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...

Stability in nonlinear evolution problems by means of fixed point theorems

Jaromír J. Koliha, Ivan Straškraba (1997)

Commentationes Mathematicae Universitatis Carolinae

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The stabilization of solutions to an abstract differential equation is investigated. The initial value problem is considered in the form of an integral equation. The equation is solved by means of the Banach contraction mapping theorem or the Schauder fixed point theorem in the space of functions decreasing to zero at an appropriate rate. Stable manifolds for singular perturbation problems are compared with each other. A possible application is illustrated on an initial-boundary-value...