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This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

最优化与控制 · 数学 2014-07-11 Zhixin Yang , G. Yin , Haibo Li

This work studies nonnegative solutions for the Cauchy, Neumann, and Dirichlet problems of a logistic type reaction-diffusion equation. The finite time blowup results for nonnegative solutions under various restrictions on the coefficients…

偏微分方程分析 · 数学 2007-05-23 Chu-Pin Lo

We analyze the explosion problem for a class of stochastic models introduced in Part I (arXiv:2103.06912), referred to as doubly stochastic Yule cascades. These models arise naturally in the construction of solutions to evolutionary PDEs as…

概率论 · 数学 2021-12-06 Radu Dascaliuc , Tuan N. Pham , Enrique Thomann , Edward C. Waymire

Solutions of Stochastic Differential Equations can have three types of explosive behaviors: almost-sure non-explosive, explosion with positive probability, and almost sure explosion. In this paper, we will provide a survey of Khasminskii's…

概率论 · 数学 2024-07-09 Seungsoo Lee

In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…

数值分析 · 数学 2021-01-15 Paweł Przybyłowicz , Michaela Szölgyenyi

We study the pressureless Navier--Stokes-Poisson equations of describing the evolution of the gaseous star in astrophysics. The isothermal blowup solutions of Yuen, to the Euler-Poisson equations in R2, can be extended to the pressureless…

天体物理学 · 物理学 2008-11-04 Manwai Yuen

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

偏微分方程分析 · 数学 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…

概率论 · 数学 2018-01-25 Yinghui Wang

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

概率论 · 数学 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…

偏微分方程分析 · 数学 2016-06-28 Serena Dipierro , Nicola Soave , Enrico Valdinoci

We examine stochastic reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{A} u(t,x) + f(u(t,x)) + \sigma(u(t,x))\dot{W}(t,x)$ and provide sufficient conditions on the reaction term and multiplicative noise…

概率论 · 数学 2024-06-26 John Ivanhoe , Michael Salins

In this paper we consider the nonlinear dispersive wave equation on the real line, $u_t-u_{txx}+[f(u)]_x-[f(u)]_{xxx}+\bigl[g(u)+\frac{f''(u)}{2}u_x^2\bigr]_x=0$, that for appropriate choices of the functions $f$ and $g$ includes well known…

偏微分方程分析 · 数学 2014-07-04 Lorenzo Brandolese , Manuel Fernando Cortez

We consider the blow-up problem for discretized scale-invariant nonlinear dissipative wave equations. It is known that the critical exponents for undiscretized equations (continuous equations) are given by Fujita and Strauss exponents…

偏微分方程分析 · 数学 2025-10-02 Koji Wada , Kyouhei Wakasa

We consider the following parabolic system whose nonlinearity has no gradient structure: $$\left\{\begin{array}{ll} \partial_t u = \Delta u + e^{pv}, \quad & \partial_t v = \mu \Delta v + e^{qu}, u(\cdot, 0) = u_0, \quad & v(\cdot, 0) =…

偏微分方程分析 · 数学 2018-01-09 Tej-Eddine Ghoul , Van Tien Nguyen , Hatem Zaag

A condition is identified that implies that solutions to the stochastic reaction-diffusion equation $\frac{\partial u}{\partial t} = \mathcal{A} u + f(u) + \sigma(u) \dot{W}$ on a bounded spatial domain never explode. We consider the case…

概率论 · 数学 2021-12-10 Michael Salins

In this paper we provide an example of a class of two reaction-diffusion-ODE equations with homogeneous Neumann boundary conditions, in which Turing-type instability not only destabilizes constant steady states but also induces blow-up of…

偏微分方程分析 · 数学 2015-11-10 Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki , Jacek Zienkiewicz

In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…

概率论 · 数学 2023-11-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…

概率论 · 数学 2019-01-30 Marc Arnaudon , Pierre Del Moral

This paper is the latter part of our series concerning infinite concentration and oscillation phenomena on supercritical semilinear elliptic equations in discs. Our supercritical setting admits two types of nonlinearities, the…

偏微分方程分析 · 数学 2025-07-08 Daisuke Naimen

We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.

概率论 · 数学 2008-11-03 Juan Zhao
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