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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

The asymptotic stability of a global solution satisfying Hamilton-Jacobi equations with jumps will be analyzed in dependence on the strong dissipativity of the jump control function and using orbits of the differentiable flows to describe…

Mathematical Physics · Physics 2009-09-08 Amir Mahmood , Saima Parveen

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

Optimization and Control · Mathematics 2018-07-16 Jinniao Qiu

In this paper we study the following one-dimensional reaction-diffusion problem $$ u_t+(-\Delta)^s u=f(x-c t, u) \;\:\textrm{ in } \mathbb{R}\times (0,+\infty), $$ where $s>\frac{1}{2}$, $c \in \mathbb{R}$ is a prescribed velocity, and $f$…

Analysis of PDEs · Mathematics 2025-09-29 Sebastián Flores-Sepúlveda , Gabrielle Nornberg , Alexander Quaas

Reaction-diffusion equations describe various spatially extended processes that unfold as traveling fronts moving at constant velocity. We introduce and solve analytically a model that, besides such fronts, supports solutions advancing as…

Biological Physics · Physics 2026-02-13 Louis Brezin , Kyle J. Shaffer , Kirill S. Korolev

This paper considers a susceptible-infected-susceptible (SIS) epidemic reaction-diffusion model with no-flux boundary conditions and varying total population. The interaction of the susceptible and infected people is describe by the…

Analysis of PDEs · Mathematics 2024-12-13 Rui Peng , Rachidi B. Salako , Yixiang Wu

Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…

Analysis of PDEs · Mathematics 2016-08-24 P Broadbridge , BH Bradshaw-Hajek

We prove the well-posedness of a general evolution reaction-nonlocal diffusion problem under two sets of assumptions. In the first set, the main hypothesis is the Lipschitz continuity of the range kernel and the bounded variation of the…

Analysis of PDEs · Mathematics 2024-01-26 Gonzalo Galiano

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

In this paper, we investigate an initial-boundary-value problem of a reaction-diffusion equation in a bounded domain with a Robin boundary condition and introduce some particular parameters to consider the non-zero flux on the boundary.…

Analysis of PDEs · Mathematics 2022-09-16 Luís Almeida , Pierre-Alexandre Bliman , Nga Nguyen , Nicolas Vauchelet

We study well-posedness and long-time behaviour of aggregation-diffusion equations of the form $\frac{\partial \rho}{\partial t} = \Delta \rho^m + \nabla \cdot( \rho (\nabla V + \nabla W \ast \rho))$ in the fast-diffusion range, $0<m<1$,…

Analysis of PDEs · Mathematics 2023-04-11 José A. Carrillo , A. Fernández-Jiménez , D. Gómez-Castro

We consider a two-species reaction-diffusion system in one space dimension that is derived from an epidemiological model in a spatially periodic environment with two types of pathogens: the wild type and the mutant. The system is of a…

Analysis of PDEs · Mathematics 2025-01-22 Quentin Griette , Hiroshi Matano

We consider an epidemic model with nonlocal diffusion and free boundaries, which describes the evolution of an infectious agents with nonlocal diffusion and the infected humans without diffusion, where humans get infected by the agents, and…

Analysis of PDEs · Mathematics 2019-12-06 Meng Zhao , Yang Zhang , Wan-Tong Li , Yihong Du

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

We study nonlocal first-order equations arising in the theory of dislocations. We prove the existence and uniqueness of the solutions of these equations in the case of positive and negative velocities, under suitable regularity assumptions…

Analysis of PDEs · Mathematics 2009-02-13 Guy Barles , Olivier Ley

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

Under consideration is the hyperbolic relaxation of a semilinear reaction-diffusion equation on a bounded domain, subject to a dynamic boundary condition. We also consider the limit parabolic problem with the same dynamic boundary…

Dynamical Systems · Mathematics 2013-04-19 Ciprian G. Gal , Joseph L. Shomberg

We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…

In this paper, we study an integro-differential equation which describes the evolutionary dynamics of a population structured by a phenotypic trait. This population undergoes asexual reproduction, competition, selection, and mutation. We…

Analysis of PDEs · Mathematics 2025-11-18 Caroline Guinet , Sepideh Mirrahimi , Jean-Michel Roquejoffre

Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim
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