相关论文: Transition operators of diffusions reduce zero-cro…

In this paper, we propose a direct solution method for optimal switching problems of one-dimensional diffusions. This method is free from conjectures about the form of the value function and switching strategies, or does not require the…

This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…

Let $X$ be a Markov process taking values in $\mathbf{E}$ with continuous paths and transition function $(P_{s,t})$. Given a measure $\mu$ on $(\mathbf{E}, \mathscr{E})$, a Markov bridge starting at $(s,\varepsilon_x)$ and ending at…

Recent results on the construction and applications of the transmutation (transformation) operators are discussed. Three new representations for solutions of the one-dimensional Schr\"odinger equation are considered. Due to the fact that…

The paper deals with a three-dimensional family of diffusion processes on an infinite-dimensional simplex. These processes were constructed by Borodin and Olshanski (arXiv:0706.1034; arXiv:0902.3395), and they include, as limit objects, the…

The numerical solution of partial differential equations (PDEs) is difficult, having led to a century of research so far. Recently, there have been pushes to build neural--numerical hybrid solvers, which piggy-backs the modern trend towards…

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

The extinction transition on a one dimensional heterogeneous substrate with diffusive correlations is studied. Diffusively correlated heterogeneity is shown to affect the location of the transition point, as the reactants adapt to the…

Nonexistence results for positive supersolutions of the equation $$-Lu=u^p\quad\text{in $\mathbb R^N_+$}$$ are obtained, $-L$ being any symmetric and stable linear operator, positively homogeneous of degree $2s$, $s\in(0,1)$, whose spectral…

We develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics $d\mathbf{X}_t = a(\mathbf{X}_t)dt + \mathbf{b}(\mathbf{X}_t)d\mathbf{W}_t$. We formulate descriptions…

We analytically and numerically study a fourth order PDE modeling rough crystal surface diffusion on the macroscopic level. We discuss existence of solutions globally in time and long time dynamics for the PDE model. The PDE, originally…

Experimental time series obtained from single and poly-crystals subjected to a constant strain rate tests report an intriguing dynamical crossover from a low dimensional chaotic state at medium strain rates to an infinite dimensional power…

A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…

A complete family of solutions for the one-dimensional reaction-diffusion equation \[ u_{xx}(x,t)-q(x)u(x,t) = u_t(x,t) \] with a coefficient $q$ depending on $x$ is constructed. The solutions represent the images of the heat polynomials…

We study the the Dirichlet problem for the cross-diffusion system \[ \partial_tu_i=\operatorname{div}\left(a_iu_i\nabla (u_1+u_2)\right)+f_i(u_1,u_2),\quad i=1,2,\quad a_i=const>0, \] in the cylinder $Q=\Omega\times (0,T]$. The functions…

We consider a perturbed ordinary differential equation where the perturbation is only significant when a one-dimensional null recurrent diffusion is close to zero. We investigate the first order correction to the unperturbed system and…

We consider the semilinear heat equation \begin{eqnarray*} \partial_t u = \Delta u + |u|^{p-1} u \ln ^{\alpha}( u^2 +2), \end{eqnarray*} in the whole space $\mathbb{R}^n$, where $p > 1$ and $ \alpha \in \mathbb{R}$. Unlike the standard case…

When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…

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…

The so-called {\it zero number diminishing property} (or {\it zero number argument}) is a powerful tool in qualitative studies of one dimensional parabolic equations, which says that, under the zero- or non-zero-Dirichlet boundary…