Related papers: Existence and uniqueness of reflecting diffusions …

Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…

We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…

In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…

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…

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

We prove that the focal set generated by the reflection of a point source off a translation invariant surface consists of two sets: a curve and a surface. The focal curve lies in the plane orthogonal to the symmetry direction containing the…

This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure…

We consider an inverse problem of reconstructing a degeneracy point in the diffusion coefficient in a one-dimensional parabolic equation by measuring the normal derivative on one side of the domain boundary. We analyze the sensitivity of…

We investigate pathwise uniqueness for the squared Bessel and Cox-Ingersoll-Ross processes with additional reflection term that is multiplied by some real number strictly between minus one and one. The reflection term is the symmetric local…

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

We prove the existence, uniqueness and non negativity of solutions for a nonlinear stationary Doi-Edwards equation. The existence is proved by a perturbation argument. We get the uniqueness and the non negativity by showing the convergence…

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

This paper is concerned with an uniqueness of solution of the weak formulation of an evolution dam problem related to a compressible fluid flow through a two-dimensional, rectangular and heterogeneous porous medium. Note that our problem…

A linear scattering problem for which incoming and outgoing waves are restricted to a finite number of radiation channels can be precisely described by a frequency-dependent scattering matrix. The entries of the scattering matrix, as…

In a recent experiment, the out-of-plane surface susceptibility of a single-layer two-dimensional atom crystal in the visible spectrum has been measured. This susceptibility gives a measurable contribution to the reflectivity of…

In this paper, we study the uniqueness of the solution of reflected BSDE with one or two barriers, under continuous and linear increasing condition of generator $g$. Before that we study the construction of solution of of reflected BSDE…

We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…