Search results for "Mathematical analysis"
showing 10 items of 2409 documents
Attractors for non-autonomous retarded lattice dynamical systems
2015
AbstractIn this paperwe study a non-autonomous lattice dynamical system with delay. Under rather general growth and dissipative conditions on the nonlinear term,we define a non-autonomous dynamical system and prove the existence of a pullback attractor for such system as well. Both multivalued and single-valued cases are considered.
New approach to numerical computation of the eigenfunctions of the continuous spectrum of three-particle Schrödinger operator: I. One-dimensional par…
2009
Basing on analogy between the three-body scattering problem and the diffraction problem of the plane wave (for the case of the short range pair potentials) by the system of six half transparent screens, we presented a new approach to the few-body scattering problem. The numerical results have been obtained for the case of the short range nonnegative pair potentials. The presented method allows a natural generalization to the case of the long range pair potentials.
A consistent modification of a test for independence based on the empirical characteristic function
1998
A modification of a test for independence based on the empirical characteristic function is investigated. The initial test is not consistent in the general case. The modification makes the test always consistent and asymptotically distribution free. It is based on a special transformation of the data.
Large systems of path-repellent Brownian motions in a trap at positive temperature
2006
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from escaping to infinity, and a pair-interaction Hamiltonian, which imposes a repellency of the $N$ paths. In fact, this interaction is an $N$-dependent regularisation of the Brownian intersection local times, an object which is of independent interest in the theory of stochastic processes. The time horizon (interpreted as the inverse temperature) is kept fixed. We analyse the model for diverging number of Brownian motions in terms of a large deviation princip…
Cross-diffusion-induced subharmonic spatial resonances in a predator-prey system.
2018
In this paper we investigate the complex dynamics originated by a cross-diffusion-induced subharmonic destabilization of the fundamental subcritical Turing mode in a predator-prey reaction-diffusion system. The model we consider consists of a two-species Lotka-Volterra system with linear diffusion and a nonlinear cross-diffusion term in the predator equation. The taxis term in the search strategy of the predator is responsible for the onset of complex dynamics. In fact, our model does not exhibit any Hopf or wave instability, and on the basis of the linear analysis one should only expect stationary patterns; nevertheless, the presence of the nonlinear cross-diffusion term is able to induce …
Rough linear PDE's with discontinuous coefficients - existence of solutions via regularization by fractional Brownian motion
2020
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a regularizing effect on the equations in the sense that we can prove existence of solutions for almost all paths of the fractional Brownian motion.
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
Sharp dimension free quantitative estimates for the Gaussian isoperimetric inequality
2017
We provide a full quantitative version of the Gaussian isoperimetric inequality: the difference between the Gaussian perimeter of a given set and a half-space with the same mass controls the gap between the norms of the corresponding barycenters. In particular, it controls the Gaussian measure of the symmetric difference between the set and the half-space oriented so to have the barycenter in the same direction of the set. Our estimate is independent of the dimension, sharp on the decay rate with respect to the gap and with optimal dependence on the mass.
Fractional Brownian motion and Martingale-differences
2004
Abstract We generalize a result of Sottinen (Finance Stochastics 5 (2001) 343) by proving an approximation theorem for the fractional Brownian motion, with H> 1 2 , using martingale-differences.
On the derivation of a linear Boltzmann equation from a periodic lattice gas
2004
We consider the problem of deriving the linear Boltzmann equation from the Lorentz process with hard spheres obstacles. In a suitable limit (the Boltzmann-Grad limit), it has been proved that the linear Boltzmann equation can be obtained when the position of obstacles are Poisson distributed, while the validation fails, also for the "correct" ratio between obstacle size and lattice parameter, when they are distributed on a purely periodic lattice, because of the existence of very long free trajectories. Here we validate the linear Boltzmann equation, in the limit when the scatterer's radius epsilon vanishes, for a family of Lorentz processes such that the obstacles have a random distributio…