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We prove an existence result for nonlinear diffusion equations in the presence of a nonlocal density-dependent drift which is not necessarily potential. The proof is constructive and based on the Helmholtz decomposition of the drift and a…

Analysis of PDEs · Mathematics 2016-06-16 Guillaume Carlier , Maxime Laborde

We study the large-time behaviour of nonnegative solutions to the Cauchy problem for a nonlocal heat equation with a nonlinear convection term. The diffusion operator is the infinitesimal generator of a stable L\'evy process, which may be…

Analysis of PDEs · Mathematics 2023-11-29 Jørgen Endal , Liviu I. Ignat , Fernando Quirós

Viscosity solutions of fully nonlinear, local or non local, Hamilton-Jacobi equations with a super-quadratic growth in the gradient variable are proved to be H\"older continuous, with a modulus depending only on the growth of the…

Optimization and Control · Mathematics 2011-10-18 Pierre Cardaliaguet , Catherine Rainer

We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…

Statistical Mechanics · Physics 2026-02-16 Stefano Giordano , Ralf Blossey

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

Dynamical Systems · Mathematics 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

We consider a nonlocal aggregation equation with nonlinear diffusion which arises from the study of biological aggregation dynamics. As a degenerate parabolic problem, we prove the well-posedness, continuation criteria and smoothness of…

Mathematical Physics · Physics 2009-02-13 Dong Li , Xiaoyi Zhang

We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{2+\varepsilon,loc}$, and the drift in a Morrey class containing $L_{d}$. We prove the unique strong solvability in…

Probability · Mathematics 2022-08-19 N. V. Krylov

We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…

Analysis of PDEs · Mathematics 2018-01-08 Giuseppe Coclite , Andrea Corli , Lorenzo di Ruvo

We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…

Probability · Mathematics 2019-08-09 Soledad Torres , Lauri Viitasaari

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

Probability · Mathematics 2023-01-02 Alexander Veretennikov

We prove existence, uniqueness, and regularity of viscosity solutions to the stationary and evolution obstacle problems defined by a class of nonlocal operators that are not stable-like and may have supercritical drift. We give sufficient…

Analysis of PDEs · Mathematics 2017-10-03 Donatella Danielli , Arshak Petrosyan , Camelia A. Pop

We deal with the vanishing viscosity scheme for the transport/continuity equation $\partial_t u + \text{div }(u\boldsymbol{b} ) = 0$ drifted by a divergence-free vector field $\boldsymbol{b}$. Under general Sobolev assumptions on…

Analysis of PDEs · Mathematics 2024-02-14 Paolo Bonicatto , Gennaro Ciampa , Gianluca Crippa

We show that relativistic fluids behave as non-Newtonian fluids. First, we discuss the problem of acausal propagation in the diffusion equation and introduce the modified Maxwell-Cattaneo-Vernotte (MCV) equation. By using the modified MCV…

High Energy Physics - Phenomenology · Physics 2015-05-20 Tomoi Koide

The comparison principle and the existence of the solution of the integro-differential equation with L{\'e}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate…

Analysis of PDEs · Mathematics 2010-12-15 M. Arisawa

We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition…

Fluid Dynamics · Physics 2015-06-15 Etienne Mémin

We prove existence of a unique global-in-time weak solutions of the Navier-Stokes equations that govern the motion of a compressible viscous fluid with density-dependent viscosity in two-dimensional space. The initial velocity belongs to…

Analysis of PDEs · Mathematics 2024-09-18 Sagbo Marcel Zodji

We prove the well-posedness of entropy weak solutions for a class of space-discontinuous scalar conservation laws with non-local flux arising in traffic modeling. We approximate the problem adding a viscosity term and we provide $L^\infty$…

Analysis of PDEs · Mathematics 2021-05-24 Felisia Angela Chiarello , Giuseppe Maria Coclite

We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…

Analysis of PDEs · Mathematics 2020-06-29 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei

We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion $$ \partial_tu+(-\Delta)^{1/2}\log(1+u)=0, $$ posed for $x\in \mathbb{R}$, with nonnegative initial data…

Analysis of PDEs · Mathematics 2012-10-19 Arturo de Pablo , Fernando Quirós , Ana Rodríguez , Juan Luis Vázquez

We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…

Analysis of PDEs · Mathematics 2018-07-11 Tomasz Grzywny , Moritz Kassmann , Łukasz Leżaj