Related papers: A new proof of an Engelbert-Schmidt type zero-one …

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

In this paper, we study a linear convection-diffusion equation with time-dependent coefficients on a bounded interval. The problem includes inhomogeneous Dirichlet boundary conditions and is motivated by physical models where the…

We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…

We consider $d\times d$ tensors $A(x)$ that are symmetric, positive semi-definite, and whose row-divergence vanishes identically. We establish sharp inequalities for the integral of $(\det A)^{\frac1{d-1}}$. We apply them to models of…

Let $X$ be a linear diffusion taking values in $(\ell,r)$ and consider the standard Euler scheme to compute an approximation to $\mathbb{E}[g(X_T)\mathbf{1}_{[T<\zeta]}]$ for a given function $g$ and a deterministic $T$, where…

In this article a theoretical framework for the Galerkin finite element approximation to the time-dependent Riesz tempered fractional problem is provided without the fractional regularity assumption. Because the time-dependent problems…

This work investigates the optimal error estimate of the fully discrete scheme for the variable-exponent subdiffusion model under the nonuniform temporal mesh. We apply the perturbation method to reformulate the original model into its…

In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…

Non-equilibrium fluid dynamics derived from the extended irreversible thermodynamics of the causal M\"uller--Israel--Stewart theory of dissipative processes in relativistic fluids based on Grad's moment method is applied to the study of the…

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

We show that for any perfect fluid in a static spacetime, if the Einstein constraint equation is satisfied and the temperature of the fluid obeys Tolman's law, then the other components of Einstein's equation are implied by the assumption…

We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…

We prove $L^{\infty}_{t}W^{1,p}_{x}$ Sobolev estimates in the Keller-Segel system with linear diffusion in any dimensionby proving a functional inequality, inspired by the Brezis-Gallou\"et-Wainger inequality. These estimates are also valid…

We address the inverse problem of identifying a time-dependent potential coefficient in a one-dimensional diffusion equation subject to Dirichlet boundary conditions and a nonlocal integral overdetermination constraint reflecting spatially…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…

Consider a generalized diffusion on R with speed measure m, in the natural scale. It is known that the conditional hitting times have a unimodal density function. We show that these hitting densities are bell-shaped if and only if m has…

In this article, we prove Herglotz's theorem for Hilbert-valued time series. This requires the notion of an operator-valued measure, which we shall make precise for our setting. Herglotz's theorem for functional time series allows to…

In this paper, we establish a strong maximum principle for fractional diffusion equations with multiple Caputo derivatives in time, and investigate a related inverse problem of practical importance. Exploiting the solution properties and…