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We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
We study the global existence of solutions to a one-dimensional drift-diffusion equation with logistic term, generalizing the classical parabolic-elliptic Keller-Segel aggregation equation arising in mathematical biology. In particular, we…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…
In this paper, we study the global existence of solutions of the Cauchy problem for a class of weakly dissipative nonlinear dispersive wave equations…
We study nonnegative solutions to the Cauchy problem for the Fractional Fast Diffusion Equation on a suitable class of connected, noncompact Riemannian manifolds. This parabolic equation is both singular and nonlocal: the diffusion is…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…
The aim of this paper is to study a class of positive solutions of the fast diffusion equation with specific persistent singular behavior. First, we construct new types of solutions with anisotropic singularities. Depending on parameters,…
In the first part of this paper math-ph/0612078, a complete description of Q-conditional symmetries for two classes of reaction-diffusion-convection equations with power diffusivities is derived. It was shown that all the known results for…
This paper considers the existence of local and global-in-time strong solutions to the advection-diffusion equation with variable coefficients on an evolving surface with a boundary. We apply both the maximal $L^p$-in-time regularity for…
We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…
A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that…
We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…
We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are…
We show the existence of a broad class of affine Markov processes in the cone of positive self-adjoint Hilbert-Schmidt operators. Such processes are well-suited as infinite dimensional stochastic volatility models. The class of processes we…
This paper completes investigation of symmetry properties of nonlinear variable coefficient diffusion-convection equations of the form $f(x)u_t=(g(x)A(u)u_x)_x+h(x)B(u)u_x$. Potential symmetries of equations from the considered class are…
We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…