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We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

Probability · Mathematics 2016-07-11 Laure Pédèches

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

The paper is devoted to studying the existence of a random attractor for stochastic porous media equations on infinite lattices under some conditions.

Dynamical Systems · Mathematics 2014-09-24 Anhui Gu , Yangrong Li , Jia Li

We show that advection-diffusion equations with porous media type diffusion and integrable initial data are globally solvable under very mild conditions. Some generalizations and related results are also given.

Analysis of PDEs · Mathematics 2018-05-22 N. M. L. Diehl , L. Fabris , P. R. Zingano

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

Probability · Mathematics 2018-10-18 Hakima Bessaih , Yalchin Efendiev , Razvan Florian Maris

Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…

Probability · Mathematics 2014-12-03 Weining Kang , Kavita Ramanan

We construct examples of solutions to the incompressible porous media (IPM) equation that must exhibit infinite in time growth of derivatives provided they remain smooth. As an application, this allows us to obtain nonlinear instability for…

Analysis of PDEs · Mathematics 2021-02-11 Alexander Kiselev , Yao Yao

We employ Besov space techniques and the method of modulus of continuity to obtain the global well-posedness of the modified Porous Media Equation.

Analysis of PDEs · Mathematics 2011-01-11 Kazuo Yamazaki

Compaction in reactive porous media is modelled as a reaction-diffusion process with a moving boundary. Asymptotic analysis is used to find solutions for the coupled nonlinear compaction equations, and a traveling wave solution is obtained…

Analysis of PDEs · Mathematics 2010-03-30 Xin-She Yang

We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…

Probability · Mathematics 2020-06-17 Konstantinos Dareiotis , Benjamin Gess

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…

Probability · Mathematics 2026-05-18 Ruoyang Liu , Rangrang Zhang

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…

Machine Learning · Computer Science 2022-12-02 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

Recently it was observed that the probability distribution of the price return in S\&P500 can be modeled by $q$-Gaussian distributions, where various phases (weak, strong super diffusion and normal diffusion) are separated by different…

Statistical Mechanics · Physics 2020-10-14 Fatemeh Gharari , Karina Arias-Calluari , Fernando Alonso-Marroquin , Morteza. N. Najafi

It is well-known that solutions for generalised porous medium equations are, in general, only H\"older continuous. In this note, we propose a new variable substitution for such equations which transforms weak solutions into classical.

Analysis of PDEs · Mathematics 2015-11-10 Anna Zhigun

This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. Our result is very general, including many important models…

Probability · Mathematics 2026-05-12 Qi Li , Yue Li , Tusheng Zhang

We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…

Probability · Mathematics 2022-07-07 Hung D. Nguyen

Based on transformation optics, we introduce another set of generalized laws of reflection and refraction (differs from that of [Science 334, 333 (2011)]), through which a transformation media slab is derived as a meta-surface, producing…

Optics · Physics 2015-06-04 Yadong Xu , Kan Yao , Huanyang Chen

We consider the mixed formulation of the equations governing Darcy-Forchheimer flow in porous media. We prove existence and uniqueness of a solution for the stationary problem and the existence of a solution for the transient problem.

Numerical Analysis · Mathematics 2016-09-01 Peter Knabner , Gerhard Summ