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We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…
We investigate the existence of weak type solutions for a class of aggregation-diffusion PDEs with nonlinear mobility obtained as large particle limit of a suitable nonlocal version of the follow-the-leader scheme, which is interpreted as…
The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…
We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension $d$ with constant diffusion coefficient and bounded measurable drift coefficient. In the scheme, a randomization of the time variable…
The moment measure problem consists in finding a convex function $\psi$ whose moment measure, i.e., the pushforward by $\nabla \psi$ of the measure with density $e^{-\psi(\,\cdot\,)}$, is prescribed. It is highly non-linear and less…
We consider controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_d$-drift. No space-regularity will be assumed for the coefficients. In this framework we…
We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
The asymptotic analysis of a linear high-field Wigner-BGK equation is developped by a modified Chapman-Enskog procedure. By an expansion of the unknown Wigner function in powers of the Knudsen number $\epsilon$, evolution equations are…
In this paper, we consider a class of initial-boundary value problems governed by pseudo-parabolic total variation flows. The principal characteristic of our problem lies in the velocity term of the diffusion flux, a feature that can bring…
We investigate in this paper a scalar reaction diffusion equation with a nonlinear reaction term depending on x-ct. Here, c is a prescribed parameter modelling the speed of climate change and we wonder whether a population will survive or…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
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…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We are concerned with the study of the well-posedness of a nonlinear diffusion equation with a monotonically increasing multivalued time-dependent nonlinearity derived from a convex continuous potential having a superlinear growth to…
In this work, we investigate a model describing flow through porous media with permeability heterogeneity, combining an advection-reaction-diffusion equation for solute concentration with an unsteady Darcy-Brinkman equation with Korteweg…
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…
In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $\partial_t u = \text{div}(k(x)\nabla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x)\nabla G(u)\cdot \nu =…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…