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The work concerns the space-distribution dependent Zakai equations from nonlinear filtering problems of McKean-Vlasov stochastic differential equations with correlated noises. First of all, we establish the space-distribution dependent…
We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…
We develop an operator-theoretical method for the analysis on well posedness of partial differential equations that can be modeled in the form \begin{equation*} \left\{ \begin{array}{rll} \Delta^{\alpha} u(n) &= Au(n+2) + f(n,u(n)), \quad n…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
In this work we study the existence, uniqueness and polynomial stability of the pseudo almost periodic mild solutions of semi-linear diffusion equations with rough coefficients in certain interpolation spaces. First, we rewirte the…
We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo spectral collocation on a grid defined by the zeros of a non-standard family…
We investigate the well-posedness theory of the 2-D fractional nonlinear Schr\"odinger equation (NLSE) with a mixed degree of derivatives. Motivated by models in optics and photonics where the light propagation is governed by non-quadratic,…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
We study the existence and uniqueness of solutions of a nonlinear integro-differential problem which we reformulate introducing the notion of the decreasing rearrangement of the solution. A dimensional reduction of the problem is obtained…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…
We prove probabilistic well-posedness for a 2D viscous nonlinear wave equation modeling fluid-structure interaction between a 3D incompressible, viscous Stokes flow and nonlinear elastodynamics of a 2D stretched membrane. The focus is on…
Motivated by models for biofilm growth, we consider Cauchy problems for quasilinear reaction diffusion equations where the diffusion coefficient has a porous medium type degeneracy as well as a singularity. We prove results on the…
In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…