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

In this paper we establish the uniqueness of a solution to a stationary convection-diffusion equation in divergence form with an exponentially summable generalized divergence-free drift.

We consider the drift-diffusion equation $u_t-\epsilon\Delta u + \nabla \cdot(u\nabla K^*u)=0$ in the whole space with global-in-time solutions bounded in all Sobolev spaces; for simplicity, we restrict ourselves to the model case…

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

We prove that the steady--state Navier--Stokes problem in a plane Lipschitz domain $\Omega$ exterior to a bounded and simply connected set has a $D$-solution provided the boundary datum $\a \in L^2(\partial\Omega)$ satisfies ${1\over…

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…

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…

We present sharp conditions on divergence-free drifts in Lebesgue spaces for the passive scalar advection-diffusion equation \[ \partial_t \theta - \Delta \theta + b \cdot \nabla \theta = 0 \] to satisfy local boundedness, a single-scale…

For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…

In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…

In this article, we are concerned with the following eigenvalue problem of a linear second order elliptic operator: \begin{equation} \nonumber -D\Delta \phi -2\alpha\nabla m(x)\cdot \nabla\phi+V(x)\phi=\lambda\phi\ \ \hbox{ in }\Omega,…

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla…

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

Let $\Om\subset\RR^N$ a bounded domain with a Lipschitz continuous boundary. We study the controllability of the space-time fractional diffusion equation \begin{equation*} \begin{cases} \mathbb D_t^\alpha u+(-\Delta)^su=0\;\;&\mbox{ in…

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…

We consider the Fast Diffusion Equation $u_t=\Delta u^m$ posed in a bounded smooth domain $\Omega\subset \RR^d$ with homogeneous Dirichlet conditions; the exponent range is $m_s=(d-2)_+/(d+2)<m<1$. It is known that bounded positive…

We discuss analogies between the charge- and spin response functions of itinerant magnets. We show that the spin-analog of the charge stiffness is not given by the usual spin stiffness rho_s, but by the dynamic spin stiffness D_s, which is…

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…

Our aim is to study the limit of the solution of reaction-diffusion porous medium equation with linear drift $\displaystyle\partial_t u -\Delta u^m +\nabla \cdot (u \: V)=g(t,x,u) $, as $m\to\infty.$ We study the problem in bounded domain…

The results established by Flandoli, Gubinelli and Priola ({\it Invent. Math.} {\bf 180} (2010) 1--53) for stochastic transport equation with bounded and H\"{o}lder continuous drift are generalized to bounded and Dini continuous drift. The…