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We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to computing the expectations of suitable nonnegative local martingales, and to the distributions of related diffusions with unit…
The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
We study nonnegative solutions to the Cauchy problem for the Fractional Fast Diffusion Equation on a suitable class of connected, noncompact Riemannian manifolds. This parabolic equation is both singular and nonlocal: the diffusion is…
Let $\Delta^{1}_{p}$ denote the $1$-homogeneous $p$-Laplacian, for $1 \leq p \leq \infty$. This paper proves that the unique bounded, continuous viscosity solution $u$ of the Cauchy problem \[ \left\{ \begin{array}{c} u_{t} \ - \ (…
In this paper, we consider the Cauchy problem of the isentropic compressible Navier-Stokes equations with degenerate viscosity and vacuum in $\mathbb{R}$, where the viscosity depends on the density in a super-linear power law(i.e.,…
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
We will extend a recent result of B.Choi, P.Daskalopoulos and J.King. For any $n\ge 3$, $0<m<\frac{n-2}{n+2}$ and $\gamma>0$, we will construct subsolutions and supersolutions of the fast diffusion equation $u_t=\frac{n-1}{m}\Delta u^m$ in…
In this paper, we study the decay rate in time to solutions of the Cauchy problem for the one-dimensional viscous conservation law where the far field states are prescribed. Especially, we deal with the case that the flux function which is…
We investigate the Cauchy problem for a semilinear parabolic equation driven by a mixed local-nonlocal diffusion operator of the form \[ \partial_t u - (\Delta - (-\Delta)^{\mathsf{s}})u = \mathsf{h}(t)|x|^{-b}|u|^p + t^\varrho…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…
We study the existence and qualitative properties of solutions to the Cauchy problem associated to the quasilinear reaction-diffusion equation $$ \partial_tu=\Delta u^m+(1+|x|)^{\sigma}u^p, $$ posed for $(x,t)\in\real^N\times(0,\infty)$,…
The first part of this paper is devoted to the derivation of a technical result, related to the stability of the solution of a reaction-diffusion equation $u_t-\Delta u = f(x,u)$ on $(0,\infty)\times \mathbb{R}^N$, where the initial datum…
We consider the Cauchy problem for the Hamilton-Jacobi equation with critical dissipation, $$ \partial_t u + (-\Delta)^{ 1/2} u = |\nabla u|^p, \quad x \in \mathbb R^N, t > 0, \qquad u(x,0) = u_0(x) , \quad x \in \mathbb R^N, $$ where $p >…
We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…
We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…
We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…
We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…
We study the Cauchy problem for the advection-diffusion equation $\partial_t u + \mathrm{div} (u b ) = \Delta u$ associated with a merely integrable divergence-free vector field $b$ defined on the torus. We discuss existence, regularity and…
Consider the Cauchy problem for a nonlinear diffusion equation \begin{equation} \tag{P} \left\{ \begin{array}{ll} \partial_t u=\Delta u^m+u^\alpha & \quad\mbox{in}\quad{\bf R}^N\times(0,\infty),\\ u(x,0)=\lambda+\varphi(x)>0 &…