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In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on $-\infty\leq a<b\leq \infty$ in terms of their ability to access the boundary (Feller's test for explosions) and to enter the interior from the…
We prove sharp regularity estimates for solutions of highly degenerate fully nonlinear elliptic equations. These are free boundary models in which a nonlinear diffusion process drives the system only in the region where the gradient…
We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…
In this paper, we propose nonlocal diffusion models with Dirichlet boundary. These nonlocal diffusion models preserve the maximum principle and also have corresponding variational form. With these good properties, we can prove the…
We classify transcendental entire functions that are compositions of a polynomial and the exponential for which all singular values escape on disjoint rays. The construction involves an iteration procedure on an infinite-dimensional…
A useful identity relating the infinite sum of two Bessel functions to their infinite integral was discovered in Dominici et al. (2012). Here, we extend this result to products of $N$ Bessel functions, and show it can be straightforwardly…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
The Dirichlet divisor problem is used as a model to give a conjecture concerning the conditional convergence of the Dirichlet series of an L-function.
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…
Using Bauer's expansion and properties of spherical Bessel and Legender functions, we deduce a new transform and briefly indicate its use.
Discrete analogs of the index transforms, involving Bessel and Lommel functions are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.
We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…
We consider closed immersed hypersurfaces in $\R^{3}$ and $\R^4$ evolving by a class of constrained surface diffusion flows. Our result, similar to earlier results for the Willmore flow, gives both a positive lower bound on the time for…
Models of diffusive processes that occur on evolving domains are frequently employed to describe biological and physical phenomena, such as diffusion within expanding tissues or substrates. Previous investigations into these models either…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…
The Riemann-Lebesgue Lemma says that the Fourier transform of an absolutely integrable function on the real line tends to zero as the transform parameter tends to infinity. When the integral is allowed to converge conditionally, the…
A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization…