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AbstractRealistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries. 相似文献
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In this paper, we propose a sufficient and necessary condition for the boundedness of all the solutions for the equation with the critical situation that on g and p, where , is periodic and is bounded. 相似文献
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Recent Progress in the $L_p$ Theory for Elliptic and Parabolic Equations with Discontinuous Coefficients
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Hongjie Dong 《分析论及其应用》2020,36(2):161-199
In this paper, we review some results over the last 10-15 years on elliptic and parabolic equations with discontinuous coefficients. We begin with an approach given by N. V. Krylov to parabolic equations in the whole space with $\rm{VMO}_x$ coefficients. We then discuss some subsequent development including elliptic and parabolic equations with coefficients which are allowed to be merely measurable in one or two space directions, weighted $L_p$estimates with Muckenhoupt ($A_p$) weights, non-local elliptic and parabolic equations, as well as fully nonlinear elliptic and parabolic equations. 相似文献
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We give a sheaf theoretic interpretation of Potts models with external magnetic field, in terms of constructible sheaves and their Euler characteristics. We show that the polynomial countability question for the hypersurfaces defined by the vanishing of the partition function is affected by changes in the magnetic field: elementary examples suffice to see non-polynomially countable cases that become polynomially countable after a perturbation of the magnetic field. The same recursive formula for the Grothendieck classes, under edge-doubling operations, holds as in the case without magnetic field, but the closed formulae for specific examples like banana graphs differ in the presence of magnetic field. We give examples of computation of the Euler characteristic with compact support, for the set of real zeros, and find a similar exponential growth with the size of the graph. This can be viewed as a measure of topological and algorithmic complexity. We also consider the computational complexity question for evaluations of the polynomial, and show both tractable and NP-hard examples, using dynamic programming. 相似文献
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The zero dissipation limit of the one-dimensional non-isentropic micropolar equations is studied in this paper. If the given rarefaction wave which connects to vacuum at one side, a sequence of solution to the micropolar equations can be constructed which converge to the above rarefaction wave with vacuum as the viscosity and the heat conduction coefficient tend to zero. Moreover, the uniform convergence rate is obtained. The key point in our analysis is how to control the degeneracies in the vacuum region in the zero dissipation limit process. 相似文献
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The existence and occurrence, especially by a backward bifurcation, of endemic equilibria is of utmost importance in determining the spread and persistence of a disease. In many epidemiological models, the equation for the endemic equilibria is quadratic, with the coefficients determined by the parameters of the model. Despite its apparent simplicity, such an equation can describe an amazing number of dynamical behaviors. In this paper, we shall provide a comprehensive survey of possible bifurcation patterns, deriving explicit conditions on the equation's parameters for the occurrence of each of them, and discuss illustrative examples. 相似文献