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A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…
We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…
This paper considers a class of nonlinear, degenerate drift- diffusion equations. We study well-posedness and regularity properties of the solutions, with the goal to achieve uniform H\"{o}lder regularity in terms of $L^p$-bound on the…
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
In this paper, we mainly introduce a general method to study the existence and uniqueness of solution of free boundary problems with partially degenerate diffusion.
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
We consider the Cauchy problem of fractional pseudo-parabolic equation on the whole space $R^n,n\geq 1$. Here, the fractional order $\alpha$ is related to the diffusion-type source term behaving as the usual diffusion term on the high…
We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…
This paper is concerned with the asymptotic behavior of the solution to the Euler equations with time-depending damping on quadrant $(x,t)\in \mathbb{R}^+\times\mathbb{R}^+$, \begin{equation}\notag \partial_t v - \partial_x u=0, \qquad…
In this paper we study the evolution problem associated with the first fractional eigenvalue. We prove that the Dirichlet problem with homogeneous boundary condition is well posed for this operator in the framework of viscosity solutions…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
Diffusion theory is a central tool of modern population genetics, yielding simple expressions for fixation probabilities and other quantities that are not easily derived from the underlying Wright-Fisher model. Unfortunately, the textbook…
We study a class of processes that are akin to the Wright-Fisher model, with transition probabilities weighted in terms of the frequency-dependent fitness of the population types. By considering an approximate weak formulation of the…
We prove the uniqueness in determining a spatially varying zeroth-order coefficient of a one-dimensional time-fractional diffusion equation by initial value and Cauchy data at one end point of the spatial interval.
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…
In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…
In this article we investigate the solution of the steady-state fractional diffusion equation on a bounded domain in $\real^{1}$. From an analysis of the underlying model problem, we postulate that the fractional diffusion operator in the…