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In the present paper, we discuss solvability questions of a non-local problem with integral form transmitting conditions for diffusion-wave equation with the Caputo fractional derivative in a domain bounded by smooth curves. The uniqueness…

Analysis of PDEs · Mathematics 2015-07-07 P. Agarwal , A. S. Berdyshev , E. T. Karimov

This paper aims to investigate a multi-dimensional transport equation with nonlocal velocity and fractional dissipation.The balance between the nonlinearity and dissipation gives rise to three different cases, namely the subcritical,…

Analysis of PDEs · Mathematics 2024-05-28 Wanwan Zhang

Nonnegative directional splittings of anisotropic diffusion operators in the divergence form are investigated. Conditions are established for nonnegative directional splittings to hold in a neighborhood of an arbitrary interior point. The…

Numerical Analysis · Mathematics 2016-03-22 Cuong Ngo , Weizhang Huang

In this article, we present an extension of the splitting algorithm proposed in [22] to networks of conservation laws with piecewise linear discontinuous flux functions in the unknown. We start with the discussion of a suitable Riemann…

Numerical Analysis · Mathematics 2022-09-08 Jan Friedrich , Simone Göttlich , Annika Uphoff

A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…

Probability · Mathematics 2016-10-10 Janos Englander , Liang Zhang

In this work, we design and analyze a Hybrid High-Order (HHO) discretization method for incompressible flows of non-Newtonian fluids with power-like convective behaviour. We work under general assumptions on the viscosity and convection…

Numerical Analysis · Mathematics 2022-01-11 Daniel Castanon Quiroz , Daniele Antonio Di Pietro , André Harnist

We prove an existence and uniqueness result for solutions to nonlinear diffusion equations with degenerate mobility posed on a bounded interval for a certain density $u$. In case of \emph{fast-decay} mobilities, namely mobilities functions…

Analysis of PDEs · Mathematics 2019-02-08 N. Ansini , S. Fagioli

We propose a hybridizable discontinuous Galerkin (HDG) finite element method to approximate the solution of the time dependent drift-diffusion problem. This system involves a nonlinear convection diffusion equation for the electron…

Numerical Analysis · Mathematics 2018-11-27 Gang Chen , Peter Monk , Yangwen Zhang

We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…

Analysis of PDEs · Mathematics 2021-01-26 Alessandro Goffi

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…

Probability · Mathematics 2018-01-24 Benedict Baur , Martin Grothaus

In the study of concavity properties of positive solutions to nonlinear elliptic partial differential equations the diffusion and the nonlinearity are typically independent of the space variable. In this paper we obtain new results aiming…

Analysis of PDEs · Mathematics 2023-09-01 Nouf Almousa , Claudia Bucur , Roberta Cornale , Marco Squassina

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

A novel explicit method to model Lorentz linear dispersive media with finite difference method are presented. The method shows an explicit method without any modification to the Leap-Frogging scheme. The polarizations of the Lorentz media…

Numerical Analysis · Mathematics 2020-07-22 Hiroshi Abe

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Probability · Mathematics 2025-11-26 Felix Otto , Christian Wagner

We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…

Probability · Mathematics 2022-08-03 Umberto Pappalettera

We investigate a variational approach to nonpotential perturbations of gradient flows of nonconvex energies in Hilbert spaces. We prove existence of solutions to elliptic-in-time regularizations of gradient flows by combining the…

Analysis of PDEs · Mathematics 2016-05-04 Stefano Melchionna

Numerical resolution of exterior Helmholtz problems requires some approach to domain truncation. As an alternative to approximate nonreflecting boundary conditions and invocation of the Dirichlet-to-Neumann map, we introduce a new, nonlocal…

Numerical Analysis · Mathematics 2021-03-04 Robert C. Kirby , Andreas Klöckner , Ben Sepanski

We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Holder continuous drift term. We prove existence of a global flow of diffeomorphisms by means of a special transformation of the drift of…

Probability · Mathematics 2009-07-22 F. Flandoli , M. Gubinelli , E. Priola

We develop mixed finite element methods for nonlinear reaction-diffusion equations with interfaces which have Robin-type interface conditions. We introduce the velocity of chemicals as new variables and reformulate the governing equations.…

Numerical Analysis · Mathematics 2023-04-27 Jeonghun J. Lee , Xinran Jin