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In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for…
In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…
We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…
We prove existence of smooth solutions to linear degenerate parabolic equations on bounded domains assuming a structure condition of Fichera. We use this to give a proof of a smooth short time existence result for the porous medium equation…
In this paper we study the nonlinear Neumann boundary value problem of the following equations -\text{div}(|\nabla u|^{p_{1}(x)-2}\nabla u)-\text{div}(|\nabla u|^{p_{2}(x)-2}\nabla u)+|u|^{p_{1}(x)-2}u+|u|^{p_{2}(x)-2}u=\lambda f(x,u) in a…
We consider the elliptic equation $-\Delta u+ u=0$ in a bounded, smooth domain $\Omega\subset\mathbb R^{2}$ subject to the nonlinear Neumann boundary condition $\partial u/\partial\nu = |u|^{p-1}u$ on $\partial\Omega$ and study the…
This paper provides a quantitative study of nonnegative solutions to nonlinear diffusion equations of porous medium-type of the form $\partial_t u + {\mathcal L}u^m=0$, $m>1$, where the operator ${\mathcal L}$ belongs to a general class of…
We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In…
In this paper we deal with the initial value problem related to a family of dispersive inhomogeneous evolution equations Pu=f with variable coefficients belonging to the class of p-evolution equations, $p\geq 2$. We study the smoothing…
This paper investigates the asymptotic behavior of the solutions of the Fisher-KPP equation in a heterogeneous medium, $$\partial_t u = \partial_{xx} u + f(x,u),$$ associated with a compactly supported initial datum. A typical nonlinearity…
The asymptotic behavior of the solution of an infinite set of Smoluchowski's discrete coagulation-fragmentation-diffusion equations with non-homogeneous Neumann boundary conditions, defined in a periodically perforated domain, is analyzed.…
This work is concerned with the equation $ \partial_t \rho = \Delta_x \rho^m $, $ m > 1 $, known as the porous medium equation. It shows stability of the pressure of solutions close to flat travelling wave fronts in the homogeneous…
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with…
Let $\Omega$ be a smooth bounded domain in $\R^n$, $n\ge 3$, $0<m\le\frac{n-2}{n}$, $a_1,a_2,..., a_{i_0}\in\Omega$, $\delta_0=\min_{1\le i\le i_0}{dist }(a_i,\1\Omega)$ and let…
We prove a multiplicity result for non-constant weak solutions $u \in H^1(\Omega)$ for the quasilinear elliptic equation \[ \begin{cases} \displaystyle-\text{div}(A(x,u)\nabla u) + \frac{1}{2} D_sA(x,u)\nabla u \cdot \nabla u = g(x,u) -…
Let $\Omega$ be a domain in $\mathbb R^N$, where $N \ge 2$ and $\partial\Omega$ is not necessarily bounded. We consider two fast diffusion equations $\partial_t u= \mbox{div}(|\nabla u|^{p-2}{\nabla u})$ and $\partial_t u= \Delta u^{m}$,…
We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…
We study a porous medium equation, with nonlocal diffusion effects given by an inverse fractional Laplacian operator. We pose the problem in n-dimensional space for all t>0 with bounded and compactly supported initial data, and prove…
We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^\mu [\varphi (u)]=0$. Here $\mathcal{L}^\mu$ can be…
We consider nonlinear diffusion equations of the form $\partial_t u= \Delta \phi(u)$ in $\mathbb R^N$ with $N \ge 2.$ When $\phi(s) \equiv s$, this is just the heat equation. Let $\Omega$ be a domain in $\mathbb R^N$, where $\partial\Omega$…