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This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…

Probability · Mathematics 2025-12-11 Maha Mosaad A. Alghamdi , Andriy Olenko

The paper studies solutions of stochastic partial differential equations with random initial conditions. First, it overviews some of the known results on scaled solutions of such equations and provides several explicit motivating examples.…

Probability · Mathematics 2025-09-30 Maha Mosaad A Alghamdi , Nikolai Leonenko , Andriy Olenko

This paper investigates fractional Riesz-Bessel equations with random initial conditions that exhibit either classical or cyclic long-range dependence. It studies zoom-in asymptotics for the corresponding solutions and establishes…

Probability · Mathematics 2026-05-29 Shahid Khan , Andriy Olenko

In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied areas. We consider the random initial conditions given by…

Probability · Mathematics 2018-08-01 Yu. Kozachenko , E. Orsingher , L. Sakhno , O. Vasylyk

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

Dynamical Systems · Mathematics 2024-10-15 H. D. Thai , H. T. Tuan

We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…

Probability · Mathematics 2010-09-21 Martin Hairer

We study the asymptotic behavior of multiscale stochastic spatial gene networks. Multiscaling takes into account the difference of abundance between molecules , and captures the dynamic of rare species at a mesoscopic level. We introduce an…

Analysis of PDEs · Mathematics 2017-11-17 Arnaud Debussche , Mac Jugal Nguepedja Nankep

We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…

Analysis of PDEs · Mathematics 2022-02-15 Robert Altmann , Christoph Zimmer

The influence of the initial fluctuations on the onset of scaling in the quench to zero temperature of a two dimensional system with conserved order parameter, is analyzed in detail with and without topological defects. We find that the…

Condensed Matter · Physics 2009-10-28 Claudio Castellano , Marco Zannetti

This paper investigates solutions of hyperbolic diffusion equations in $\mathbb{R}^3$ with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere $S^2$ are studied. All…

We investigate the large-time dynamics of solutions of multi-dimensional reaction-diffusion equations with ignition type nonlinearities. We consider solutions which are in some sense locally persistent at large time and initial data which…

Analysis of PDEs · Mathematics 2015-10-23 Thomas Giletti , François Hamel

We study partial sums limits of linear random fields $X$ on $\mathbb{Z}^2 $ with spectral density $f({\mathbf x}) $ tending to $\infty,\, 0$ or to both (along different subsequences) as ${\mathbf x} \to (0,0)$. The above behaviors are…

Probability · Mathematics 2023-01-06 Donatas Surgailis

Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…

Probability · Mathematics 2013-07-15 Boris Klykavka , Andriy Olenko , Matthew Vicendese

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

Classical Analysis and ODEs · Mathematics 2024-05-09 Maria Kuznetsova

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Probability · Mathematics 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

We consider the linear stochastic heat and wave equations with generalized Gaussian noise that is white in time and spatially correlated. Under the assumption that the homogeneous spatial correlation $f$ satisfies some mild conditions, we…

Probability · Mathematics 2021-01-26 Jaeyun Yi

This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…

Numerical Analysis · Mathematics 2017-01-18 R. Corban Harwood , Mitch Main

The question is studied whether weak solutions of linear partial integrodifferential equations approach a constant spatial profile after rescaling, as time goes to infinity. The possible limits and corresponding scaling functions are…

Analysis of PDEs · Mathematics 2007-05-23 Hans Engler

We study the asymptotic behavior of solutions to the heat equation in nonhomogeneous media with critical singular density $$ |x|^{-2}\partial_{t}u=\Delta u, \quad \hbox{in} \ \real^N\times(0,\infty). $$ The asymptotic behavior proves to…

Analysis of PDEs · Mathematics 2013-02-26 Razvan Iagar , Ariel Sánchez

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick
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