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We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…

Geophysics · Physics 2020-09-11 Tobias Rapp , Carsten Dachsbacher

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

We establish the well-posedness of an initial-boundary value problem of mixed type for a stochastic nonlinear parabolic-hyperbolic equation on a space domain $\cO=\cO'\X\cO''$ where a Neumann boundary condition is imposed on…

Analysis of PDEs · Mathematics 2022-01-25 Hermano Frid , Yachun Li , Daniel Marroquin , João F. C. Nariyoshi , Zirong Zeng

Using particle-scale simulations of non-suspended sediment transport for a large range of Newtonian fluids driving transport, including air and water, we determine the bulk transport cessation threshold $\Theta^r_t$ by extrapolating the…

Atmospheric and Oceanic Physics · Physics 2019-09-17 Thomas Pähtz , Orencio Durán

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

The purpose of this paper is to study the mixed Dirichlet-Neumann boundary value problem for the semilinear Darcy-Forchheimer-Brinkman system in $L_p$-based Besov spaces on a bounded Lipschitz domain in ${\mathbb R}^3$, with $p$ in a…

Analysis of PDEs · Mathematics 2018-07-31 R. Gutt , M. Kohr , S. E. Mikhailov , W. L. Wendland

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

We rigorously derive a weak form of the Lifshitz-Slyozov-Wagner equation as the homogenization limit of a Stefan-type problem describing reaction-controlled coarsening of a large number of small spherical particles. Moreover, we deduce that…

Analysis of PDEs · Mathematics 2010-06-07 Apostolos Damialis

A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…

Analysis of PDEs · Mathematics 2007-05-23 A. S. Fokas

We consider the equations of motion for an incompressible Non-Newtonian fluid in a bounded Lipschitz domain $G\subset\mathbb R^d$ during the time intervall $(0,T)$ together with a stochastic perturbation driven by a Brownian motion $W$. The…

Analysis of PDEs · Mathematics 2017-01-11 Dominic Breit

We consider a system of stochastic differential equations driven by a standard n-dimensional Brownian motion where the drift coefficient satisfies a Novikov-type condition while the diffusion coefficient is the identity matrix. We define a…

Probability · Mathematics 2013-07-15 Alberto Lanconelli

Consider the linear transport equation in $1$D under an external confining potential $\Phi$: \begin{equation*} \partial_t f + v \partial_x f - \partial_x \Phi \partial_v f = 0. \end{equation*} For $\Phi = \frac{x^2}{2} + \frac{\epsilon…

Analysis of PDEs · Mathematics 2021-09-29 Sanchit Chaturvedi , Jonathan Luk

We study the nonlinear steady Boltzmann equation in the half space, with phase transition and Dirichlet boundary condition. In particular, we study the regularity of the solution to the half-space problem in the situation that the gas is in…

Analysis of PDEs · Mathematics 2025-02-24 Hongxu Chen

The growth of stochastic interfaces in the vicinity of a boundary and the non-trivial crossover towards the behaviour deep in the bulk is analysed. The causal interactions of the interface with the boundary lead to a roughness larger near…

Statistical Mechanics · Physics 2014-10-16 Nicolas Allegra , Jean-Yves Fortin , Malte Henkel

We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…

Optimization and Control · Mathematics 2020-02-12 Michael Herty , Shi Jin , Yuhua Zhu

This paper establishes strong convergence rates for the spatial finite element discretization of a two-dimensional stochastic Navier--Stokes system with transport noise and no-slip boundary conditions on a convex polygonal domain. The main…

Numerical Analysis · Mathematics 2025-12-15 Binjie Li , Qin Zhou

Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…

Statistical Mechanics · Physics 2024-12-05 Tanmoy Chakraborty , Punyabrata Pradhan , Kavita Jain
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