Related papers: Measure valued solutions of sub-linear diffusion e…
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
In this paper we will establish nonlinear a priori lower and upper bounds for the solutions to a large class of equations which arise from the study of traveling wave solutions of reaction-diffusion equations, and we will apply our…
We consider the initial-boundary value problem for a nonlinear parabolic equation in the one-dimensional interval. This problem is motivated by a mathematical model for moisture transport in porous media. We establish the uniqueness of weak…
We study a priori estimates for a class of non-negative local weak solution to the weighted fast diffusion equation $u_t = |x|^{\gamma} \nabla\cdot (|x|^{-\beta} \nabla u^m)$, with $0 < m <1$ posed on cylinders of $(0,T)\times{\mathbb…
In this paper, we consider non-diffusive variational problems with mixed boundary conditions and (distributional and weak) gradient constraints. The upper bound in the constraint is either a function or a Borel measure, leading to the state…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
We investigate an initial-(periodic-)boundary value problem for a continuum equation, which is a model for motion of grain boundaries based on the underlying microscopic mechanisms of line defects (disconnections) and integrated the effects…
Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the $\theta$-method in time for solving time dependent anisotropic diffusion problems. It is shown that the numerical…
We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which…
We revisit the diffusive instability in dusty disks that arises when the dust mass diffusivity and/or viscosity decreases sufficiently steeply with increasing dust density. Our updated model includes an incompressible, viscous gas that…
Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and…
A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…
In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…
Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…
We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
In this paper, we study the asymptotic behavior of solutions to the initial boundary value problem for the one-dimensional compressible isentropic micropolar fluid model in a half line \mathbb{R}_{+}:=(0,\infty). We mainly investigates the…
We study the large time behavior of nonnegative solutions to the Cauchy problem for a fast diffusion equation with critical zero order absorption $$ \partial_{t}u-\Delta u^m+u^q=0 \quad \quad \hbox{in} \ (0,\infty)\times\real^N\, $$ with…