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In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…

Analysis of PDEs · Mathematics 2020-09-01 Linan Chen , Ian Weih-Wadman

We prove an upper bound for the convergence rate of the homogenization limit $\epsilon\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $\epsilon$ is a…

Mathematical Physics · Physics 2011-04-04 Adrian Muntean , Tycho van Noorden

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

It was argued by Brigante et.al that the lower bound on the ratio of the shear viscosity to the entropy density in strongly coupled plasma is translated into microcausality violation in the dual gravitational description. Since transport…

High Energy Physics - Theory · Physics 2014-11-21 Alex Buchel , Sera Cremonini

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…

Analysis of PDEs · Mathematics 2025-07-24 Marco Cirant , Alessandro Goffi

The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, J. Math. Anal. and Appl. (2009) " is flawed. We give here a corrected proof.

Probability · Mathematics 2011-07-13 Anup Biswas , Vivek S. Borkar

We study the closure of approximating sequences of some diffusion equations under certain weak convergence. A specific description of the closure under weak $H^1$-convergence is given, which reduces to the original equation when the…

Analysis of PDEs · Mathematics 2019-01-01 Menglan Liao , Lianzhang Bao , Baisheng Yan

The paper is concerned with the vanishing viscosity limit of the two-dimensional degenerate viscous lake equations when the Navier slip conditions are prescribed on the impermeable boundary of a simply connected bounded regular domain. When…

Analysis of PDEs · Mathematics 2015-05-28 Quansen Jiu , Dongjuan Niu , Jiahong Wu

In this work, we show that for the martingale problem for a class of degenerate diffusions with bounded continuous drift and diffusion coefficients, the small noise limit of non-degenerate approximations leads to a unique Feller limit. The…

Probability · Mathematics 2022-03-01 Anugu Sumith Reddy , Vivek S. Borkar

In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…

Probability · Mathematics 2021-04-02 Ilya Bitter , Valentin Konakov

Denoising diffusions are a powerful method to generate approximate samples from high-dimensional data distributions. Recent results provide polynomial bounds on their convergence rate, assuming $L^2$-accurate scores. Until now, the tightest…

Machine Learning · Statistics 2024-03-07 Joe Benton , Valentin De Bortoli , Arnaud Doucet , George Deligiannidis

This paper considers a class of nonlinear, degenerate drift- diffusion equations. We study well-posedness and regularity properties of the solutions, with the goal to achieve uniform H\"{o}lder regularity in terms of $L^p$-bound on the…

Analysis of PDEs · Mathematics 2017-12-01 Inwon Kim , Yuming Zhang

We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…

Statistics Theory · Mathematics 2020-02-25 Arnaud Gloter , Nakahiro Yoshida

We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces),…

Analysis of PDEs · Mathematics 2023-03-07 Sukjung Hwang , Kyungkeun Kang , Haw Kil Kim

We consider a solution $u(\cdot,t)$ to an initial boundary value problem for time-fractional diffusion-wave equation with the order $\alpha \in (0,2) \setminus \{ 1\}$ where $t$ is a time variable. We first prove that a suitable norm of…

Analysis of PDEs · Mathematics 2021-03-11 Masahiro Yamamoto

The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…

Probability · Mathematics 2007-06-13 Sergio Albeverio , Carlo Marinelli

This paper is concerned with the incompressible limit of the compressible hydrodynamic flow of liquid crystals with periodic boundary conditions in R^N(N = 2, 3). It is rigorously shown that the local (and global) strong solution of the…

Analysis of PDEs · Mathematics 2014-05-06 Shijin Ding , Jinrui Huang , Huanyao Wen , Ruizhao Zi

In this paper, we show that the permeability of a porous {material} and that of a bubbly fluid are limiting cases of the complexified version of the two-fluid models posed in {Lipton_Avellaneda_1990}. We assume the viscosity of the…

Analysis of PDEs · Mathematics 2022-01-17 Chuan Bi , Miao-jung Yvonne Ou , Shangyou Zhang

We consider the asymptotic behavior of compressible isentropic flow when the initial mass is finite, which is modeled by the compressible Euler equation with frictional damping. It is shown in \cite{HUA} (resp.\cite{GEN}) that any…

Analysis of PDEs · Mathematics 2024-08-27 Jun-Ren Luo , Ti-Jun Xiao