Related papers: Measure valued solutions of sub-linear diffusion e…
We study the general nonlinear diffusion equation $u_t=\nabla\cdot (u^{m-1}\nabla (-\Delta)^{-s}u)$ that describes a flow through a porous medium which is driven by a nonlocal pressure. We consider constant parameters $m>1$ and $0<s<1$, we…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
We study the well-posedness of the initial value problem on periodic intervals for linear and quasilinear evolution equations for which the leading-order terms have three spatial derivatives. In such equations, there is a competition…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain $D$. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
In this paper we study the initial boundary value problem for the system $u_t-\Delta u^m=-\mbox{div}(u^{q}\nabla v),\ v_t-\Delta v+v=u$. This problem is the so-called Keller-Segel model with nonlinear diffusion. Our investigation reveals…
Motivated by the recent investigation of a predator-prey model in heterogeneous environments \cite{LouYuan-WangBiao}, we show that the maximum of the unique positive solution of the scalar equation \begin{equation}\label{eq:01}\begin{cases}…
In this paper we analyse the asymptotic behaviour of some nonlocal diffusion problems with local reaction term in general metric measure spaces. We find certain classes of nonlinear terms, including logistic type terms, for which solutions…
We study the dissipation measure arising in the inviscid limit of two-dimensional incompressible fluids. It is proved that the dissipation is Lebesgue in time and, for almost every time, it is absolutely continuous with respect to the…
Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal…
We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…
We consider nonlinear parabolic equations involving fractional diffusion of the form $\partial_t u + (-\Delta)^s \Phi(u)= 0,$ with $0<s<1$, and solve an open problem concerning the existence of solutions for very singular nonlinearities…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
Non-local equations of motion contain an infinite number of derivatives and commonly appear in a number of string theory models. We review how these equations can be rewritten in the form of a diffusion-like equation with non-linear…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…