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New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

Probability · Mathematics 2024-05-29 Yuliya S. Mishura , Alexander Yu. Veretennikov

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

Many natural ecosystems harbor large numbers of coexisting species competing for far fewer distinct resources, in apparent defiance of the competitive exclusion principle. Various mechanisms have been proposed to explain this apparent…

Populations and Evolution · Quantitative Biology 2026-03-24 Leonardo Aguirre , José A. Capitán , David Alonso

We present two criteria to conclude that a stochastic partial differential equation (SPDE) posseses a unique maximal strong solution. This paper provides the full details of the abstract well-posedness results first given in…

Analysis of PDEs · Mathematics 2022-09-20 Daniel Goodair , Dan Crisan , Oana Lang

In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and Harnack type inequalities are derived in the case that the coefficients are Dini continuous…

Probability · Mathematics 2019-02-26 Xing Huang

This paper mainly studies nonnegativity decision of forms based on variable substitutions. Unlike existing research, the paper regards simplex subdivisions as new perspectives to study variable substitutions, gives some subdivisions of the…

Symbolic Computation · Computer Science 2009-12-23 Xiaorong Hou , Song Xu

We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…

Probability · Mathematics 2025-03-28 Jani Nykänen

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

Methodology · Statistics 2014-12-09 Ruth Heller , Yair Heller , Shachar Kaufman , Malka Gorfine

In this paper we focus on providing sufficient conditions for some transform orders for which the quantile densities ratio is non-monotone and, therefore, the convex transform order does not hold. These results are interesting for comparing…

Probability · Mathematics 2026-01-27 A. Arriaza , F. Belzunce , C. Martínez-Riquelme

We consider a cross-diffusion system for which the diffusion of each species is governed solely by the aggregate density through a pressure law of logarithmic or fast diffusion type. The model is set over a one dimensional bounded interval,…

Analysis of PDEs · Mathematics 2026-03-20 Alpár R. Mészáros , Guy Parker

We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…

Computer Vision and Pattern Recognition · Computer Science 2015-05-05 Alexander Shekhovtsov

We study the large-time behavior of an ensemble of entities obeying replicator-like stochastic dynamics with mean-field interactions as a model for a primordial ecology. We prove the propagation-of-chaos property and establish conditions…

Proving the uniqueness of solutions to multi-species cross-diffusion systems is a difficult task in the general case, and there exist very few results in this direction. In this work, we study a particular system with zero-flux boundary…

Analysis of PDEs · Mathematics 2019-07-25 Judith Berendsen , Martin Burger , Virginie Ehrlacher , Jan-Frederik Pietschmann

We study analytically and numerically a bistable reaction-diffusion equation on an arbitrary finite network. We prove that stable fixed points (multi-fronts) exist for any configuration as long as the diffusion is small. We also study fold…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 J. -G. Caputo , G. Cruz-Pacheco , P. Panayotaros

In this paper, the positive solutions of a diffusive competition model with saturation are mainly discussed. Under certain conditions, the stability and multiplicities of coexistence states are analyzed. And by using the topological degree…

Analysis of PDEs · Mathematics 2021-01-18 Aung Zaw Myint , Li Li , Mingxin Wang

Lie group methods are applied to the time-dependent, monoenergetic neutron diffusion equation in materials with spatial and time dependence. To accomplish this objective, the underlying 2nd order partial differential equation (PDE) is…

Analysis of PDEs · Mathematics 2019-03-21 Jesse F. Giron , Scott D. Ramsey , Brian A. Temple

We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show…

Mathematical Finance · Quantitative Finance 2016-03-04 Alain Belanger , Ndoune Ndoune

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We give two conditions that are necessary and sufficient for the uniqueness of Filippov solutions of scalar, autonomous ordinary differential equations with discontinuous velocity fields. When only one of the two conditions is satisfied, we…

Classical Analysis and ODEs · Mathematics 2018-08-02 Ulrik Skre Fjordholm

In this work, we study convection-diffusion equations in the cases of bounded drifts and drifts induced by the gradient of a potential. We define a new notion of solution and prove its existence and uniqueness. Furthermore, we show the…

Analysis of PDEs · Mathematics 2023-11-10 Alireza Ataei