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We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve…

Numerical Analysis · Mathematics 2015-06-12 Tony Lelièvre , Francis Nier , Grigorios A. Pavliotis

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

Assume that $(u_n)$ is a sequence of solutions to heterogeneous equations with rough coefficients and fractional derivatives, weakly converging to zero in ${\rm L}^p(\R^{d+m})$, with $p>1$. We prove that the sequence of averaged quantities…

Analysis of PDEs · Mathematics 2014-02-04 Martin Lazar , Darko Mitrovic

Liouville theorems for scaling invariant nonlinear parabolic equations and systems (saying that the equation or system does not possess positive entire solutions) guarantee optimal universal estimates of solutions of related initial and…

Analysis of PDEs · Mathematics 2020-10-01 Pavol Quittner

We consider semi-discrete first-order finite difference schemes for a nonlinear degenerate convection-diffusion equations in one space dimension, and prove an L1 error estimate. Precisely, we show that the L1 loc difference between the…

Analysis of PDEs · Mathematics 2012-09-20 K. H. Karlsen , U. Koley , N. H. Risebro

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

In this paper, we propose a PDE-based optimization motivated by the problem of microfluidic heat transfer to finding the optimal incompressible velocity fields in 2D domain. To solve this optimization model, we use spectral method to…

Dynamical Systems · Mathematics 2022-08-09 Yunfei Song

This paper investigates the distribution of integral points on projective varieties via two distinct methods: the Ru-Vojta theorem and our higher-dimensional generalization of the Huang-Levin-Xiao inequalities. These approaches operate…

Number Theory · Mathematics 2026-04-30 Julie Tzu-Yueh Wang , Zheng Xiao

This paper considers a class of nonlinear, degenerate drift- diffusion equations. We study well-posedness and regularity properties of the solutions, with the goal to achieve uniform H\"{o}lder regularity in terms of $L^p$-bound on the…

Analysis of PDEs · Mathematics 2017-12-01 Inwon Kim , Yuming Zhang

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…

Optimization and Control · Mathematics 2012-03-16 Erhan Bayraktar , Hao Xing

We study integrability conditions for existence and nonexistence of a local-in-time integral solution of fractional semilinear heat equations with rather general growing nonlinearities in uniformly local $L^p$ spaces. Our main results about…

Analysis of PDEs · Mathematics 2020-01-23 Théo Giraudon , Yasuhito Miyamoto

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

In this paper we give an elementary proof for transference of local to global maximal estimates for dispersive PDEs. This is done by transferring local $L^2$ estimates for certain oscillatory integrals with rough phase functions, to the…

Analysis of PDEs · Mathematics 2023-10-25 Alejandro J. Castro , Salvador Rodríguez-López , Wolfgang Staubach

In this paper, we derive suitable optimal $L^p-L^q$ decay estimates, $1\leq p\leq q\leq \infty$, for the solutions to the $\sigma$-evolution equation, $\sigma>1$, with structural damping and power nonlinearity $|u|^{1+\alpha}$ or…

Analysis of PDEs · Mathematics 2022-02-11 Marcello D'Abbicco , Marcelo Rempel Ebert

A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…

Analysis of PDEs · Mathematics 2018-09-19 Marta De León-Contreras , István Gyöngy , Sizhou Wu

We present an $L_q(L_{p})$-theory for the equation $$ \partial_{t}^{\alpha}u=\phi(\Delta) u +f, \quad t>0,\, x\in \mathbb{R}^d \quad\, ;\, u(0,\cdot)=u_0. $$ Here $p,q>1$, $\alpha\in (0,1)$, $\partial_{t}^{\alpha}$ is the Caputo fractional…

Analysis of PDEs · Mathematics 2020-12-16 Kyeong-hun Kim , Daehan Park , Junhee Ryu

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain
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