Zobrazeno 1 - 10
of 179
pro vyhledávání: '"Freidlin, Mark"'
Autor:
Freidlin, Mark, Koralov, Leonid
We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the invariant surfa
Externí odkaz:
http://arxiv.org/abs/2403.12333
Autor:
Freidlin, Mark
We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the deterministic pertu
Externí odkaz:
http://arxiv.org/abs/2207.03981
Autor:
Freidlin, Mark, Koralov, Leonid
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary and a small
Externí odkaz:
http://arxiv.org/abs/2112.14224
Autor:
Freidlin, Mark, Koralov, Leonid
We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain asymptotic self-
Externí odkaz:
http://arxiv.org/abs/2106.15766
Autor:
Freidlin, Mark
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting motion on
Externí odkaz:
http://arxiv.org/abs/2010.01182
Autor:
Freidlin, Mark, Koralov, Leonid
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in the simpl
Externí odkaz:
http://arxiv.org/abs/2002.10019
Autor:
Freidlin, Mark, Koralov, Leonid
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of the domain t
Externí odkaz:
http://arxiv.org/abs/1906.10312
Autor:
Egorov, Yuri, Komech, Alexander, Kuchment, Peter, Lakshtanov, Evgeny, Mazya, Vladimir, Molchanov, Stanislav, Novikov, Roman, Freidlin, Mark
Boris R. Vainberg was born on March 17, 1938, in Moscow. His father was a Lead Engineer in an aviation design institute. His mother was a homemaker. From early age, Boris was attracted to mathematics and spent much of his time at home and in school w
Externí odkaz:
http://arxiv.org/abs/1805.11428
Autor:
Freidlin, Mark, Koralov, Leonid
We consider asymptotic problems concerning the motion of interface separating the regions of large and small values of the solution of a reaction-diffusion equation in the media consisting of domains with different characteristics (composites). Under
Externí odkaz:
http://arxiv.org/abs/1805.01507
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a diffusion on t
Externí odkaz:
http://arxiv.org/abs/1710.03555