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A nonlinear Poisson--Boltzmann equation with transmission boundary conditions at the interface between two materials is investigated. The model describes the electrostatic potential generated by a vector of ion concentrations in a periodic…
A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…
For a second order formally symmetric elliptic differential expression we show that the knowledge of the Dirichlet-to-Neumann map or Robin-to-Dirichlet map for suitably many energies on an arbitrarily small open subset of the boundary…
We study solution techniques for a linear-quadratic optimal control problem involving fractional powers of elliptic operators. These fractional operators can be realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem…
We consider the tensorial diffusion equation, and address the discrete maximum-minimum principle of mixed finite element formulations. In particular, we address non-negative solutions (which is a special case of the maximum-minimum…
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…
We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…
In this paper, we first present a Gearhardt-Pr\"uss type theorem with a sharp bound for m-accretive operators. Then we give two applications: (1) give a simple proof of the result proved by Constantin et al. on relaxation enhancement…
In this paper we show existence of solutions for some elliptic problems with nonlocal diffusion by means of nonvariational tools. Our proof is based on the use of topological degree, which requires a priori bounds for the solutions. We…
We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…
In the present paper we investigate the inverse problem of identifying simultaneously the diffusion matrix, source term and boundary condition as well as the state in the Neumann boundary value problem for an elliptic partial differential…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
The continuum-scale electrokinetic porous-media flow and excess charge redistribution equations are uncoupled using eigenvalue decomposition. The uncoupling results in a pair of independent diffusion equations for "intermediate" potentials…
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.
We consider divergence form elliptic operators of the form $L=-\dv A(x)\nabla$, defined in $R^{n+1} = \{(x,t)\in R^n \times R \}$, $n \geq 2$, where the $L^{\infty}$ coefficient matrix $A$ is $(n+1)\times(n+1)$, uniformly elliptic, complex…