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First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…

Numerical Analysis · Mathematics 2014-07-01 Simone Cifani , Espen R. Jakobsen

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous…

Analysis of PDEs · Mathematics 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $\Delta^{\alpha/2}$ for $\alpha \in…

Analysis of PDEs · Mathematics 2015-10-06 Nathael Alibaud , Simone Cifani , Espen Jakobsen

We are concerned with multidimensional stochastic balance laws driven by L\'{e}vy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the…

Analysis of PDEs · Mathematics 2015-02-10 Imran H. Biswas , Ujjwal Koley , Ananta K. Majee

Motivated by stochastic convection-diffusion problems we derive a posteriori error estimates for non-stationary non-linear convection-diffusion equations acting as a deterministic paradigm. The problem considered here neither fits into the…

Numerical Analysis · Mathematics 2018-02-08 Rüdiger Verfürth

In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by L\'evy processes. Making use of an adapted entropy formulation, a result of existence and uniqueness of…

Analysis of PDEs · Mathematics 2019-04-25 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…

Numerical Analysis · Mathematics 2011-11-29 Simone Cifani , Espen R. Jakobsen , Kenneth H. Karlsen

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

Probability · Mathematics 2012-10-09 Jocelyne Bion-Nadal

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

We consider a viscous approximation for a nonlinear degenerate convection-diffusion equations in two space dimensions, and prove an $L^1$ error estimate. Precisely, we show that the $L^1_{\mathrm{loc}}$ difference between the approximate…

Analysis of PDEs · Mathematics 2013-11-08 C. Klingenberg , U. Koley

In this paper, we present optimal error estimates of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear convection-diffusion systems. The upwind-biased flux with adjustable numerical…

Numerical Analysis · Mathematics 2022-09-09 Hongjuan Zhang , Boying Wu , Xiong Meng

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , H. Gao

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

We study Neumann type boundary value problems for nonlocal equations related to L\'evy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the…

Analysis of PDEs · Mathematics 2011-12-05 Guy Barles , Emmanuel Chasseigne , Christine Georgelin , Espen Jakobsen

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…

Analysis of PDEs · Mathematics 2018-08-24 Serena Dipierro , Enrico Valdinoci , Vincenzo Vespri

We introduce notions of equivalence of conservation laws with respect to Lie symmetry groups for fixed systems of differential equations and with respect to equivalence groups or sets of admissible transformations for classes of such…

Mathematical Physics · Physics 2007-05-23 Roman O. Popovych , Nataliya M. Ivanova

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral…

Numerical Analysis · Mathematics 2013-12-02 Sergey I. Repin , Satyendra K. Tomar
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