scholarly journals Principal eigenvalue characterization connected with stochastic particle motion in a finite interval

2002 ◽  
Vol 15 (4) ◽  
pp. 349-356
Author(s):  
Fethi Bin Muhammad Belgacem ◽  
Ahmed Abdullatif Karaballi

In this paper, we show that despite their distinction, both the Statonovich and Îto s calculi lead to the same reactive Fokker-Planck equation: ∂p∂t−∂∂x[D∂p∂x−bp]=λmp,  (1) describing stochastic dynamics of a particle moving under the influence of an indefinite potential m(x,t), a drift b(x,t), and a constant diffusion D. We treat the periodic-parabolic eigenvalue problem (1) for finite domains having absorbing barriers. We show that under conditions required by the maximum principle, the positive principal eigenvalue λ* (and the negative principal λ* eigenvalue) is connected to the probability eigendensity function p(x,t) by a Raleigh-Ritz like formulation. In the process, we establish the manner of effect of the drift and any inducing potential on the size of the principal eigenvalue. We show that the degree of convexity of the potential plays a major role in this regard.

Author(s):  
Sauro Succi

Dense fluids and liquids molecules are in constant interaction; hence, they do not fit into the Boltzmann’s picture of a clearcut separation between free-streaming and collisional interactions. Since the interactions are soft and do not involve large scattering angles, an effective way of describing dense fluids is to formulate stochastic models of particle motion, as pioneered by Einstein’s theory of Brownian motion and later extended by Paul Langevin. Besides its practical value for the study of the kinetic theory of dense fluids, Brownian motion bears a central place in the historical development of kinetic theory. Among others, it provided conclusive evidence in favor of the atomistic theory of matter. This chapter introduces the basic notions of stochastic dynamics and its connection with other important kinetic equations, primarily the Fokker–Planck equation, which bear a complementary role to the Boltzmann equation in the kinetic theory of dense fluids.


2020 ◽  
Vol 10 (1) ◽  
pp. 895-921
Author(s):  
Daniele Cassani ◽  
Luca Vilasi ◽  
Youjun Wang

Abstract In this paper we study a class of one-parameter family of elliptic equations which combines local and nonlocal operators, namely the Laplacian and the fractional Laplacian. We analyze spectral properties, establish the validity of the maximum principle, prove existence, nonexistence, symmetry and regularity results for weak solutions. The asymptotic behavior of weak solutions as the coupling parameter vanishes (which turns the problem into a purely nonlocal one) or goes to infinity (reducing the problem to the classical semilinear Laplace equation) is also investigated.


Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 405
Author(s):  
Alexander Yeliseev ◽  
Tatiana Ratnikova ◽  
Daria Shaposhnikova

The aim of this study is to develop a regularization method for boundary value problems for a parabolic equation. A singularly perturbed boundary value problem on the semiaxis is considered in the case of a “simple” rational turning point. To prove the asymptotic convergence of the series, the maximum principle is used.


2021 ◽  
Vol 11 (2) ◽  
Author(s):  
Nikolaos S. Papageorgiou ◽  
Andrea Scapellato

AbstractWe consider a Robin problem driven by the (p, q)-Laplacian plus an indefinite potential term. The reaction is either resonant with respect to the principal eigenvalue or $$(p-1)$$ ( p - 1 ) -superlinear but without satisfying the Ambrosetti-Rabinowitz condition. For both cases we show that the problem has at least five nontrivial smooth solutions ordered and with sign information. When $$q=2$$ q = 2 (a (p, 2)-equation), we show that we can slightly improve the conclusions of the two multiplicity theorems.


1986 ◽  
Vol 108 (4) ◽  
pp. 330-339 ◽  
Author(s):  
M. A. Townsend ◽  
D. B. Cherchas ◽  
A. Abdelmessih

This study considers the optimal control of dry bulb temperature and moisture content in a single zone, to be accomplished in such a way as to be implementable in any zone of a multi-zone system. Optimality is determined in terms of appropriate cost and performance functions and subject to practical limits using the maximum principle. Several candidate optimal control strategies are investigated. It is shown that a bang-bang switching control which is theoretically periodic is a least cost practical control. In addition, specific attributes of this class of problem are explored.


2008 ◽  
Vol 18 (04) ◽  
pp. 511-541 ◽  
Author(s):  
WENLIANG GAO ◽  
CHANGJIANG ZHU

In this paper, we consider the asymptotic decay rate towards the planar rarefaction waves to the Cauchy problem for a hyperbolic–elliptic coupled system called as a model system of the radiating gas in two dimensions. The analysis based on the standard L2-energy method, L1-estimate and the monotonicity of profile obtained by the maximum principle.


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