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The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-22 Petr N. Vabishchevich

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

A condition which guaranties the exponential decay of the solutions of the initial-boundary value problem for the damped wave equation is proved. A method for the effective computability of the coefficient of exponential decay is also…

Analysis of PDEs · Mathematics 2020-09-24 Giovanni Cimatti

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…

Analysis of PDEs · Mathematics 2019-12-13 Jean-François Babadjian , Vito Crismale

We study damped wave propagation problems phrased as abstract evolution equations in Hilbert spaces. Under some general assumptions, including a natural compatibility condition for initial values, we establish exponential decay estimates…

Analysis of PDEs · Mathematics 2023-12-01 Herbert Egger , Stefan Kurz , Richard Löscher

The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…

Analysis of PDEs · Mathematics 2018-03-01 Franz Achleitner , Ansgar Jüngel , Masakazu Yamamoto

Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time…

Analysis of PDEs · Mathematics 2022-05-19 Marcel Braukhoff , Ilaria Perugia , Paul Stocker

A non self-similar change of coordinates provides improved matching asymptotics of the solutions of the fast diffusion equation for large times, compared to already known results, in the range for which Barenblatt solutions have a finite…

Analysis of PDEs · Mathematics 2011-12-20 Jean Dolbeault , Giuseppe Toscani

We demonstrate that the shallow water moment equations satisfy an auxiliary entropy conservation law, where the entropy function corresponds to the total energy. Additionally, we show that the classical Newtonian slip friction and Manning…

Numerical Analysis · Mathematics 2026-02-09 Julio Careaga , Patrick Ersing , Julian Koellermeier , Andrew R. Winters

We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…

Probability · Mathematics 2022-10-31 Donghan Kim , Lane Chun Yeung

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…

Analysis of PDEs · Mathematics 2019-07-29 Esther S. Daus , Ansgar Jüngel , Bao Quoc Tang

In this work we prove sufficient conditions for the Glauber dynamics corresponding to a sequence of (non-product) measures on finite product spaces to be rapidly mixing, i.e. that the mixing time with respect to the total variation distance…

Probability · Mathematics 2019-02-27 Arthur Sinulis

A degenerate fourth-order parabolic equation modeling condensation phenomena related to Bose-Einstein particles is analyzed. The model is a Fokker-Planck-type approximation of the Boltzmann-Nordheim equation, only keeping the leading order…

Analysis of PDEs · Mathematics 2014-01-07 Ansgar Jüngel , Michael Winkler

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…

Probability · Mathematics 2024-05-02 Zhongmin Qian , Panpan Ren , Feng-Yu Wang

Entropy stable schemes ensure that physically meaningful numerical solutions also satisfy a semi-discrete entropy inequality under appropriate boundary conditions. In this work, we describe a discretization of viscous terms in the…

Numerical Analysis · Mathematics 2020-11-24 Jesse Chan , Yimin Lin , Tim Warburton