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We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…

数学物理 · 物理学 2022-04-11 Paolo Buttà , Franco Flandoli , Michela Ottobre , Boguslaw Zegarlinski

We consider a system of reaction-diffusion equations in a bounded interval of the real line, with emphasis on the metastable dynamics, whereby the time-dependent solution approaches the steady state in an asymptotically exponentially long…

偏微分方程分析 · 数学 2016-06-27 Marta Strani

We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…

偏微分方程分析 · 数学 2025-10-28 Mohamed Majdoub , Ezzedine Mliki

In this article, we study semi-linear $\sigma$-evolution equations with double damping including frictional and visco-elastic damping for any $\sigma\ge 1$. We are interested in investigating not only higher order asymptotic expansions of…

偏微分方程分析 · 数学 2019-06-12 Hironori Michihisa , Tuan Anh Dao

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

统计力学 · 物理学 2018-04-17 Manuel Schrauth , Maximilian Schneider

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

物理与社会 · 物理学 2022-11-23 Carles Falcó

The behaviour of solutions to the Einstein equations with a causal viscous fluid source is investigated. In this model we consider a spatially flat Robertson-Walker metric, the bulk viscosity coefficient is related to the energy density as…

广义相对论与量子宇宙学 · 物理学 2012-08-09 Luis P. Chimento , Alejandro S. Jakubi

In this paper we study the asymptotic behavior of a very fast diffusion PDE in 1D with periodic boundary conditions. This equation is motivated by the gradient flow approach to the problem of quantization of measures introduced in…

偏微分方程分析 · 数学 2016-02-29 Mikaela Iacobelli

We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…

概率论 · 数学 2007-05-23 P. Collet S. Martinez

We consider an abstract second order evolution equation with damping. The "elastic" term is represented by a self-adjoint nonnegative operator A with discrete spectrum, and the nonlinear term has order greater than one at the origin. We…

偏微分方程分析 · 数学 2014-11-26 Marina Ghisi , Massimo Gobbino , Alain Haraux

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

概率论 · 数学 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

概率论 · 数学 2020-12-29 Lea Popovic , Liam Peuckert

We extend the work of Tanase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We…

统计力学 · 物理学 2015-05-28 I. T. Drummond , R. R. Horgan

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

偏微分方程分析 · 数学 2018-10-03 Manh Hong Duong , Julian Tugaut

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

概率论 · 数学 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

This work deals with two problems arising in mathematical ecology. The first problem is concerned with diploid branching particle models and its behavior when rapid stirring is added to the interaction. The particle models involve two types…

概率论 · 数学 2007-05-23 Feng Yu

We consider stochastic control systems affected by a fast mean reverting volatility $Y(t)$ driven by a pure jump L\'evy process. Motivated by a large literature on financial models, we assume that $Y(t)$ evolves at a faster time scale…

概率论 · 数学 2014-05-27 Martino Bardi , Annalisa Cesaroni , Andrea Scotti

We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…

概率论 · 数学 2013-02-27 Ana Bela Cruzeiro , André de Oliveira Gomes

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

统计理论 · 数学 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

概率论 · 数学 2024-11-28 Shivam Singh Dhama