Bounded invertibility and separability of a parabolic type singular operator in the space      L2(R2)L_{2}(R^{2})

2021 ◽  
Keyword(s):  
Parabolic Type ◽  
Singular Operator ◽  
The Space L2

Certain problems with the application of stochastic diffusion processes for description of chemical engineering phenomena; Kolmogorov and classic diffusion equations

1988 ◽  
Vol 53 (6) ◽  
pp. 1181-1197
Author(s):  
Vladimír Kudrna
Keyword(s):  
Mass Transfer ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Chemical Engineering ◽  
Diffusion Processes ◽  
Parabolic Type ◽  
Diffusion Equations ◽  
Stochastic Motion ◽  
Energy Component ◽  
Classic Form

The paper presents alternative forms of partial differential equations of the parabolic type used in chemical engineering for description of heat and mass transfer. It points at the substantial difference between the classic form of the equations, following from the differential balances of mass and enthalpy, and the form following from the concept of stochastic motion of particles of mass or energy component. Examples are presented of the processes that may be described by the latter method. The paper also reviews the cases when the two approaches become identical.

scholarly journals Bayesian Quickest Detection Problems for Some Diffusion Processes

2013 ◽  
Vol 45 (1) ◽  
pp. 164-185 ◽  
Author(s):  
Pavel V. Gapeev ◽  
Albert N. Shiryaev
Keyword(s):  
Diffusion Processes ◽  
Free Boundary Problems ◽  
Three Dimensional ◽  
Parabolic Type ◽  
Value Functions ◽  
Weighted Likelihood ◽  
Likelihood Ratios ◽  
Boundary Problems ◽  
Detection Delay ◽  
Penalty Costs

We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the weighted likelihood ratios hit stochastic boundaries depending on the current observations. The proof is based on the reduction of the initial problems into appropriate three-dimensional optimal stopping problems and the analysis of the associated parabolic-type free-boundary problems. We provide closed-form estimates for the value functions and the boundaries, under certain nontrivial relations between the coefficients of the observable diffusion.

scholarly journals NEW L1-GRADIENT TYPE ESTIMATES OF SOLUTIONS TO ONE-DIMENSIONAL QUASILINEAR PARABOLIC SYSTEMS

2010 ◽  
Vol 12 (01) ◽  
pp. 85-106 ◽  
Author(s):  
S. N. ANTONTSEV ◽  
J. I. DÍAZ
Keyword(s):  
Type Equation ◽  
Parabolic Type ◽  
Parabolic Systems ◽  
Diffusion Term ◽  
One Dimensional ◽  
First Order ◽  
Estimates Of Solutions ◽  
Gradient Type ◽  
Degenerate Type ◽  
Parabolic Type Equation

We consider a general class of one-dimensional parabolic systems, mainly coupled in the diffusion term, which, in fact, can be of the degenerate type. We derive some new L1-gradient type estimates for its solutions which are uniform in the sense that they do not depend on the coefficients nor on the size of the spatial domain. We also give some applications of such estimates to gas dynamics, filtration problems, a p-Laplacian parabolic type equation and some first order systems of Hamilton–Jacobi or conservation laws type.

Monotone methods and attractivity results for Volterra integro-partial differential equations

1981 ◽  
Vol 89 (1-2) ◽  
pp. 135-142 ◽  
Author(s):  
Andrea Schiaffino ◽  
Alberto Tesei
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Past History ◽  
Main Tool ◽  
Parabolic Type ◽  
Supremum Norm ◽  
Partial Differential ◽  
Diffusion Effects ◽  
Monotone Methods ◽  
Globally Attractive

SynopsisA Volterra integro-partial differential equation of parabolic type, which describes the time evolution of a population in a bounded habitat, subject both to past history and space diffusion effects, is investigated; general homogeneous boundary conditions are admissible. Under suitable conditions, the unique nontrivial nonnegative equilibrium is shown to be globally attractive in the supremum norm. Monotone methods are the main tool of the proof.

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