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”

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

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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...

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

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

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Czechoslovak Mathematical Journal

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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...

Existence and asymptotic behaviour of some time-inhomogeneous diffusions

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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,...

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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...

Analysis of the discontinuous Galerkin finite element method applied to a scalar nonlinear convection-diffusion equation

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Banach Center Publications

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Single-point blow-up on the boundary where the zero Dirichlet boundary condition is imposed

Marek Fila, Michael Winkler (2008)

Journal of the European Mathematical Society

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We consider a reaction-diffusion-convection equation on the halfline (0,1) with the zero Dirichlet boundary condition at $x = 0$ . We find a positive selfsimilar solution $u$ which blows up in a finite time $T$ at $x = 0$ while $u (x, T)$ remains bounded for $x > 0$ .

Front propagation for nonlinear diffusion equations on the hyperbolic space

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Journal of the European Mathematical Society

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We study the Cauchy problem in the hyperbolic space $ℍ^{n} (n \geq 2)$ for the semilinear heat equation with forcing term, which is either of KPP type or of Allen-Cahn type. Propagation and extinction of solutions, asymptotical speed of propagation and asymptotical symmetry of solutions are addressed. With respect to the corresponding problem in the Euclidean space $ℝ^{n}$ new phenomena arise, which depend on the properties of the diffusion process in $ℍ^{n}$ . We also investigate a family of travelling wave solutions,...

Blow up for a completely coupled Fujita type reaction-diffusion system

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On inertial manifolds for reaction-diffusion equations on genuinely high-dimensional thin domains

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Studia Mathematica

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We study a family of semilinear reaction-diffusion equations on spatial domains $Ω_{ε}$ , ε > 0, in $ℝ^{l}$ lying close to a k-dimensional submanifold ℳ of $ℝ^{l}$ . As ε → 0⁺, the domains collapse onto (a subset of) ℳ. As proved in [15], the above family has a limit equation, which is an abstract semilinear parabolic equation defined on a certain limit phase space denoted by $H ¹_{s} (Ω)$ . The definition of $H ¹_{s} (Ω)$ , given in the above paper, is very abstract. One of the objectives of this paper is to give more manageable...

Small positive values for supercritical branching processes in random environment

Vincent Bansaye, Christian Böinghoff (2014)

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

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Branching Processes in Random Environment (BPREs) $(Z_{n} : n \geq 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $ℙ (1 \leq Z_{n} \leq k | Z_{0} = i)$ , $k, i \in ℕ$ as $n \to \infty$ . More precisely, we characterize...

Spreading and vanishing in nonlinear diffusion problems with free boundaries

Yihong Du, Bendong Lou (2015)

Journal of the European Mathematical Society

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We study nonlinear diffusion problems of the form $u_{t} = u_{x x} + f (u)$ with free boundaries. Such problems may be used to describe the spreading of a biological or chemical species, with the free boundary representing the expanding front. For special $f (u)$ of the Fisher-KPP type, the problem was investigated by Du and Lin [DL]. Here we consider much more general nonlinear terms. For any $f (u)$ which is $C^{1}$ and satisfies $f (0) = 0$ , we show that the omega limit set $ω (u)$ of every bounded positive solution is determined by a stationary...

A remarkable $σ$ -finite measure unifying supremum penalisations for a stable Lévy process

Yuko Yano (2013)

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

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The $σ$ -finite measure $𝒫_{sup}$ which unifies supremum penalisations for a stable Lévy process is introduced. Silverstein’s coinvariant and coharmonic functions for Lévy processes and Chaumont’s $h$ -transform processes with respect to these functions are utilized for the construction of $𝒫_{sup}$ .

Heat-diffusion and Poisson integrals for Laguerre and special Hermite expansions on weighted $L^{p}$ spaces

Adam Nowak (2003)

Studia Mathematica

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We investigate heat-diffusion and Poisson integrals associated with Laguerre and special Hermite expansions on weighted $L^{p}$ spaces with $A_{p}$ weights.