $N$, when the nonlinear term is bistable and the initial datum is compactly supported. We prove the existence of a…

Analysis of PDEs · Mathematics 2021-01-20 Jean-Michel Roquejoffre , Violaine Roussier-Michom

We study the asymptotics of solutions of logistic type equations with fractional Laplacian as time goes to infinity and as the exponent in nonlinear part goes to infinity. We prove strong convergence of solutions in the energy space and…

Analysis of PDEs · Mathematics 2023-08-22 Tomasz Klimsiak

This paper is concerned with the asymptotic stability analysis of a one dimensional wave equation with Dirichlet boundary conditions subject to a nonlinear distributed damping with an L p functional framework, p $\in$ [2, $\infty$]. Some…

Analysis of PDEs · Mathematics 2019-07-30 Yacine Chitour , Swann Marx , Christophe Prieur

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

Mathematical Physics · Physics 2007-05-23 Denis Borisov

We prove higher-order fractional Sobolev regularity for fully nonlinear, uniformly elliptic equations in the presence of unbounded source terms. More precisely, we show the existence of a universal number $0< \varepsilon <1$, depending only…

Analysis of PDEs · Mathematics 2022-04-08 Edgard A. Pimentel , Makson S. Santos , Eduardo V. Teixeira

The linear Kelvin{Voigt operator L_\epsilon is a typical example of wave operator L_0 perturbed by higher-order viscous terms as \epsilonu_xxt. If P\epsilon is a prefixed boundary value problem for L_\epsilon, when \epsilon = 0, L_\epsilon…

Mathematical Physics · Physics 2012-03-13 M. De Angelis , A. M. Monte , P. Renno

For a parabolic equation associated to a uniformly elliptic operator, we obtain a $W^{3, \varepsilon}$ estimate, which provides a lower bound on the Lebesgue measure of the set on which a viscosity solution has a quadratic expansion. The…

Analysis of PDEs · Mathematics 2014-10-09 Jean-Paul Daniel

We establish the second-order moment asymptotics for a parabolic Anderson model $\partial_{t}u=(\Delta+\xi)u$ in the hyperbolic space with a regular, stationary Gaussian potential $\xi$. It turns out that the growth and fluctuation…

Probability · Mathematics 2025-06-26 Xi Geng , Weijun Xu

This paper establishes the emergence of slowly moving transition layer solutions for the $p$-Laplacian (nonlinear) evolution equation, \[ u_t = \varepsilon^p(|u_x|^{p-2}u_x)_x - F'(u), \qquad x \in (a,b), \; t > 0, \] where $\varepsilon>0$…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino , Ramón G. Plaza , Marta Strani

We consider an elliptic self-adjoint first order pseudodifferential operator acting on columns of complex-valued half-densities over a connected compact manifold without boundary. The eigenvalues of the principal symbol are assumed to be…

Spectral Theory · Mathematics 2013-06-12 Olga Chervova , Robert J. Downes , Dmitri Vassiliev

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…

Probability · Mathematics 2017-10-19 C. Landim , I. Seo

We consider divergence form operators with complex coefficients on an open subset of Euclidean space. Boundary conditions in the corresponding parabolic problem are dynamical, that is, the time derivative appears on the boundary. As a…

Analysis of PDEs · Mathematics 2024-06-17 Tim Böhnlein , Moritz Egert , Joachim Rehberg
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