相关论文: Lower bounds for the density of locally elliptic I…
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the…
We study sufficient conditions for local asymptotic mixed normality. We weaken the sufficient conditions in Theorem 1 of Jeganathan (Sankhya Ser. A 1982) so that they can be applied to a wider class of statistical models including a…
This paper investigates the Newton's problem of minimal resistance for a body moving through a fluid whose density decreases exponentially with altitude. We prove the local existence and regularity of radial solutions $u(r)$ satisfying the…
This article develops and applies results, originally introduced in earlier work, for the existence of homotopy curves, terminating at a desired solution. We describe the principal hypotheses and results in section two; right inverse…
Let $^{(r,s)}X_t$ be the L\'evy process $X_t$ with the $r$ largest positive jumps and $s$ smallest negative jumps up till time $t$ deleted and let $^{(r)}\widetilde X_t$ be $X_t$ with the $r$ largest jumps in modulus up till time $t$…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
Given a resistor network on $\mathbb Z^d$ with nearest-neighbor conductances, the effective conductance in a finite set with a given boundary condition is the the minimum of the Dirichlet energy over functions with the prescribed boundary…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…
We prove existence and up to the boundary regularity estimates in $L^{p}$ and H\"{o}lder spaces for weak solutions of the linear system $$ \delta \left( A d\omega \right) + B^{T}d\delta \left( B\omega \right) = \lambda B\omega + f \text{ in…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…
This paper introduces the notion of $log$-regularity (or $log$-irregularity) of the boundary point $\zeta$ (possibly $\zeta=\infty$) of the arbitrary open subset $\Omega$ of the Greenian deleted neigborhood of $\zeta$ in $R^2$ concerning…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
This is a truncated version of the paper "Degenerate diffusion with a drift potential: a viscosity solutions approach", co-authored with I. C. Kim. The purpose of this version is to withdraw the claim of quantitative rate of convergence of…
We obtain bounded for all $t$ solutions of ordinary differential equations as limits of the solutions of the corresponding Dirichlet problems on $(-L,L)$, with $L \rightarrow \infty$. We derive a priori estimates for the Dirichlet problems,…
The main objective of this paper is to prove that if capillarity effect is taken into account then there exist dissipative solutions to a system describing viscoplastic compressible flows with density dependent viscosities in a periodic…
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 consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…
We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…