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In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

We establish H\"older regularity for the weak solution to a degenerate diffusion equation in the presence of a local (drift) potential and nonlocal (interaction) term, posed in a bounded domain with no-flux boundary conditions. The…

Analysis of PDEs · Mathematics 2025-10-07 Yousef Alamri

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Numerical Analysis · Mathematics 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as…

Probability · Mathematics 2020-07-14 N. V. Krylov

Continuing our previous study \cite{DJKZ} on the monostable reaction-diffusion-convection equation, we analyze the bistable case under weak regularity assumptions. Our approach applies monostable results on the subintervals where the…

Analysis of PDEs · Mathematics 2026-01-22 Pavel Drábek , Soyeun Jung , Eunkyung Ko , Michaela Zahradníková

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of…

Probability · Mathematics 2014-06-19 Charles L. Epstein , Camelia A. Pop

We study the discrete nonlinear Schr\"oinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved, but on the other,…

Disordered Systems and Neural Networks · Physics 2014-02-25 D. M. Basko

We provide several regularity results for non-homogeneous drift-diffusion equations with applications to general dissipative SQG. Our results unify in a rather simple way several previously known results. We build the estimates on an…

Analysis of PDEs · Mathematics 2021-12-22 Quoc-Hung Nguyen , Yannick Sire , Le Xuan Truong

We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…

Probability · Mathematics 2015-08-28 K. Bahlali , Abouo Elouaflin , E. Pardoux

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

We establish a new regularity property for weak solutions of parabolic systems with coefficients depending measurably on time as well as on all spatial variables. Namely, weak solutions are locally H{\"o}lder continuous Lp valued functions…

Analysis of PDEs · Mathematics 2018-09-05 Pascal Auscher , Simon Bortz , Moritz Egert , Olli Saari

We revisit some issues about existence and regularity for the wave equation in noncylindrical domains. Using a method of diffeomorphisms, we show how, through increasing regularity assumptions, the existence of weak solutions, their…

Analysis of PDEs · Mathematics 2022-07-13 Giuliano Lazzaroni , Riccardo Molinarolo , Filippo Riva , Francesco Solombrino

We study the large-scale behaviour of a family of stochastic reaction-diffusion equations driven by long-range correlated noise in a weakly nonlinear regime. Depending on the decay of correlations of the noise and the strength of the…

Probability · Mathematics 2026-05-28 Simon Gabriel , Markus Tempelmayr

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…

Probability · Mathematics 2025-03-11 Nikola Sandrić

This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…

Statistical Mechanics · Physics 2009-11-10 Guillaume Bal , Tom Chou

We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…

Probability · Mathematics 2017-01-06 Meriem Bel Hadj Khlifa , Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili

We investigate the regularity in $L^p$ ($p>2$) of the gradient of any weak solution of a Cauchy problem with mixed Neumann-power type boundary conditions. Under suitable assumptions we prove the existence of weak solutions that satisfy…

Analysis of PDEs · Mathematics 2015-12-29 Luisa Consiglieri

We study a nonlinear system made up of an elliptic equation of blended singular/degenerate type and Poisson's equation with a lowly integrable source. We prove the existence of a weak solution in any space dimension and, chiefly, derive an…

Analysis of PDEs · Mathematics 2020-07-17 Edgard A. Pimentel , José Miguel Urbano

We are interested in the regularity of weak solutions $u$ to the elliptic equation in divergence form; precisely in their local boundedness and their local Lipschitz continuity under general growth conditions, the so called $p,q-$growth…

Analysis of PDEs · Mathematics 2023-09-28 Giovanni Cupini , Paolo Marcellini , Elvira Mascolo

In this paper, we consider weak solutions of the Euler-Lagrange equation to a variational energy functional modeling the geometrically nonlinear Cosserat micropolar elasticity of continua in dimension three, which is a system coupling…

Analysis of PDEs · Mathematics 2020-01-01 Yimei Li , Changyou Wang
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