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We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial…

Analysis of PDEs · Mathematics 2011-03-01 Hongjie Dong , Doyoon Kim

We investigate the first-order correction in the homogenization of linear parabolic equations with random coefficients. In dimension $3$ and higher and for coefficients having a finite range of dependence, we prove a pointwise version of…

Probability · Mathematics 2015-09-17 Yu Gu , Jean-Christophe Mourrat

In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…

Numerical Analysis · Mathematics 2026-01-27 Peiyi Liu , Zhaoqiang Liu , Yiqi Gu

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…

Analysis of PDEs · Mathematics 2025-06-26 S. E. Chorfi

Using our results in [15], we provided existence theorems for the general classes of nonlinear evolutions. Finally, we give examples of applications of our results to parabolic, hyperbolic, Shr\"{o}dinger, Navier-Stokes and other…

Analysis of PDEs · Mathematics 2013-08-13 Arkady Poliakovsky

We provide several general versions of Littlewood's Tauberian theorem. These versions are applicable to Laplace transforms of Schwartz distributions. We apply these Tauberian results to deduce a number of Tauberian theorems for power series…

Functional Analysis · Mathematics 2013-09-24 Ricardo Estrada , Jasson Vindas

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

Probability · Mathematics 2014-03-27 Florent Barret , Max-K. Von Renesse

We use the method of sliding paraboloids to establish a Harnack inequality for linear, degenerate and singular elliptic equation with unbounded lower order terms. The equations we consider include uniformly elliptic equations and linearized…

Analysis of PDEs · Mathematics 2016-07-06 Nam Q. Le

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

An analytical method for investigation of the evolution of dynamical systems {\it with independent on time accuracy} is developed for perturbed Hamiltonian systems. The error-free estimation using of computer algebra enables the application…

Instrumentation and Methods for Astrophysics · Physics 2016-12-13 A. V. Gurzadyan , A. A. Kocharyan

In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.

Analysis of PDEs · Mathematics 2015-03-27 Petteri Piiroinen , Martin Simon

We perform the asymptotic analysis of parabolic equations with stiff transport terms. This kind of problem occurs, for example, in collisional gyrokinetic theory for tokamak plasmas, where the velocity diffusion of the collision mechanism…

Analysis of PDEs · Mathematics 2015-12-15 Thomas Blanc , Mihai Bostan , Franck Boyer

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

In this paper, we propose a model order reduction based adaptive parareal method for time-dependent partial differential equations. By using the data obtained by the fine propagator in each iteration of the plain parareal method together…

Numerical Analysis · Mathematics 2026-01-19 Xiaoying Dai , Miao Hu , Shuwei Shen

In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…

Functional Analysis · Mathematics 2024-12-19 Katharina Klioba , Christian Seifert

We study a parabolic equation for the fractional $p-$Laplacian of order $s$, for $p\ge 2$ and $0<s<1$. We provide space-time H\"older estimates for weak solutions, with explicit exponents. The proofs are based on iterated discrete…

Analysis of PDEs · Mathematics 2019-07-02 Lorenzo Brasco , Erik Lindgren , Martin Strömqvist

Explicit representations of densities for linear parabolic partial differential equations are useful in order to design computation schemes of high accuracy for a considerable class of diffusion models. Approximations of lower order based…

Analysis of PDEs · Mathematics 2010-12-07 Joerg Kampen