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We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are…

Analysis of PDEs · Mathematics 2020-04-07 Guy Barles , Alexander Quaas , Andrei Rodríguez

We derive exact solitonic solutions of the one-dimensional time-dependent Gross-Pitaevskii equation with time-dependent strengths of the harmonic external potential and the interatomic interaction. The time-dependence of the external…

Other Condensed Matter · Physics 2007-06-20 U. Al Khawaja

We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

The chaos control problem of continuous time Rabinovich chaotic system is addressed. An instantaneous control input has been designed using predictive control principle to guarantee the convergence of the chaotic trajectory towards an…

Dynamical Systems · Mathematics 2017-02-22 Ayub Khan , Dinesh Khattar , Nitish Prajapati

This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators (briefly, HJBI). For the parabolic Cauchy problem, we establish such an estimate in the whole space $[0,+\infty)\times\Rn$. Moreover, under…

Analysis of PDEs · Mathematics 2010-08-02 Claudio Marchi

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

Analysis of PDEs · Mathematics 2021-11-09 Alexander Quaas , Andrei Rodríguez-Paredes

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

Optimization and Control · Mathematics 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

A stability and bifurcation analysis of a kinetic equation indicates that the flocking bifurcation of the two-dimensional Vicsek model exhibits an interplay between parabolic and hyperbolic behavior. For box sizes smaller than a certain…

Soft Condensed Matter · Physics 2018-12-12 L. L. Bonilla , C. Trenado

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Gioel Calabrese , Ian Hinder , Sascha Husa

We consider the finite-time stabilization of homogeneous quasilinear hyperbolic systems with one side controls and with nonlinear boundary condition at the other side. We present time-independent feedbacks leading to the finite-time…

Optimization and Control · Mathematics 2020-05-28 Jean-Michel Coron , Hoai-Minh Nguyen

The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…

Probability · Mathematics 2008-08-28 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

Probability · Mathematics 2021-08-27 Le Chen , Nicholas Eisenberg

We consider theories with time-dependent Hamiltonians which alternate between being bounded and unbounded from below. For appropriate frequencies dynamical stabilization can occur rendering the effective potential of the system stable. We…

High Energy Physics - Theory · Physics 2012-08-13 Roberto Auzzi , Shmuel Elitzur , Sven Bjarke Gudnason , Eliezer Rabinovici

This paper considers a Markovian model of a limit order book where time-dependent rates are allowed. With the objective of understanding the mechanisms through which a microscopic model of an orderbook can converge to more general diffusion…

Computational Finance · Quantitative Finance 2023-02-03 Jonathan A. Chávez-Casillas

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

Numerical Analysis · Mathematics 2025-11-13 Zhihui Liu

The dynamics of many important high-dimensional dynamical systems are both chaotic and complex, meaning that strong reducing hypotheses are required to understand the dynamics. The highly influential chaotic hypothesis of Gallavotti and…

Chaotic Dynamics · Physics 2022-02-04 Caroline L. Wormell

We study the two-dimensional stochastic sine-Gordon equation (SSG) in the hyperbolic setting. In particular, by introducing a suitable time-dependent renormalization for the relevant imaginary multiplicative Gaussian chaos, we prove local…

Analysis of PDEs · Mathematics 2020-01-28 Tadahiro Oh , Tristan Robert , Philippe Sosoe , Yuzhao Wang

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic density dependent predator-prey model with Holling-type II functional response…

Probability · Mathematics 2022-08-11 Olga Borysenko , Oleksandr Borysenko
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