相关论文: Transition operators of diffusions reduce zero-cro…
Consider a diffusion process corresponding to the operator $L=\frac12a\frac{d^2}{dx^2}+b\frac d{dx}$ and which is transient to $+\infty$. For $c>0$, we give an explicit criterion in terms of the coefficients $a$ and $b$ which determines…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
A superconductive model characterized by a third order parabolic operator L" is analysed. When the viscous terms, represented by higher - order deriva- tives, tend to zero, a hyperbolic operator L0 appears. Furthermore, if P" is the…
We prove existence of transition fronts for a large class of reaction-diffusion equations in one dimension, with inhomogeneous monostable reactions. We construct these as perturbations of corresponding front-like solutions to the…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We consider the semilinear diffusion equation $\partial$ t u = Au + |u| $\alpha$ u in the half-space R N + := R N --1 x (0, +$\infty$), where A is a linear diffusion operator, which may be the classical Laplace operator, or a fractional…
Lie group methods are applied to the time-dependent, monoenergetic neutron diffusion equation in materials with spatial and time dependence. To accomplish this objective, the underlying 2nd order partial differential equation (PDE) is…
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical…
Extrapolation remains a grand challenge in deep neural networks across all application domains. We propose an operator learning method to solve time-dependent partial differential equations (PDEs) continuously and with extrapolation in time…
The linear Kelvin{Voigt operator L_\epsilon is a typical example of wave operator L_0 perturbed by higher-order viscous terms as \epsilonu_xxt. If P\epsilon is a prefixed boundary value problem for L_\epsilon, when \epsilon = 0, L_\epsilon…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
In this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
A problem of the crossover from percolation to diffusion transport is considered. A general scaling theory is proposed. It introduces phenomenologically four critical exponents which are connected by two equations. One exponent is…
We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
Partial differential equation (PDE) simulation holds extensive significance in scientific research. Currently, the integration of deep neural networks to learn solution operators of PDEs has introduced great potential. In this paper, we…
Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L^y_{\infty}=a]$ for a given $a\geq 0$ is…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calculating statistics of these models and to establish a…