Asymptotics for conservation laws involving Lévy diffusion generators

Piotr Biler; Grzegorz Karch; Wojbor A. Woyczyński

Displaying similar documents to “Asymptotics for conservation laws involving Lévy diffusion generators”

Transience, recurrence and speed of diffusions with a non-markovian two-phase “use it or lose it” drift

Ross G. Pinsky (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases – a transient to $+ \infty$ mode which is activated when the diffusion is sufficiently near its running maximum, and a recurrent mode which is activated otherwise. We also consider the speed of a diffusion with a two-phase drift, where the drift is equal to a certain non-negative constant when the diffusion is sufficiently...

Attractors for stochastic reaction-diffusion equation with additive homogeneous noise

Jakub Slavík (2021)

Czechoslovak Mathematical Journal

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We study the asymptotic behaviour of solutions of a reaction-diffusion equation in the whole space $ℝ^{d}$ driven by a spatially homogeneous Wiener process with finite spectral measure. The existence of a random attractor is established for initial data in suitable weighted $L^{2}$ -space in any dimension, which complements the result from P. W. Bates, K. Lu, and B. Wang (2013). Asymptotic compactness is obtained using elements of the method of short trajectories.

Regularity of stopping times of diffusion processes in Besov spaces

Xicheng Zhang (2002)

Studia Mathematica

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We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space $B_{p, q}^{α} (Ω)$ provided that pα < 1 and 1 ≤ q < ∞.

On estimation of diffusion coefficient based on spatio-temporal FRAP images: An inverse ill-posed problem

Kaňa, Radek, Matonoha, Ctirad, Papáček, Štěpán, Soukup, Jindřich

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We present the method for determination of phycobilisomes diffusivity (diffusion coefficient $D$ ) on thylakoid membrane from fluorescence recovery after photobleaching (FRAP) experiments. This was usually done by analytical models consisting mainly of a simple curve fitting procedure. However, analytical models need some unrealistic conditions to be supposed. Our method, based on finite difference approximation of the process governed by the Fickian diffusion equation and on the minimization...

Global existence and stability of solution for a nonlinear Kirchhoff type reaction-diffusion equation with variable exponents

Aya Khaldi, Amar Ouaoua, Messaoud Maouni (2022)

Mathematica Bohemica

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We consider a class of Kirchhoff type reaction-diffusion equations with variable exponents and source terms $u_{t} - M (\int_{Ω} {| \nabla u |}^{2} d x) Δ u + {| u |}^{m (x) - 2} u_{t} = {| u |}^{r (x) - 2} u .$ We prove with suitable assumptions on the variable exponents $r (\cdot),$ $m (\cdot)$ the global existence of the solution and a stability result using potential and Nihari’s functionals with small positive initial energy, the stability being based on Komornik’s inequality.

Porous medium equation and fast diffusion equation as gradient systems

Samuel Littig, Jürgen Voigt (2015)

Czechoslovak Mathematical Journal

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We show that the Porous Medium Equation and the Fast Diffusion Equation, $\dot{u} - Δ u^{m} = f$ , with $m \in (0, \infty)$ , can be modeled as a gradient system in the Hilbert space $H^{- 1} (Ω)$ , and we obtain existence and uniqueness of solutions in this framework. We deal with bounded and certain unbounded open sets $Ω \subseteq ℝ^{n}$ and do not require any boundary regularity. Moreover, the approach is used to discuss the asymptotic behaviour and order preservation of solutions.

Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues

Anton Bovier, Véronique Gayrard, Markus Klein (2005)

Journal of the European Mathematical Society

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We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form $- ϵ Δ + \nabla F (\cdot) \nabla$ on $ℝ^{d}$ or subsets of $ℝ^{d}$ , where $F$ is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of...

Metastability in reversible diffusion processes I: Sharp asymptotics for capacities and exit times

Anton Bovier, Michael Eckhoff, Véronique Gayrard, Markus Klein (2004)

Journal of the European Mathematical Society

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We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form $- ϵ Δ + \nabla F (\cdot) \nabla$ on $ℝ^{d}$ or subsets of $ℝ^{d}$ , where $F$ is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of $F$ can be related, up to multiplicative errors that tend to one as $ϵ ↓ 0$ , to the capacities of suitably constructed sets. We show that...

Remarks on balanced norm error estimates for systems of reaction-diffusion equations

Hans-Goerg Roos (2018)

Applications of Mathematics

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Error estimates of finite element methods for reaction-diffusion problems are often realized in the related energy norm. In the singularly perturbed case, however, this norm is not adequate. A different scaling of the $H^{1}$ seminorm leads to a balanced norm which reflects the layer behavior correctly. We discuss the difficulties which arise for systems of reaction-diffusion problems.

Existence and asymptotic behaviour of some time-inhomogeneous diffusions

Mihai Gradinaru, Yoann Offret (2013)

Annales de l'I.H.P. Probabilités et statistiques

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Let us consider a solution of a one-dimensional stochastic differential equation driven by a standard Brownian motion with time-inhomogeneous drift coefficient ${ρ sgn (x) | x |}^{α} / t^{β}$ . This process can be viewed as a Brownian motion evolving in a potential, possibly singular, depending on time. We prove results on the existence and uniqueness of solution, study its asymptotic behaviour and made a precise description, in terms of parameters $ρ$ , $α$ and $β$ , of the recurrence, transience and convergence. More precisely,...

An adaptive $h p$ -discontinuous Galerkin approach for nonlinear convection-diffusion problems

Dolejší, Vít

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We deal with a numerical solution of nonlinear convection-diffusion equations with the aid of the discontinuous Galerkin method (DGM). We propose a new $h p$ -adaptation technique, which is based on a combination of a residuum estimator and a regularity indicator. The residuum estimator as well as the regularity indicator are easily evaluated quantities without the necessity to solve any local problem and/or any reconstruction of the approximate solution. The performance of the proposed $h p$ -DGM...