Related papers: A new probabilistic approach to non local and full…
We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a…
We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…
The global existence of martingale solutions to the compressible Navier-Stokes equations driven by stochastic external forces, with density-dependent viscosity and vacuum, is established in this paper. This work can be regarded as a…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
We study the existence and uniqueness of mild and strong solutions of nonlocal nonlinear diffusion problems of $p$-Laplacian type with nonlinear boundary conditions posed in metric random walk spaces. These spaces include, among others,…
A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
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…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
We investigate the fully nonlinear model for convection in a Darcy porous material where the diffusion is of anomalous type as recently proposed by Barletta. The fully nonlinear model is analysed but we allow for variable gravity or…
We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…
In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…
In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by L\'evy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are…
Let $A$ be a pseudo-differential operator with negative definite symbol $q$. In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem implies that the unique…