相关论文: Small time asymptotics of diffusion processes

We mainly study global in-time asymptotic behavior for the nonlocal reaction-diffusion system with fractional Laplacians which models dispersal of individuals between two exchanging environments for its diffusive components and incorporates…

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

We consider the waveguide modelled by a $n$-dimensional infinite tube. The operator we study is the Dirichlet Laplacian perturbed by two distant perturbations. The perturbations are described by arbitrary abstract operators ''localized'' in…

We study the asymptotic behavior of parabolic type semigroups acting on the unit disk as well as those acting on the right half-plane. We use the asymptotic behavior to investigate the local geometry of the semigroup trajectories near the…

This is the second of a series of papers dealing with the asymptotic behavior of certain integrals occuring in the description of the spectrum of an invariant elliptic operator on a compact Riemannian manifold carrying the action of a…

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…

We report on some recent existence and uniqueness results for elliptic equations subject to Dirichlet boundary condition and involving a singular nonlinearity. We take into account the following types of problems: (i) singular problems with…

A semilinear singularly perturbed reaction-diffusion equation with Dirichlet boundary conditions is considered in a convex unbounded sector. The singular perturbation parameter is arbitrarily small, and the "reduced equation" may have…

We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…

We consider weak solutions of the adjoint equation for an elliptic operator in nondivergent form, and their asymptotic properties at an interior point. We assume that the coefficients a_{ij} are bounded, measurable, complex-valued functions…

We introduce a notion of a group-partition for a finite Abelian group, which is a generalized notion of the standard partition. To obtain asymptoticdistributions of group-partition, we study the Dirichlet series for group-partitions by…

We present two variational formulae for the capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles…

We derive formulas for the terms in the conjectured asymptotic expansions of the moments, at the central point, of quadratic Dirichlet $L$-functions, $L(1/2,\chi_d)$, and also of the $L$-functions associated to quadratic twists of an…

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

We consider a convection-diffusion model with linear fractional diffusion in the sub-critical range. We prove that the large time asymptotic behavior of the solution is given by the unique entropy solution of the convective part of the…

We present in a unified setting the foundations for a theory of non-bilinear Dirichlet functionals on Hilbert spaces. We prove known and new equivalences between non-linear semigroups, non-linear resolvents, non-linear generators, and their…

If $(T_t)$ is a semigroup of Markov operators on an $L^1$-space that admits a non-trivial lower bound, then a well-known theorem of Lasota and Yorke asserts that the semigroup is strongly convergent as $t \to \infty$. In this article we…

We study mass preserving transport of passive tracers in the low-diffusivity limit using Lagrangian coordinates. Over finite-time intervals, the solution-operator of the nonautonomous diffusion equation is approximated by that of a…

In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…