Related papers: Rough nonlocal diffusions
In this article, we consider elliptic diffusion problems on random domains with non-smooth diffusion coefficients. We start by illustrating the problems that arise from a non-smooth diffusion coefficient by recapitulating the corresponding…
We investigate the regularity of the law of Wong-Zakai-type approximations for It\^o stochastic differential equations. These approximations solve random differential equations where the diffusion coefficient is Wick-multiplied by the…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…
We consider the problem of establishing nonlinear smoothing as a general feature of nonlinear dispersive equations, i.e. the improved regularity of the integral term in Duhamel's formula, with respect to the initial data and the…
We study the existence and uniqueness of mild and strong solutions of nonlocal nonlinear diffusion problems of $p$-Laplacian type with nonlinear boundary conditions posed in metric random walk spaces. These spaces include, among others,…
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…
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…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…
In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…
We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…
We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…