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We study Neumann type boundary value problems for nonlocal equations related to L\'evy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the…
The Maxwell approach from electrostatics is applied for calculation of transport coefficients in composites. The viscosity of a dilute emulsion is obtained as a function of the volume fraction of dispersed phase. The derived new formula is…
We are concerned with multidimensional stochastic balance laws driven by L\'{e}vy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the…
Aim of this work is the study of differential equations governing non--dissipative non--linear oscillators; these arise in different physical models such as the treatment of relativistic oscillators, up to generalizations to Duffing's…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
We consider a system of equations for the description of nonlinear waves in a liquid with gas bubbles. Taking into account high order terms with respect to a small parameter, we derive a new nonlinear partial differential equation for the…
In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…
We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
Covariant vectors, Lyapunov vectors, or Oseledets vectors are increasingly being used for a variety of model analyses in areas such as partial differential equations, nonautonomous differentiable dynamical systems, and random dynamical…
We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison…
In this paper, we establish a new uniqueness result of a (continuous) viscosity solution for some integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver,…
We propose an improved viscosity model accounting for experiments of emulsions of two immiscible liquids at arbitrary volume fractions and low shear rates. The model is based on a recursive-differential method formulated in terms of the…
We derive a relative entropy inequality for capillary compressible fluids with density dependent viscosity. Applications in the context of weak-strong uniqueness analysis, pressureless fluids and high-Mach number flows are presented.
We consider multidimensional conservation laws perturbed by multiplicative L\'{e}vy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the It\^{o}-L\'{e}vy chain…
Coupled second order nonlinear differential equations are of fundamental importance in dynamics. In this part of our study on the integrability and linearization of nonlinear ordinary differential equations we focus our attention on the…
In the first part of this series, an augmented PDE system was introduced in order to couple two nonlinear hyperbolic equations together. This formulation allowed the authors, based on Dafermos's self-similar viscosity method, to establish…
We investigate the differentiability issue of the drift-diffusion equation with nonlocal L\'evy-type diffusion at either supercritical or critical type cases. Under the suitable conditions on the drift velocity and the forcing term in terms…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…