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By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…

Probability · Mathematics 2013-10-11 John A. D. Appleby , Huizhong Appleby-Wu

We study existence and regularity of weak solutions to a nonlinear parabolic Dirichlet problem $\partial_{t}u - \rho_{\lambda}(x)u\Delta u = \rho_{\lambda}(x)g_{0}(x)u$ on the half line $(0,\infty)$. We find weak solutions from $L^p\ (p <…

Analysis of PDEs · Mathematics 2025-03-19 William Porteous , Irene M. Gamba , Kun Huang

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

We obtain new equitightness and $C([0,T];L^p(\mathbb{R}^N))$-convergence results for finite-difference approximations of generalized porous medium equations of the form $$ \partial_tu-\mathfrak{L}[\varphi(u)]=g\qquad\text{in…

Analysis of PDEs · Mathematics 2023-02-03 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

Conserved or dissipated quantities, like energy or entropy, are at the heart of the study of many classes of time-dependent PDEs in connection with fluid mechanics. This is the case, for instance, for the Euler and Navier-Stokes equations,…

Analysis of PDEs · Mathematics 2020-03-18 Emil Wiedemann

We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…

Analysis of PDEs · Mathematics 2022-08-04 Katharina Hopf , Martin Burger

We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…

Analysis of PDEs · Mathematics 2025-02-26 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim

In this paper we address the regularity issues of drift-diffusion equation with nonlocal diffusion, where the diffusion operator is in the realm of stable-type L\'evy operator and the velocity field is defined from the considered quantity…

Analysis of PDEs · Mathematics 2019-07-22 Changxing Miao , Liutang Xue

We consider a one-dimensional stochastic differential equations (SDE) with irregular coefficients. The purpose of this paper is to estimate the $L^p(\Omega)$-difference of SDEs using the norm of the difference of coefficients, where the…

Probability · Mathematics 2014-04-10 Dai Taguchi

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

Statistical Mechanics · Physics 2024-01-18 Aleksander A. Stanislavsky

A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…

Analysis of PDEs · Mathematics 2021-10-29 Szymon Cygan , Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Numerical Analysis · Mathematics 2025-04-29 Chunlong Sun , Wenlong Zhang , Zhidong Zhang

In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…

Probability · Mathematics 2019-12-17 Lisa Beck , Franco Flandoli , Massimiliano Gubinelli , Mario Maurelli

In this work we study the existence, uniqueness and polynomial stability of the pseudo almost periodic mild solutions of semi-linear diffusion equations with rough coefficients in certain interpolation spaces. First, we rewirte the…

Analysis of PDEs · Mathematics 2025-01-14 Pham Truong Xuan , Le The Sac

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

Probability · Mathematics 2012-10-09 Jocelyne Bion-Nadal

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

Our focus is on the stable approximate solution of linear operator equations based on noisy data by using $\ell^1$-regularization as a sparsity-enforcing version of Tikhonov regularization. We summarize recent results on situations where…

Functional Analysis · Mathematics 2017-11-27 Daniel Gerth , Bernd Hofmann

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari