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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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Tsuguo SUNAMURA 《Proceedings of the Japan Academy. Series B, Physical and biological sciences》2015,91(9):481-500
Substantial progress in research on the recession of coastal cliffs composed of soft materials has been made in recent years and data with higher accuracy have been accumulated. This paper provides the state of the art review in the recession studies and highlights two new findings obtained from the reanalysis of existing data. The review topics are: episodic and localized nature of cliff recession; the development of cliffline; the relationship between cliff height and recession rate; mechanisms of cliff toe erosion by waves; a fundamental equation for wave-induced toe erosion; factors controlling toe erosion; and slope instabilities and mass movements. The findings are presented on (1) the temporal change in cliffline recession mode and (2) the effect of beach sediment at the cliff base on the cliff erosion. 相似文献
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Bobby Wilson 《偏微分方程通讯》2015,40(8):1521-1542
This article explores the questions of long time orbital stability in high order Sobolev norms of plane wave solutions to the NLSE in the defocusing case. 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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