Related papers: Solutions to aggregation-diffusion equations with …
We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated…
We study a doubly nonlinear parabolic problem arising in the modeling of gas transport in pipelines. Using convexity arguments and relative entropy estimates we show uniform bounds and exponential stability of discrete approximations…
By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…
We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…
We study the weak solvability of a quasilinear reaction-diffusion system nonlinearly coupled with an linear elliptic system posed in a domain with distributed microscopic balls in $2D$. The size of these balls are governed by an ODE with…
In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…
We study a family of reaction-diffusion equations that present a doubly nonlinear character given by a combination of the $p$-Laplacian and the porous medium operators. We consider the so-called slow diffusion regime, corresponding to a…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
We consider a nonlinear degenerate convection-diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru\v{z}kov are obtained as the - a posteriori unique - limit points of the JKO variational…
Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…
This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…
Standard and anomalous transport in incompressible flow is investigated using multiscale techniques. Eddy-diffusivities emerge from the multiscale analysis through the solution of an auxiliary equation. From the latter it is derived an…
In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…
The global existence of bounded weak solutions to a diffusion system modeling biofilm growth is proven. The equations consist of a reaction-diffusion equation for the substrate concentration and a fourth-order Cahn-Hilliard-type equation…
Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…