Related papers: Nonlinear diffusions and stable-like processes wit…
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
The nonlinear diffusion in multicomponent liquids under chemical reactions influence has been studied. The theory is applied to the analysis of mass transfer in a solution of acetone-benzene. It has been shown, that the creation of…
The porous media equation has been proposed as a phenomenological ``non-extensive'' generalization of classical diffusion. Here, we show that a very similar equation can be derived, in a systematic manner, for a classical fluid by assuming…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
The authors investigate the solution of a nonlinear reaction-diffusion equation connected with nonlinear waves. The equation discussed is more general than the one discussed recently by Manne, Hurd, and Kenkre (2000). The results are…
We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…
We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers.…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
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…
In this article we develop an effective theory of pulse propagation in a nonlinear and disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…