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The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…

概率论 · 数学 2008-12-08 Andrew N. Downes

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

统计力学 · 物理学 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…

偏微分方程分析 · 数学 2018-09-07 Razvan C. Fetecau , Hui Huang , Daniel Messenger , Weiran Sun

We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math. 1981) states that uniform domains in…

概率论 · 数学 2024-01-29 Mathav Murugan

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

偏微分方程分析 · 数学 2026-02-12 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

数值分析 · 数学 2007-11-02 Claudio Albanese

In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…

偏微分方程分析 · 数学 2022-11-01 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…

概率论 · 数学 2021-04-02 Ilya Bitter , Valentin Konakov

The justification of hydrodynamic limits in non-convex domains has long been an open problem due to the singularity at the grazing set. In this paper, we investigate the unsteady neutron transport equation in a general bounded domain with…

偏微分方程分析 · 数学 2023-03-28 Zhimeng Ouyang

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

概率论 · 数学 2010-04-22 Emmanuel Gobet , Stéphane Menozzi

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

概率论 · 数学 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

偏微分方程分析 · 数学 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity…

偏微分方程分析 · 数学 2022-02-01 Wenjia Jing

We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…

偏微分方程分析 · 数学 2018-09-05 Razvan C. Fetecau , Mitchell Kovacic , Ihsan Topaloglu

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

统计理论 · 数学 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

Two-scale homogenization limits of parabolic cross-diffusion systems in a heterogeneous medium with no-flux boundary conditions are proved. The heterogeneity of the medium is reflected in the diffusion coefficients or by the perforated…

偏微分方程分析 · 数学 2018-10-18 Ansgar Juengel , Mariya Ptashnyk

In this paper the author studies the problem of the homogenization of a diffusion perturbed by a periodic reflection invariant vector field. The vector field is assumed to have fixed direction but varying amplitude. The existence of a…

偏微分方程分析 · 数学 2007-05-23 Joseph G. Conlon

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…

泛函分析 · 数学 2016-05-17 Janna Lierl , Laurent Saloff-Coste

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

概率论 · 数学 2010-05-14 Martin Hairer , Charles Manson

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

偏微分方程分析 · 数学 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser
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