Related papers: Drift-diffusion equations on domains in $\mathbb{R…

We consider the problem of essential self-adjointness of the drift-diffusion operator $H=-\frac{1}{\rho}\nabla\cdot \rho \mathbb D\nabla +V$ on domains $\Omega \subset \mathbb{R}^d$ with $\mathcal{C}^2$-boundary $\partial \Omega$ and for…

We consider general symmetric systems of first order linear partial differential operators on domains $\Omega \subset \mathbb{R}^d$, and we seek sufficient conditions on the coefficients which ensure essential self-adjointness. The…

This work is devoted to the analysis of the quantum drift-diffusion model derived by Degond et al. The model is obtained as the diffusive limit of the quantum Liouville-BGK equation, where the collision term is defined after a local quantum…

Let $\Omega$ be a bounded domain in $R^n$ with $C^2$-smooth boundary of co-dimension 1, and let $H=-\Delta +V(x)$ be a Schr\"odinger operator on $\Omega$ with potential V locally bounded. We seek the weakest conditions we can find on the…

For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…

We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension $d$ with constant diffusion coefficient and bounded measurable drift coefficient. In the scheme, a randomization of the time variable…

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…

Let $\Omega$ be a domain in $\Ri^d$ with boundary $\Gamma$ and let $d_\Gamma$ denote the Euclidean distance to $\Gamma$. Further let $H=-\divv(C\nabla)$ where $C=(\,c_{kl}\,)>0$ with $c_{kl}=c_{lk}$ are real, bounded, Lipschitz continuous…

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

We consider the diffusion equation in the setting of operator theory. In particular, we study the characterization of the limit of the diffusion operator for diffusivities approaching zero on a subdomain $\Omega_1$ of the domain of…

We consider the drift-diffusion equation $$ u_t-\varepsilon \Delta u+\nabla\cdot(u\nabla K\star u)=0 $$ in the whole space with global-in-time bounded solutions. Mass concentration phenomena for radially symmetric solutions of this equation…

We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

A system of drift-diffusion equations with electric field under Dirichlet boundary conditions is analyzed. The system of strongly coupled parabolic equations for particle density and spin density vector describes the spin-polarized…

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…

This work establishes the weak convergence of Euler-Maruyama's approximation for stochastic differential equations (SDEs) with singular drifts under the integrability condition in lieu of the widely used growth condition. This method is…