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A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

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…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

This is the first of a series of two papers which studies the fractional porous medium equation on a Riemannian manifold with isolated conical singularities. In this article, we show $R$-sectoriality for the fractional powers of possibly…

Analysis of PDEs · Mathematics 2022-03-15 Nikolaos Roidos , Yuanzhen Shao

We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…

Numerical Analysis · Mathematics 2007-05-23 Dongbin Xiu , Ioannis Kevrekidis

We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…

Analysis of PDEs · Mathematics 2023-10-12 José Antonio Carrillo , Antonio Esposito , Jeremy Sheung-Him Wu

Two-scale models pose a promising approach in simulating reactive flow and transport in evolving porous media. Classically, homogenized flow and transport equations are solved on the macroscopic scale, while effective parameters are…

Analysis of PDEs · Mathematics 2022-02-01 Stephan Gärttner , Peter Knabner , Nadja Ray

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

Analysis of PDEs · Mathematics 2026-04-21 Raymond Chu , Inwon Kim , Young-Heon Kim , Kyeongsik Nam

Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…

Plasma Physics · Physics 2009-11-10 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

This study explores the role that the microstructure plays in determining the macroscopic static response of porous elastic continua and exposes the occurrence of position-dependent nonlocal effects that are strictly correlated to the…

Materials Science · Physics 2022-09-30 Sansit Patnaik , Mehdi Jokar , Wei Ding , Fabio Semperlotti

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

Recently it was observed that the probability distribution of the price return in S\&P500 can be modeled by $q$-Gaussian distributions, where various phases (weak, strong super diffusion and normal diffusion) are separated by different…

Statistical Mechanics · Physics 2020-10-14 Fatemeh Gharari , Karina Arias-Calluari , Fernando Alonso-Marroquin , Morteza. N. Najafi

The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…

Analysis of PDEs · Mathematics 2026-02-11 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We study the diffusion-reaction-advection model for mobile chemical species together with the dissolution and precipitation of immobile species in a porous medium at the micro-scale. This leads to a system of semilinear parabolic partial…

Analysis of PDEs · Mathematics 2022-09-16 Nibedita Ghosh , Hari Shankar Mahato

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…

Mathematical Physics · Physics 2010-03-15 Igor Kharin

Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…

Statistical Mechanics · Physics 2024-10-16 Luca Angelani , Alessandro De Gregorio , Roberto Garra , Francesco Iafrate

We consider a 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 microscopic diffusion.…

Probability · Mathematics 2009-12-02 Philippe Blanchard , Michael Röckner , Francesco Russo

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

The purpose of this work is to extend the formalism of stochastic calculus to the case of spaces with local anisotropy (modeled as vector bundles with compatible nonlinear and distinguished connections and metric structures and containing…

General Relativity and Quantum Cosmology · Physics 2008-02-03 Sergiu I. Vacaru