相关论文: A Variation on the Donsker-Varadhan Inequality for…

The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…

Chao-Zhong Chen et al. $[{Proc}.$ ${Amer. Math. Soc},2013],$ proved the upper estimate $\frac{\lambda _{n}}{\lambda _{m}}\leq \frac{% n^{p}}{m^{p}}$ $ (n>m\geq 1) $ for Dirichlet Shr\"{o}dinger operators with nonnegative and single-well…

This article is concerned with the second boundary value problem of the Lagrangian mean curvature type equation arising from special Lagrangian geometry. By the parabolic method, we consider a fully nonlinear parabolic equation with oblique…

A new formulation of boundary value problems in gradient elasticity is presented in this work. The main outcome is the construction of partial differential systems of second order, which are typically equivalent with the well known fourth…

We consider eigenvalue problems for elliptic operators of arbitrary order $2m$ subject to Neumann boundary conditions on bounded domains of the Euclidean $N$-dimensional space. We study the dependence of the eigenvalues upon variations of…

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

In this work, we derive a new sharp asymptotic equivalent in the small temperature regime $h\to 0$ for the mean exit time from a bounded domain for the non-reversible process $dX\_t=b(X\_t)dt + \sqrt h \, dB\_t$ under a generic orthogonal…

Let $\Omega$ be a bounded, connected, sufficiently smooth open set, $p>1$ and $\beta\in\mathbb R$. In this paper, we study the $\Gamma$-convergence, as $p\rightarrow 1^+$, of the functional \[ J_p(\varphi)=\frac{\int_\Omega F^p(\nabla…

In this paper we present a general extrapolated elliptic regularity result for second order differential operators in divergence form on fractional Sobolev-type spaces of negative order $X^{s-1,q}_D(\Omega)$ for $s > 0$ small, including…

We exploit the connection between quantum dot Dirac operators and $\overline\partial$-Robin Laplacians. First, we find a graphical relation between their smallest positive eigenvalues, which allows us to deduce a recipe for translating…

In two previous papers, we started a study of the first eigenvalue of the Dirac operator on compact spin symmetric spaces, providing, for symmetric spaces of "inner" type, a formula giving this first eigenvalue in terms of the algebraic…

The main objective of this paper is analysis of the initial-boundary value problems for the linear and semilinear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo…

In this study, we address the eigenvalue problem given by: \begin{equation*} \begin{cases} -\Div (w\nabla u_i)=\la_iu_i &\text{in } \Om\subset \mathbb{R}^n,\\ u_i=0 &\text{on } \pt \Om, \end{cases} \end{equation*} where $w > 0$ within $\Om$…

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

We consider the eigenvalue problem for the {\it fractional $p-$Laplacian} in an open bounded, possibly disconnected set $\Omega \subset \mathbb{R}^n$, under homogeneous Dirichlet boundary conditions. After discussing some regularity issues…

In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…

In this paper, we investigate the eigenvalue problem for a non-local dispersal operator defined on a bounded spatial domain with Neumann-type boundary conditions. Unlike the classical Laplacian, the non-local operator lacks compactness,…

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

In this paper we study the eigenvalue problems for a nonlocal operator of order $s$ that is analogous to the local pseudo $p-$Laplacian. We show that there is a sequence of eigenvalues $\lambda_n \to \infty$ and that the first one is…

We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…