Related papers: Limiting dynamics for stochastic nonclassical diff…
Analytic solutions to the nonlinear radiation diffusion equation with an instantaneous point source for a non-homogeneous medium with a power law spatial density profile, are presented. The solutions are a generalization of the well known…
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems that lead to energy and entropy bounded solutions. A step-by-step procedure for general nonlinear hyperbolic problems on…
In this work we investigate the dynamical properties of a mixture of mutually interacting spherical molecules of different masses and sizes. From an analysis of the microscopic laws governing the motion of the molecules we derive a set of…
It is known that when the diffuse interface thickness $\epsilon$ vanishes, the sharp interface limit of the stochastic reaction-diffusion equation is formally a stochastic geometric flow. To capture and simulate such geometric flow, it is…
We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…
We consider in a smooth and bounded two dimensional domain the convergence in the $L^2$ norm, uniformly in time, of the solution of the stochastic Navier-Stokes equations with additive noise and no-slip boundary conditions to the solution…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
We investigate the asymptotic behaviors of the solution $u(t, \cdot)$ to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional…
We study the limiting behavior of the two-dimensional singular stochastic stochastic cubic nonlinear complex Ginzburg-Landau with Gibbs measure initial data. We show that in the appropriate small viscosity and small noise regimes, the…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…
It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…
A Maxwell-Stefan system for fluid mixtures with driving forces depending on Cahn-Hilliard-type chemical potentials is analyzed. The corresponding parabolic cross-diffusion equations contain fourth-order derivatives and are considered in a…
We construct one- and two-particle irreducible (1PI and 2PI) effective actions for the stochastic fluid dynamics of a conserved density undergoing diffusive motion. We compute the 1PI action at one-loop order, and the 2PI action in two-loop…
In this paper, the authors propose a numerical method to compute the solution of a nonlinear reaction-diffusion problem in the case of HS-regime. The initial condition is a nonnegative function with compact support. The problem is split in…
The inviscid limit for the two-dimensional compressible viscoelastic equations on the half plane is considered under the no-slip boundary condition. When the initial deformation tensor is a perturbation of the identity matrix and the…
We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…