相关论文: Smooth densities of the laws of perturbed diffusio…

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

We derive new analytical results for the hydrodynamic force exerted on a sinusoidally oscillating porous shell and a sphere of uniform density in the Stokes limit. The coupling between the spherical particle and the solvent is done using…

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

A number is said to be $y$-smooth if all of its prime factors are less than or equal to $y.$ For all $17/30<\theta\leq 1,$ we show that the density of $y$-smooth numbers in the short interval $[x,x+x^{\theta}]$ is asymptotically equal to…

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

The collision dynamics of hard spheres and cylindrical pores is solved exactly, which is the minimal model for a regularly porous membrane. Nonequilibrium event-driven molecular dynamics simulations are used to show that the permeability…

In this paper, we investigate the global regularity of 2D generalized MHD equations, in which the dissipation term and magnetic diffusion term are $\nu(-\Delta)^\alpha u$ and $\eta (-\Delta)^\beta b$ respectively. Let $(u_{0}, b_{0})\in…

In this paper we define the notion of slow divergence integral along sliding segments in regularized planar piecewise smooth systems. The boundary of such segments may contain diverse tangency points. We show that the slow divergence…

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

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…

We show how permutability of transforms of smooth surfaces with particular characteristics leads to discrete surfaces with discrete analogues of the same characteristics.

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

We consider a dynamical system with state space $M$, a smooth, compact subset of some ${\Bbb R}^n$, and evolution given by $T_t$, $x_t = T_t x$, $x \in M$; $T_t$ is invertible and the time $t$ may be discrete, $t \in {\Bbb Z}$, $T_t = T^t$,…

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( \mu + c_\alpha \frac{d^\alpha}{d(-t)^\alpha} \right)^\beta X(t) = \mathcal{E}(t) , \quad t\geq 0,\; \mu>0,\; \beta>0,\;…

We investigate the flat flow solution for the surface diffusion equation via the discrete minimizing movements scheme proposed by Cahn and Taylor. We prove that in dimension three the scheme converges to the unique smooth solution of the…

We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…