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In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

Existence of specific \emph{eternal solutions} in exponential self-similar form to the following quasilinear diffusion equation with strong absorption$$\partial_t u=\Delta u^m-|x|^{\sigma}u^q,$$posed for…

Analysis of PDEs · Mathematics 2023-10-12 Razvan Gabriel Iagar , Philippe Laurençot

We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…

Statistical Mechanics · Physics 2026-04-06 Alain Comtet , Pierre Le Doussal , Naftali R. Smith

Given an equidistributed set in the whole Euclidean space, we have established in [1] that there exists a constant positive $C$ such that the observability inequality of diffusion equations holds for all $T\in]0,1[$, with an observability…

Analysis of PDEs · Mathematics 2024-04-11 Yueliang Duan , Can Zhang

In this paper, we find some general and efficient sufficient conditions for the exponential convergence $W_{1,d}(P_t(x,\cdot), P_t(y,\cdot) )\le Ke^{-\delta t}d(x,y)$ for the semigroup $(P_t)$ of one-dimensional diffusion. Moreover some…

Probability · Mathematics 2017-03-03 Lingyan Cheng , Ruinan Li , Liming Wu

We consider the wave equation on a manifold $(\Omega,g)$ of dimension $d\geq 2$ with smooth strictly convex boundary $\partial\Omega\neq\emptyset$, with Dirichlet boundary conditions. We construct a sharp local in time parametrix and then…

Analysis of PDEs · Mathematics 2023-04-10 Oana Ivanovici , Richard Lascar , Gilles Lebeau , Fabrice Planchon

Using a twisted nematic liquid crystal system exhibiting planar Ising model dynamics, we have measured the scaling exponent $\theta$ which characterizes the time evolution, $p(t) \sim t^{-\theta}$, of the probability p(t) that the local…

Soft Condensed Matter · Physics 2009-10-28 B. Yurke , A. N. Pargellis , S. N. Majumdar , C. Sire

We study independent long-range percolation on $\mathbb{Z}^d$ where the vertices $u$ and $v$ are connected with probability asymptotic to $\frac{\beta}{\|u-v\|^{2d}}$ for $\|u-v\|_\infty\geq 2$ and with probability 1 for $\|u-v\|_\infty=1$,…

Probability · Mathematics 2025-10-27 Johannes Bäumler

We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…

Analysis of PDEs · Mathematics 2009-07-23 Charles L. Epstein , Rafe Mazzeo

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We prove a local variant of Einstein's formula for the effective viscosity of dilute suspensions, that is $\mu^\prime=\mu (1+\frac 5 2\phi+o(\phi))$, where $\phi$ is the volume fraction of the suspended particles. Up to now rigorous…

Analysis of PDEs · Mathematics 2019-11-28 Barbara Niethammer , Richard Schubert

The existence of nonnegative radially symmetric eternal solutions of exponential self-similar type $u(t,x)=e^{-p\beta t/(2-p)} f_\beta(|x|e^{-\beta t};\beta)$ is investigated for the singular diffusion equation with critical gradient…

Analysis of PDEs · Mathematics 2014-02-03 Razvan Gabriel Iagar , Philippe Laurencot

We show that for the mean zero simple exclusion process in $\mathbb {Z}^d$ and for the asymmetric simple exclusion process in $\mathbb{Z}^d$ for $d\geq3$, the self-diffusion coefficient of a tagged particle is stable when approximated by…

Probability · Mathematics 2007-05-23 Milton Jara

In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…

Analysis of PDEs · Mathematics 2021-08-26 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

This work is concerned with the equation $ \partial_t \rho = \Delta_x \rho^m $, $ m > 1 $, known as the porous medium equation. It shows stability of the pressure of solutions close to flat travelling wave fronts in the homogeneous…

Analysis of PDEs · Mathematics 2015-03-03 Clemens Kienzler

This paper is concerned with the asymptotic behavior of solutions of time periodic reaction-diffusion equation \begin{equation*}\label{aaa} \begin{cases} u_{t}(x,t)=u_{xx}(x,t)+f(t,u(x,t)),\quad \,\,\forall x\in\mathbb{R},\,t>0,\\…

Analysis of PDEs · Mathematics 2019-08-07 Ya-Hui Wang , Zhi-Cheng Wang

We study persistence properties of solutions of the Benjamin-Ono equation in weighted Sobolev spaces. Roughly, we show that for $\beta<7/2$, the solution $u(x,t)$ of the BO remains in the space $L^2(|x|^{2\beta} dx)$ if and only if its data…

Analysis of PDEs · Mathematics 2025-09-09 Felipe Linares , Gustavo Ponce

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…

Probability · Mathematics 2024-11-20 Yuhui Guo , Jian Song , Ran Wang , Yimin Xiao
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