Related papers: Nonlinear diffusions and stable-like processes wit…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
We study the deterministic diffusion coefficient of the two-dimensional periodic Lorentz gas as a function of the density of scatterers. Results obtained from computer simulations are compared to the analytical approximation of Machta and…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
The existence of ``dispersion-managed solitons'', i.e., stable pulsating solitary-wave solutions to the nonlinear Schr\"{o}dinger equation with periodically modulated and sign-variable dispersion is now well known in nonlinear optics. Our…
We address the existence and properties of optical solitons excited in thermal nonlinear media with a transverse refractive index gradient. We show that in such a geometry one can generate controllable switching from surface soliton…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued…
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 a large class of McKean-Vlasov SDEs with drift and diffusion coefficient depending on the density of the solution's time marginal laws in a Nemytskii-type of way. A McKean-Vlasov SDE of this kind arises from the study of the…
Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…
In this paper, we prove the nonlinear stability under localized perturbations of spectrally stable time-periodic source defects of reaction-diffusion systems. Consisting of a core that emits periodic wave trains to each side, source defects…
I propose a simple model, based on an analogy to von Neumann artificial viscosity, of turbulent diffusion, heat diffusion and viscosity coefficients for use in modeling subgrid turbulent diffusivity in multi-phase numerical hydrodynamics…
In many plasma systems, introducing a small background shear flow is enough to stabilize the system linearly. The nonlinear dynamics are much less sensitive to sheared flows than the average linear growthrates, and very small amplitude…
Recently, there has been an examination of the nonexponential relaxation profiles of the NMR signal. The exponential relaxation from Bloch-Torrey equations with constant diffusion coefficients are known to be an approximation, and research…
Models that invoke nonlinear wavefront propagation in a chemically excitable medium are rife in the biological literature. Indeed, the idea that wavefront propagation can serve as a signaling mechanism has often been invoked to explain…
We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…
Recently, the authors proved [2] that the Maxwell-Stefan system with an incompressibility-like condition on the total flux can be rigorously derived from the multi-species Boltzmann equation. Similar cross-diffusion models have been widely…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…