Related papers: Holder estimates for advection fractional-diffusio…
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 a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Holder continuous drift term. We prove existence of a global flow of diffeomorphisms by means of a special transformation of the drift of…
A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…
We consider a class of nonlinear fractional equations having the Caputo fractional derivative of the time variable $t$, the fractional order of the self-adjoint positive definite unbounded operator in a Hilbert space and a singular…
We address several concerns related to the derivation of drift-ordered fluid equations. Starting from a fully Galilean invariant fluid system, we show how consistent sets of perturbative drift-fluid equations in the case of a isothermal…
We study the unique continuation property for the neutron transport equation and for a simplified model of the Fokker-Planck equation in a bounded domain with absorbing boundary condition. An observation estimate is derived. It depends on…
The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We prove uniform H\"older regularity estimates for a transport-diffusion equation with a fractional diffusion operator,and a general advection field in BMO, as long as the order of the diffusion dominates the transport term at small…
In this work, we consider a generalization of the nonlinear Langevin equation of fractional orders with boundary value conditions. The existence and uniqueness of solutions are studied by using results of the fixed point theory. Moreover,…
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…
Invasion phenomena for heterogeneous reaction-diffusion equations are contemporary and challenging questions in applied mathematics. In this paper we are interested in the question of spreading for a reaction-diffusion equation when the…
This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…
We consider planar traveling fronts between stable steady states in two-component singularly perturbed reaction-diffusion-advection equations, where a small quantity $\delta^2$ represents the ratio of diffusion coefficients. The fronts…
A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…
A fundamental non-classical fourth-order partial differential equation to describe small amplitude linear oscillations in a rotating compressible fluid, is obtained. The dispersion relations for such a fluid, and the different regions of…
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…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…