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A Carleman estimate and the unique continuation of solutions for an anomalous diffusion equation with fractional time derivative of order $0<\alpha<1$ are given. The estimate is derived via some subelliptic estimate for an operator…

Analysis of PDEs · Mathematics 2014-09-16 Ching-Lung Lin , Gen Nakamura

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

In this paper, we study gradient decay estimates for solutions to the multi-dimensional Fisher-KPP equation with fractional diffusion. It is known that this equation exhibits exponentially advancing level sets with strong qualitative upper…

Analysis of PDEs · Mathematics 2015-02-24 Jean-Michel Roquejoffre , Andrei Tarfulea

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

For the classical reaction diffusion equation, the priori speed of fronts is determined exactly in the pioneering paper (R.D. Benguria and M.C. Depassier, {\em Commun. Math. Phys.} 175:221--227, 1996) by variational characterization method.…

Analysis of PDEs · Mathematics 2020-06-24 Tianyuan Xu , Shanming Ji , Ming Mei , Jingxue Yin

Diffusive Radiation is a new type of radiation predicted to occur in randomly inhomogeneous media due to the multiple scattering of pseudophotons. This theoretical effect is now observed experimentally. The radiation is generated by the…

A class of linear degenerate elliptic equations inspired by nonlinear diffusions of image processing is considered. It is characterized by an interior degeneration of the diffusion coefficient. It is shown that no particularly natural,…

Analysis of PDEs · Mathematics 2018-08-14 Patrick Guidotti

We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…

Numerical Analysis · Mathematics 2014-05-02 A. A. Alikhanov

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\text{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion…

Analysis of PDEs · Mathematics 2025-10-15 Nathaël Alibaud , Jørgen Endal , Espen Jakobsen , Ola Mæhlen

We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…

Statistics Theory · Mathematics 2010-07-29 F. Avram , N. N. Leonenko , N. Šuvak

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…

Analysis of PDEs · Mathematics 2022-08-12 Taras A. Mel'nyk , Arsen V. Klevtsovskiy

We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As…

Probability · Mathematics 2022-11-15 Abdelhadi Es-Sarhir , Wilhelm Stannat

We study gradient bounds and other functional inequalities for the diffusion semigroup generated by Kolmogorov type operators. The focus is on two different methods: coupling techniques and generalized $\Gamma$-calculus techniques. The…

Probability · Mathematics 2019-03-20 Fabrice Baudoin , Maria Gordina , Phanuel Mariano

A cross-diffusion system describing ion transport through biological membranes or nanopores in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. The ion concentrations solve strongly coupled diffusion equations…

Analysis of PDEs · Mathematics 2017-06-23 Anita Gerstenmayer , Ansgar Jüngel

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…

Probability · Mathematics 2016-08-16 Rémi Rhodes

Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…

Statistical Mechanics · Physics 2019-09-04 Xian Chen , Chen Jia

In this article, we study the unique determination of convection term and the time-dependent density coefficient appearing in a convection-diffusion equation from partial Dirichlet to Neumann map measured on boundary.

Analysis of PDEs · Mathematics 2019-11-14 Suman Kumar Sahoo , Manmohan Vashisth