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Displaying similar documents to “Comparison results and steady states for the Fujita equation with fractional laplacian”

Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients

Romain Abraham, Olivier Riviere (2006)

ESAIM: Probability and Statistics

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We consider a system of fully coupled forward-backward stochastic differential equations. First we generalize the results of Pardoux-Tang [7] concerning the regularity of the solutions with respect to initial conditions. Then, we prove that in some particular cases this system leads to a probabilistic representation of solutions of a second-order PDE whose second order coefficients depend on the gradient of the solution. We then give some examples in dimension 1 and dimension 2 for...

Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Benjamin Jourdain, Tony Lelièvre, Raphaël Roux (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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We study a free energy computation procedure, introduced in [Darve and Pohorille, (2001) 9169–9183; Hénin and Chipot, (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre , (2008)...