Related papers: Degenerate diffusion with a drift potential: a vis…
We find an explicit form of weak solutions to a Riemann problem for a degenerate semilinear parabolic equation with piecewise constant diffusion coefficient. It is demonstrated that the phase transition lines (free boundaries) correspond to…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
The aim of the paper is to construct and justify asymptotic approximations for solutions to quasilinear convection-diffusion problems with a predominance of nonlinear convective flow in a thin cylinder, where an inhomogeneous nonlinear…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
This paper is devoted to a complete classification on the existence and nonexistence results of viscosity solutions to the general Dirichlet problem for a class of eigenvalue type equations. With the distance function included in the…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
In this paper, we consider a convex function defined as a 1D-regularized total variation with nonhomogeneous coefficients, and prove the Main Theorem concerned with the decomposition of the subdifferential of this convex function to a…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
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…
Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required.…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
We consider a degenerate/singular wave equation in one dimension, with drift and in presence of a leading operator which is not in divergence form. We impose a homogeneous Dirichlet boundary condition where the degeneracy occurs and a…
In the first part of this work, we analyzed a Dirichlet boundary control problem for an elliptic convection diffusion PDE and proposed a new hybridizable discontinuous Galerkin (HDG) method to approximate the solution. For the case of a 2D…
We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…
It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…
We investigate the global existence of weak solutions to a free boundary problem governing the evolution of finitely extensible bead-spring chains in dilute polymers. The free boundary in the present context is defined with regard to a…
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…