相关论文: Singular Hamilton-Jacobi equation for the tail pro…

The continuous dependence on the initial data and consequently the uniqueness of bounded weak solutions to a class of triangular reaction-cross-diffusion equations is shown. The class includes two-species doubly degenerate equations for…

In this brief paper, we consider the problem of minimizing the asymptotic exit rate of diffusion processes from an open connected bounded set pertaining to a multi-channel system with small random perturbations. Specifically, we establish a…

Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…

The phenomenon of wave tails has attracted much attention over the years from both physicists and mathematicians. However, our understanding of this fascinating phenomenon is not complete yet. In particular, most former studies of the tail…

A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…

This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…

Under consideration is the hyperbolic relaxation of a semilinear reaction-diffusion equation on a bounded domain, subject to a dynamic boundary condition. We also consider the limit parabolic problem with the same dynamic boundary…

In this paper we investigate a class of variational reaction-diffusion systems with strong competition driven by beyond-pairwise interactions. The model involves $d$ nonnegative components interacting through $k$-wise terms, with $3 \leq k…

We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic…

For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…

The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions…

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…

Exact analytic calculations in spin-1/2 XY chains, show the presence of long-time tails in the asymptotic dynamics of spatially inhomogeneous excitations. The decay of inhomogeneities, for $t\to \infty $, is given in the form of a power law…

We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling…

A Hamilton-Jacobi formulation has been established previously for phenotypically structured population models where the solution concentrates as Dirac masses in the limit of small diffusion. Is it possible to extend this approach to spatial…

We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity…

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…