Stable multiple-layer stationary solutions of a semilinear parabolic equation in two-dimensional domains.
The existence of a one-parameter family of stationary solutions to a fragmentation equation with size diffusion is established. The proof combines a fixed point argument and compactness techniques.
The aim of this paper is to analyze the well posedness of the one-phase quasi-stationary Stefan problem with the Gibbs-Thomson correction in a two-dimensional domain which is a perturbation of the half plane. We show the existence of a unique regular solution for an arbitrary time interval, under suitable smallness assumptions on initial data. The existence is shown in the Besov-Slobodetskiĭ class with sharp regularity in the L₂-framework.
Consider the boundary value problem (L.P): in , on where is written as , and is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields (), for regular open sets with a non-characteristic boundary.Our study lies on the stochastic representation of and uses the stochastic calculus of variations for the -diffusion process...
We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded -domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
In this paper we explicit the derivative of the flows of one-dimensional reflected diffusion processes. We then get stochastic representations for derivatives of viscosity solutions of one-dimensional semilinear parabolic partial differential equations and parabolic variational inequalities with Neumann boundary conditions.
These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.
Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that and .