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In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on…

Analysis of PDEs · Mathematics 2015-08-14 Elena Bonetti , Pierluigi Colli , Giuseppe Tomassetti

The aim of this paper is to study a PDE model for two diffusing species interacting by local size exclusion and global attraction. This leads to a nonlinear degenerate cross-diffusion system, for which we provide a global existence result.…

Analysis of PDEs · Mathematics 2017-03-21 Judith Berendsen , Martin Burger , Jan-Frederik Pietschmann

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

Analysis of PDEs · Mathematics 2026-02-10 Arshyn Altybay , Alibek Yeskermessuly

Motivated by experiments on cell segregation, we present a two-species model of interacting particles, aiming at a quantitative description of this phenomenon. Under precise scaling hypothesis, we derive from the microscopic model a…

Analysis of PDEs · Mathematics 2019-06-04 J. Barré , P. Degond , D. Peurichard , E. Zatorska

The existence of global nonnegative martingale solutions to cross-diffusion systems of Shigesada-Kawasaki-Teramoto type with multiplicative noise is proven. The model describes the stochastic segregation dynamics of an arbitrary number of…

Probability · Mathematics 2025-02-04 Marcel Braukhoff , Florian Huber , Ansgar Jüngel

We study convergence of the evolving finite element semi-discretization of a parabolic partial differential equation on an evolving bulk domain. The boundary of the domain evolves with a given velocity, which is then extended to the bulk by…

Numerical Analysis · Mathematics 2020-09-24 Dominik Edelmann

For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed over a segment. We demonstrate that there exists a…

Analysis of PDEs · Mathematics 2026-03-18 Alexander S. Bratus , Olga S. Rozanova

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…

Analysis of PDEs · Mathematics 2007-05-23 Peter A. Becker

In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…

Analysis of PDEs · Mathematics 2019-12-13 Li Chen , Simone Göttlich , Stephan Knapp

In the context of mathematical modeling, it is sometimes convenient to integrate models of different nature. These types of combinations, however, might entail difficulties even when individual models are well-understood, particularly in…

Numerical Analysis · Mathematics 2023-01-20 Christina Schenk , David Portillo , Ignacio Romero

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

We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…

Probability · Mathematics 2011-02-18 Mykhaylo Shkolnikov

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…

Analysis of PDEs · Mathematics 2026-02-23 Marzia Bisi , Davide Cusseddu , Ana Jacinta Soares , Romina Travaglini

Diffusion processes have been applied with great success to model the dynamics of large populations throughout science, in particular biology. One advantage is that they bridge two different scales: the microscopic and the macroscopic one.…

Neurons and Cognition · Quantitative Biology 2013-09-11 Marc de Kamps

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi , Y. Naimi

We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…

Probability · Mathematics 2025-11-13 Carlo Bellingeri , Fabio Coppini

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…

Numerical Analysis · Mathematics 2018-08-28 Alexander Lipton , Vadim Kaushansky , Christoph Reisinger

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…

Analysis of PDEs · Mathematics 2024-06-17 Daniel Matthes , Christian Parsch
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