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Usually Fokker-Planck type partial differential equations (PDEs) are well-posed if the initial condition is specified. In this paper, alternatively, we consider the inverse problem which consists in prescribing final data: in particular we…

Analysis of PDEs · Mathematics 2021-09-28 Lucas Izydorczyk , Nadia Oudjane , Francesco Russo , Gianmario Tessitore

We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…

Classical Physics · Physics 2023-04-14 Imre Ferenc Barna , László Mátyás

In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…

Optimization and Control · Mathematics 2015-01-07 Kenichi Fujishiro

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…

Statistical Mechanics · Physics 2020-09-01 Francisco J. Sevilla

We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical…

Machine Learning · Statistics 2020-11-18 Hassan Arbabi , Felix P. Kemeth , Tom Bertalan , Ioannis Kevrekidis

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…

Probability · Mathematics 2015-08-24 Zsolt Pajor-Gyulai , Michael Salins

In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…

Analysis of PDEs · Mathematics 2024-11-11 Yuri Luchko , Masahiro Yamamoto

We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak…

Analysis of PDEs · Mathematics 2020-04-30 Yavar Kian , Masahiro Yamamoto

The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…

Mathematical Physics · Physics 2024-10-14 Andy Manapany , Sébastien Fumeron , Malte Henkel

In this paper, we investigate a class of semilinear wave equations in non-cylindrical time-dependent domains, subject to exterior homogeneous Dirichlet conditions. Under mild regularity and monotonicity assumptions on the evolving spatial…

Analysis of PDEs · Mathematics 2026-01-28 Mauro Bonafini , Van Phu Cuong Le , Riccardo Molinarolo

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

Numerical Analysis · Mathematics 2019-02-07 Andrea Barth , Andreas Stein

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…

Probability · Mathematics 2015-08-04 David Baños , Paul Krühner

For a fixed bounded domain $D \subset \mathbb{R}^N$ we investigate the asymptotic behaviour for large times of solutions to the $p$-Laplacian diffusion equation posed in a tubular domain \begin{equation*} \partial_t u = \Delta_p u \quad…

Analysis of PDEs · Mathematics 2019-02-14 Alessandro Audrito , Juan Luis Vázquez

We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…

Disordered Systems and Neural Networks · Physics 2013-10-02 Renat T. Sibatov , Vladimir V. Uchaikin

In this article, we study the unique determination of convection term and the time-dependent density coefficient appearing in a convection-diffusion equation from partial Dirichlet to Neumann map measured on boundary.

Analysis of PDEs · Mathematics 2019-11-14 Suman Kumar Sahoo , Manmohan Vashisth

The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…

Probability · Mathematics 2007-06-13 Sergio Albeverio , Carlo Marinelli

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski