Related papers: Nonlinear diffusions and stable-like processes wit…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
We have investigated the nonlinear amplitude vector equation governing the evolution of optical pulses in optical and UV region. We are normalizing this equation for the cases of different and equal transverse and longitudinal size of…
We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
In the first part of the paper we develop the sensitivity analysis for the nonlinear McKean-Vlasov diffusions stressing precise estimates of growth of solutions and their derivatives with respect to the initial data, under rather general…
We establish an existence result of a solution to a class of probability measure-valued equations, whose solutions can be associated with stationary distributions of many McKean-Vlasov diffusions with gradient-type drifts. Coefficients of…
It has been argued that there is biological and modeling evidence that a non-linear diffusion coefficient of the type D(b) = D_0 b^{k} underlies the formation of a number of growth patterns of bacterial colonies. We study a…
A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…
In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…