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Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

We consider in this paper, a new a posteriori residual type error estimator of a conforming mixed finite element method for the coupling of fluid flow with porous media flow on isotropic meshes. Flows are governed by the Navier-Stokes and…

Numerical Analysis · Mathematics 2017-03-07 Koffi Wilfrid Houedanou , Jamal Adetola , Bernardin Ahounou

In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…

Numerical Analysis · Mathematics 2018-08-28 Alexander Lipton , Vadim Kaushansky , Christoph Reisinger

This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…

Multiagent Systems · Computer Science 2014-10-28 Gemma Morral , Pascal Bianchi , Gersende Fort

This work reviews goal-oriented a posteriori error control, adaptivity and solver control for finite element approximations to boundary and initial-boundary value problems for stationary and non-stationary partial differential equations,…

Numerical Analysis · Mathematics 2024-12-02 Bernhard Endtmayer , Ulrich Langer , Thomas Richter , Andreas Schafelner , Thomas Wick

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…

Analysis of PDEs · Mathematics 2013-09-04 Teemu Lukkari

We provide rigorous and computable a-posteriori error estimates for first order finite-volume approximations of nonlinear systems of hyperbolic conservation laws in one spatial dimension. Our estimators rely on recent stability results by…

Numerical Analysis · Mathematics 2023-05-03 Jan Giesselmann , Aleksey Sikstel

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…

Biological Physics · Physics 2015-06-26 Radek Erban , S. Jonathan Chapman

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be…

Statistics Theory · Mathematics 2017-05-24 Samuel N. Cohen

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…

Probability · Mathematics 2021-12-23 Gregorio Díaz , Jesús Ildefonso Díaz

In this paper we present a simple method of deriving a posteriori error equalities and estimates for linear elliptic and parabolic partial differential equations. The error is measured in a combined norm taking into account both the primal…

Numerical Analysis · Mathematics 2017-11-16 Immanuel Anjam , Dirk Pauly

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Michael A. Chappell , Martin S. Craig , Mark W. Woolrich

Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…

Probability · Mathematics 2010-11-30 Mark Freidlin , Konstantinos Spiliopoulos

In this paper we show some explicit results regarding non-linear diffusive equations on Poincar\'e half plane. We obtain exact solutions by using the generalized separation of variables and we also show the meaning of these results in the…

Analysis of PDEs · Mathematics 2023-09-26 Roberto Garra , Francesco Maltese
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