Related papers: Long-time tails in the parabolic Anderson model wi…
We study the dynamics of an overdamped Brownian particle in a repulsive scale-invariant potential $V(x) \sim -x^{n+1}$. For $n > 1$, a particle starting at position $x$ reaches infinity in a finite, randomly distributed time. We focus on…
For the parabolic obstacle-problem-like equation $$\Delta u - \partial_t u = \lambda_+ \chi_{\{u>0\}} - \lambda_- \chi_{\{u<0\}} ,$$ where $\lambda_+$ and $\lambda_-$ are positive Lipschitz functions, we prove in arbitrary finite dimension…
This article is devoted to completing some aspects of the classical Cauchy-Lipschitz (or Picard-Lindel\"of) theory for general nonlinear systems posed on time scales, that are closed subsets of the set of real numbers. Partial results do…
In this paper we analyze the asymptotic behaviour as $p\to 1^+$ of solutions $u_p$ to $$ \left\{ \begin{array}{rclr} -\Delta_pu&=&\lambda|\nabla u|^{p-2}\nabla u\cdot\frac{x}{|x|^2}+ f&\quad \mbox{ in } \Omega,\\ u_p&=&0 &\quad \mbox{ on…
We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Gr\"ubel showed that the tails of $R$ are no heavier than…
This paper is devoted to the asymptotics of the density of surfacic states near the spectral edges for a discrete surfacic Anderson model. Two types of spectral edges have to be considered : fluctuating edges and stable edges. Each type has…
This article revisits the problem of global well-posedness for the generalized parabolic Anderson model on $\mathbb{R}^+\times \mathbb{T}^2$ within the framework of paracontrolled calculus \cite{GIP15}. The model is given by the equation:…
We consider the Cauchy problem for the fourth order nonlinear Schr\"{o}dinger equation with derivative nonlinearity $(i\partial _t + \Delta ^2) u= \pm \partial (|u|^2u)$ on $\mathbb{R} ^d$, $d \ge 3$, with random initial data, where…
In this article, we introduce the notion of free subexponentiality, which extends the notion of subexponentiality in the classical probability setup to the noncommutative probability spaces under freeness. We show that distributions with…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
We make a complete analysis of the controllability properties from the exterior of the (possible) strong damping wave equation with the fractional Laplace operator subject to the nonhomogeneous Dirichlet type exterior condition. In the…
We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…
The Schr\"odinger equation $i \partial_t^\rho u(x,t)-u_{xx}(x,t) = p(t)q(x) + f(x,t)$ ( $0<t\leq T, \, 0<\rho<1$), with the Riemann-Liouville derivative is considered. An inverse problem is investigated in which, along with $u(x,t)$, also a…
The existence and $L^{\infty}$ estimate of positive solutions are discussed for the following Schr\"{o}dinger-Poisson system {ll} -\Delta u +(\lambda+\frac{1}{|y|^\alpha})u+\phi (x) u =|u|^{p-1}u, x=(y,z)\in \mathbb{R}^2\times\mathbb{R},…
Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic…
We study large deviations for the time average of the Ornstein-Uhlenbeck process raised to an arbitrary power. We prove that beyond a critical value, large deviations are subexponential in time, with a non-convex rate function whose main…
We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$…
Time fractional parabolic problem for p-Laplacian with double singular Hardy-type potential is considered. Comparison principle and appriory estimates for the weak solutions are proved. Existence of global weak solutions and finite-time…
In this paper, we extend $\overline\partial$ steepest descent method to study the Cauchy problem for the nonlocal nonlinear Schr\"odinger (NNLS) equation with weighted Sobolev initial data %and finite density initial data \begin{align*}…
Consider a heavy-tailed branching process (denoted by $Z_{n}$) in random environments, under the condition which infers that $\mathbb{E}\log m(\xi_{0})=\infty$. We show that (1) there exists no proper $c_{n}$ such that $\{Z_{n}/c_{n}\}$ has…