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We consider the homogenization of a model of reactive flows through periodic porous media involving a single solute which can be absorbed and desorbed on the pore boundaries. This is a system of two convection-diffusion equations, one in…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
We consider three types of subdiffusion models, namely single-term, multi-term and distributed order fractional diffusion equations, for which the maximum-principle holds and which, in particular, preserve nonnegativity. Hence the solution…
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…
We prove global-in-time existence and uniqueness of measure solutions of a nonlocal interaction system of two species in one spatial dimension. For initial data including atomic parts we provide a notion of gradient-flow solutions in terms…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
We prove an existence and uniqueness result for solutions to nonlinear diffusion equations with degenerate mobility posed on a bounded interval for a certain density $u$. In case of \emph{fast-decay} mobilities, namely mobilities functions…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
We focus on a family of nonlinear continuity equations for the evolution of a non-negative density $\rho$ with a continuous and compactly supported nonlinear mobility $\mathrm{m}(\rho)$ not necessarily concave. The velocity field is the…
Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…
Reaction-diffusion systems with mass dissipation are known to possess blow-up solutions in high dimensions when the nonlinearities have super quadratic growth rates. In dimension one, it has been shown recently that one can have global…
We study the asymptotic large time behavior of singular solutions of the fast diffusion equation $u_t=\Delta u^m$ in $({\mathbb R}^n\setminus\{0\})\times(0,\infty)$ in the subcritical case $0<m<\frac{n-2}{n}$, $n\ge3$. Firstly, we prove the…
This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…
We study the admissible growth at infinity of initial data of positive solutions of $\prt\_t u-\Gd u+f(u)=0$ in $\BBR\_+\ti\BBR^N$ when $f(u)$ is a continuous function, {\it mildly} superlinear at infinity, the model case being…
We prove the well-posedness of entropy solutions for a wide class of nonlocal transport equations with nonlinear mobility in one spatial dimension. The solution is obtained as the limit of approximations constructed via a deterministic…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…