Related papers: Modelling with measures: Approximation of a mass-e…
Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…
The aim of this paper is to develop a mathematical framework for opto-elastography. In opto-elastography, a mechanical perturbation of the medium produces a decorrelation of optical speckle patterns due to the displacements of optical…
We consider the initial-boundary value problem of a system of reaction-diffusion equations with density-dependent motility \begin{equation*}\label{e1}\tag{$\ast$} \begin{cases} u_t=\Delta(\gamma(v)u)+\alpha u F(w) -\theta u, &x\in \Omega,…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…
In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…
In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…
We propose a method for measuring the cosmological density parameter $\Omega$ from the statistics of the divergence field, $\theta \equiv H^{-1} \div v$, the divergence of peculiar velocity, expressed in units of the Hubble constant, $H…
The stochastic limit approximation method for ``rapid'' decay is presented, where the damping rate \gamma is comparable to the system frequency \Omega, i.e., \gamma \sim \Omega, whereas the usual stochastic limit approximation is applied…
We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…
In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…
We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…
For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…
We consider evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions. For this class of problems, we derive two-sided estimates of the distance between any function in the admissible energy space and exact…
We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…