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This paper discusses finite time extinction for a perturbed fast diffusion equation with dynamic boundary conditions. The fast diffusion equation has the characteristic property of decay, such as the solution decays to zero in a finite…

Analysis of PDEs · Mathematics 2020-09-03 Takeshi Fukao

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…

Analysis of PDEs · Mathematics 2018-10-03 Claire Chainais-Hillairet , Maxime Herda

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

Probability · Mathematics 2025-01-09 Masahisa Ebina

Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…

Probability · Mathematics 2026-05-19 Mirko D'Ovidio

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

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…

Analysis of PDEs · Mathematics 2022-10-10 Martin Burger , Antonio Esposito

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

Probability · Mathematics 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-B\'enard convection the upper bounds are for heat transport versus Rayleigh number. As might be…

Chaotic Dynamics · Physics 2020-07-06 Sahil Agarwal , J. S. Wettlaufer

In this paper, we study unique, globally defined uniformly bounded weak solutions for a class of semilinear reaction-diffusion-advection systems. The coefficients of the differential operators and the initial data are only required to be…

Analysis of PDEs · Mathematics 2021-09-10 William E Fitzgibbon , Jeff Morgan , Bao Quoc Tang , Hong-Ming Yin

The global existence and boundedness of solutions to volume-surface reaction diffusion systems with a mass control condition are investigated. Such systems arise typically in e.g. cell biology, ecology or fluid mechanics, when some…

Analysis of PDEs · Mathematics 2024-12-18 Juan Yang , Bao Quoc Tang

We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

Probability · Mathematics 2007-05-23 Clive G. Wells

We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…

Statistical Mechanics · Physics 2025-08-06 Connor Roberts , Gunnar Pruessner

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…

Numerical Analysis · Mathematics 2024-02-09 Xiaochen Yang , Yaozhong Hu

We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…

Probability · Mathematics 2019-05-22 Sebastian Herr , Michael Röckner , Deng Zhang

Let $\xi(t\,,x)$ denote space-time white noise and consider a reaction-diffusion equation of the form \[ \dot{u}(t\,,x)=\tfrac12 u"(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x), \] on $\mathbb{R}_+\times[0\,,1]$, with homogeneous…

Probability · Mathematics 2017-06-08 Robert C. Dalang , Davar Khoshnevisan , Tusheng Zhang

We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…

Probability · Mathematics 2023-07-04 Hung D. Nguyen

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet
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