Related papers: A study of elliptic partial differential equations…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coefficients. The preconditioner…
Li-Vogelius and Li-Nirenberg gave a gradient estimate for solutions of strongly elliptic equations and systems of divergence forms with piecewise smooth coefficients, respectively. The discontinuities of the coefficients are assumed to be…
We obtain nontrivial solutions of some elliptic interface problems with nonhomogeneous jump conditions that arise in localized chemical reactions and nonlinear neutral inclusions. Our proofs in bounded domains use Morse theoretical…
In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
In this article, we consider a jump diffusion process (X_t)observed at discrete times t=0,Delta,...,nDelta. The sampling interval Delta tends to 0 and nDelta tends to infinity. We assume that (X_t) is ergodic, strictly stationary and…
Flow matching has emerged as a powerful framework for generative modeling through continuous normalizing flows. We investigate a potential topological constraint: when the prior distribution and target distribution have mismatched topology…
A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…
This paper studies the derivation of the quadratic porous medium equation and a class of cross-diffusion systems from nonlocal interactions. We prove convergence of solutions of a nonlocal interaction equation, resp. system, to solutions of…
The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…
Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…