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We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…

Numerical Analysis · Mathematics 2016-02-25 Jerome Droniou

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

Probability · Mathematics 2012-02-13 Arnaud Guillin , Aldéric Joulin

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

In this work we present a Lyapunov inequality for linear and quasilinear elliptic differential operators in $N-$dimensional domains $\Omega$. We also consider singular and degenerate elliptic problems with $A_p$ coefficients involving the…

Analysis of PDEs · Mathematics 2013-04-26 Pablo L. De Nápoli , Juan P. Pinasco

Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…

Fluid Dynamics · Physics 2024-09-23 Lingyun Ding

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

This paper provides a quantitative study of nonnegative solutions to nonlinear diffusion equations of porous medium-type of the form $\partial_t u + {\mathcal L}u^m=0$, $m>1$, where the operator ${\mathcal L}$ belongs to a general class of…

Analysis of PDEs · Mathematics 2018-03-16 Matteo Bonforte , Alessio Figalli , Juan Luis Vazquez

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of…

Optimization and Control · Mathematics 2007-06-13 Michael Malisoff , Frederic Mazenc

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

Probability · Mathematics 2014-05-16 Max Fathi

We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are…

Probability · Mathematics 2007-05-23 Jiagang Ren , Michael Röckner , Feng-Yu Wang

We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…

Analysis of PDEs · Mathematics 2024-05-14 Noemi David , Filippo Santambrogio , Markus Schmidtchen

This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…

Analysis of PDEs · Mathematics 2016-02-12 Ravi Shankar , Tucker Hartland

In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…

Probability · Mathematics 2020-08-12 Daniel Bartl , Ludovic Tangpi

We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…

Analysis of PDEs · Mathematics 2014-01-16 Juan Luis Vázquez

An approach for computing Lyapunov functions for nonlinear continuous-time differential equations is developed via a new, Massera-type construction. This construction is enabled by imposing a finite-time criterion on the integrated…

Dynamical Systems · Mathematics 2016-09-16 Alina I. Doban , Mircea Lazar

Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…

Analysis of PDEs · Mathematics 2024-11-04 Thi Lien Nguyen , Bao Quoc Tang
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