Strangely sweeping one-dimensional diffusion

Ryszard Rudnicki

Displaying similar documents to “Strangely sweeping one-dimensional diffusion”

Asymptotic behaviour of a transport equation

Ryszard Rudnicki (1992)

Annales Polonici Mathematici

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We study the asymptotic behaviour of the semigroup of Markov operators generated by the equation $u_{t} + b u_{x} + c u = a \int_{0}^{a x} u (t, a x - y) μ (d y)$ . We prove that for a > 1 this semigroup is asymptotically stable. We show that for a ≤ 1 this semigroup, properly normalized, converges to a limit which depends only on a.

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{ℝ^{n}} H_{τ, z} (x_{τ}) q (d τ, d z)$ and $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{| z | \leq 1} H_{τ, z} (x_{τ}) q (d τ, d z) + \int_{s}^{t} \int_{| z | > 1} H_{τ, z} (x_{τ}) p (d τ, d z)$ , where p and q are certain random measures, is considered.

Global pointwise a priori bounds and large time behaviour for a nonlinear system describing the spread of infectious disease

M. Kirane (1993)

Applicationes Mathematicae

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This paper considers a reaction-diffusion system with biatic diffusion.Existence of a globally bounded solution is proved and its large timebehaviour is given.

Renormalization analysis of catalytic Wright-Fisher diffusions.

Fleischmann, Klaus, Swart, Jan M. (2006)

Electronic Journal of Probability [electronic only]

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Time-dependent backward stochastic evolution equations.

Al-Hussein, AbdulRahman (2007)

Bulletin of the Malaysian Mathematical Sciences Society. Second Series

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A coupling technique for stochastic comparison of functions of Markov processes.

Doisy, M. (2000)

Journal of Applied Mathematics and Decision Sciences

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A $ℤ^{d}$ generalization of the Davenport-Erdős construction of normal numbers

Mordechay Levin, Meir Smorodinsky (2000)

Colloquium Mathematicae

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We extend the Davenport and Erdős construction of normal numbers to the $ℤ^{d}$ case.

On asymptotic independence of the exit moment and position from a small domain for diffusion processes

Vitalii Gasanenko (2003)

Open Mathematics

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If ξ(t) is the solution of homogeneous SDE in R m, and T ∃ is the first exit moment of the process from a small domain D ∃, then the total expansion for the following functional showing independence of the exit time and exit place is $E e x p (- λ T_{ε}) f (\frac{ξ (T_{ε})}{ε}) - E e x p (- λ T_{ε}) E f (\frac{ξ (T_{ε})}{ε}), ε ↘ 0, λ > 0 .$

On ergodicity of some cylinder flows

Krzysztof Frączek (2000)

Fundamenta Mathematicae

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We study ergodicity of cylinder flows of the form $T_{f} : T \times ℝ \to T \times ℝ$ , $T_{f} (x, y) = (x + α, y + f (x))$ , where $f : T \to ℝ$ is a measurable cocycle with zero integral. We show a new class of smooth ergodic cocycles. Let k be a natural number and let f be a function such that $D^{k} f$ is piecewise absolutely continuous (but not continuous) with zero sum of jumps. We show that if the points of discontinuity of $D^{k} f$ have some good properties, then $T_{f}$ is ergodic. Moreover, there exists $ε_{f} > 0$ such that if $v : T \to ℝ$ is a function with zero integral such that $D^{k} v$ is of bounded...

Parametrized Cichoń's diagram and small sets

Janusz Pawlikowski, Ireneusz Recław (1995)

Fundamenta Mathematicae

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We parametrize Cichoń’s diagram and show how cardinals from Cichoń’s diagram yield classes of small sets of reals. For instance, we show that there exist subsets N and M of $w^{w} \times 2^{w}$ and continuous functions $e, f : w^{w} \to w^{w}$ such that • N is $G_{δ}$ and $N_{x} : x \in w^{w}$ , the collection of all vertical sections of N, is a basis for the ideal of measure zero subsets of $2^{w}$ ; • M is $F_{σ}$ and $M_{x} : x \in w^{w}$ is a basis for the ideal of meager subsets of $2^{w}$ ; • $\forall x, y N_{e (x)} \subseteq N_{y} \Rightarrow M_{x} \subseteq M_{f (y)}$ . From this we derive that for a separable metric space X, •if for all Borel (resp. $G_{δ}$ ) sets...

A note on strange nonchaotic attractors

Gerhard Keller (1996)

Fundamenta Mathematicae

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For a class of quasiperiodically forced time-discrete dynamical systems of two variables (θ,x) ∈ $T^{1} \times ℝ_{+}$ with nonpositive Lyapunov exponents we prove the existence of an attractor Γ̅ with the following properties: 1. Γ̅ is the closure of the graph of a function x = ϕ(θ). It attracts Lebesgue-a.e. starting point in $T^{1} \times ℝ_{+}$ . The set θ:ϕ(θ) ≠ 0 is meager but has full 1-dimensional Lebesgue measure. 2. The omega-limit of Lebesgue-a.e point in $T^{1} \times ℝ_{+}$ is $Γ ̅$ , but for a residual set of points in $T^{1} \times ℝ_{+}$ the omega...