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In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

概率论 · 数学 2022-09-19 Manfred Marvin Marchione , Enzo Orsingher

We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…

偏微分方程分析 · 数学 2011-10-25 C. Le Bris , F. Legoll , F. Thomines

In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called L\'evy-type process. Under the assumptions that the generator has rapidly periodically…

概率论 · 数学 2020-06-29 Nikola Sandrić , Ivana Valentić , Jian Wang

We consider the asymptotic behaviour of positive solutions $u(t,x)$ of the fast diffusion equation $u_t=\Delta (u^{m}/m)={\rm div} (u^{m-1}\nabla u)$ posed for $x\in\RR^d$, $t>0$, with a precise value for the exponent $m=(d-4)/(d-2)$. The…

偏微分方程分析 · 数学 2015-05-13 Matteo Bonforte , Gabriele Grillo , Juan Luis Vazquez

We study the periodic homogenization of the viscous Hamilton--Jacobi equation \[ u_t^\varepsilon + \frac{1}{2}|Du^\varepsilon|^2 + V\!\left(\frac{x}{\varepsilon}\right) = \frac{\varepsilon}{2}\Delta u^\varepsilon \qquad \text{in }…

偏微分方程分析 · 数学 2026-04-23 Ziran Liu , Hung V. Tran , Yifeng Yu

In this article, we investigate the existence and properties of time-periodic solutions for damped evolutionary partial differential equations subject to periodic forcing. Particular emphasis is placed on configurations where the energy…

偏微分方程分析 · 数学 2026-05-19 Camille Laurent , Ivonne Rivas

We analyze long-time behavior of solutions to a class of problems related to very fast and singular diffusion porous medium equations having nonhomogeneous in space and time source terms with zero mean. In dimensions two and three, we…

偏微分方程分析 · 数学 2022-10-24 Georgy Kitavtsev , Roman M. Taranets

We consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a faster time scale. We study the asymptotics of a logarithmic functional of the process by methods of the theory of homogenisation…

偏微分方程分析 · 数学 2014-05-14 Martino Bardi , Annalisa Cesaroni , Daria Ghilli

Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2,…

概率论 · 数学 2014-03-14 Nizar Demni

This paper deals with the homogenization of the reaction-diffusion equations in a domain containing periodically distributed holes of size $\varepsilon$, with a dynamical boundary condition of reactive-diffusive type, i.e., we consider the…

偏微分方程分析 · 数学 2025-12-18 María Anguiano

The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…

软凝聚态物质 · 物理学 2015-05-13 Ramin Golestanian

We study the asymptotic behaviour of solutions of a class of linear non-local measure-valued differential equations with time delay. Our main result states that the solutions asymptotically exhibit a parabolic like behaviour in the large…

动力系统 · 数学 2019-01-01 Arnaud Ducrot , Alexandre Genadot

We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…

概率论 · 数学 2016-08-16 Endre Csáki , Miklós Csörgő , Zdzisław Rychlik , Josef Steinebach

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

概率论 · 数学 2023-01-02 Sandra Cerrai , Yichun Zhu

The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…

概率论 · 数学 2020-08-10 Sandra Cerrai , Guangyu Xi

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

数值分析 · 数学 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

In this paper we establish compactness results of multiscale and very weak multiscale type for sequences bounded in $L^{2}(0,T;H_{0}^{1}(\Omega ))$, fulfilling a certain condition. We apply the results in the homogenization of the parabolic…

偏微分方程分析 · 数学 2019-08-19 Tatiana Danielsson , Pernilla Johnsen

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

偏微分方程分析 · 数学 2014-10-29 Scott N. Armstrong , Charles K. Smart

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

概率论 · 数学 2024-06-26 Artem Galkin , Mauro Mariani

This paper is concerned with some nonlinear propagation phenomena for reaction-advection-diffusion equations with Kolmogrov-Petrovsky-Piskunov (KPP) type nonlinearities in general periodic domains or in infinite cylinders with oscillating…

偏微分方程分析 · 数学 2010-11-23 Mohammad El Smaily