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The solutions to surface evolution problems like mean curvature flow can be expressed as value functions of suitable stochastic control problems, obtained as limit of a family of regularised control problems. The control-theoretical…
We study the asymptotic behavior of the solution of an anisotropic, heterogeneous, linearized elasticity problem in a cylinder whose diameter $\epsilon$ tends to zero. The cylinder is assumed to be fixed (homogeneous Dirichlet boundary…
We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…
A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…
In this Note, we describe the stationary equilibria and the asymptotic behaviour of an heterogeneous logistic reaction-diffusion equation under the influence of autonomous or time-periodic forcing terms. We show that the study of the…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
The main objective of this paper is a study of the asymptotic behavior of distributional solutions to the one-dimensional repulsive pressureless Euler-Poisson system. The system is a model for the dynamics of a mass distribution evolving on…
It is well known that symplectic methods have been rigorously shown to be superior to non-symplectic ones especially in long-time computation, when applied to deterministic Hamiltonian systems. In this paper, we attempt to study the…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
We study transport and escape in the Stochastic Web Map (SWM), an area-preserving system with phase-space structure controlled by a symmetry parameter $q$ and nonlinearity $K$. By analyzing the survival probability $P_{\text{S}}(n)$ and…
For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…
The stochastic Landau-Lifshitz-Bloch equation describes the phase spins in a ferromagnetic material and has significant role in simulating heat-assisted magnetic recording. In this paper, we consider the deviation of the solution to the 1-D…
In this paper we consider elliptical random vectors X in R^d,d>1 with stochastic representation A R U where R is a positive random radius independent of the random vector U which is uniformly distributed on the unit sphere of R^d and A is a…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
In this paper, a stochastic Gilpin-Ayala population model with regime switching and white noise is considered. All parameters are influenced by stochastic perturbations. The existence of global positive solution, asymptotic stability in…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
We derive the characteristic function of stochastic functionals of a random walk whose position is reset to the origin at random times drawn from a general probability distribution. We analyze the long-time behavior and obtain the temporal…
We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…
We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how…