Related papers: Measure valued solutions of sub-linear diffusion e…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
Time-dependent Bose-Einstein condensate (BEC) formation in ultracold atoms is investigated in a nonlinear diffusion model. For constant transport coefficients, the model has been solved analytically. Here, we extend it to include…
We study the initial-boundary value problem for a class of diffusion equations with nonmonotone diffusion flux functions, including forward-backward parabolic equations and the gradient flows of nonconvex energy functionals, under the…
The problem of determining a periodic Lipschitz vector field $b=(b_1, \dots, b_d)$ from an observed trajectory of the solution $(X_t: 0 \le t \le T)$ of the multi-dimensional stochastic differential equation \begin{equation*} dX_t =…
We study the existence of monotone traveling wave solutions in a class of nonclassical diffusion equations that include both standard diffusion and a higher-order mixed space-time dispersive term. The reaction term is nonlinear and subject…
We study the problem of maximizing the expected lifetime of drift diffusion in a bounded domain. More formally, we consider the PDE \[ - \Delta u + b(x) \cdot \nabla u = 1 \qquad \mbox{in}~\Omega\] subject to Dirichlet boundary conditions…
We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…
The non-hydrostatic, quasigeostrophic approximation for rapidly rotating Rayleigh-B\'enard convection admits a class of exact `single mode' solutions. These solutions correspond to steady laminar convection with a separable structure…
We study the long-time behavior of a point mass moving in a one-dimensional viscous compressible fluid. Previously, we showed that the velocity of the point mass $V(t)$ satisfies a decay estimate $V(t)=O(t^{-3/2})$~[K. Koike, J.…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
In this study, two initial boundary value problems for one dimensional advection-dispersion equation are solved by differential quadrature method based on sine cardinal functions. Pure advection problem modeling transport of conservative…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
We study the existence theory for parabolic variational inequalities in weighted $L^2$ spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the…
This paper is concerned with the transient dynamics described by the solutions of the reaction-diffusion equations in which the reaction term consists of a combination of a superlinear power-law absorption and a time-independent point…
We study the dynamics of a one-dimensional non-linear and non-local drift-di usion equation set in the half-line, with the coupling involving the trace value on the boundary. The initial mass M of the density determines the behaviour of the…