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We introduce and study a new class of partial differential equations (PDEs) with hybrid fuzzy-stochastic parameters, coined fuzzy-stochastic PDEs. Compared to purely stochastic PDEs or purely fuzzy PDEs, fuzzy-stochastic PDEs offer powerful…

Analysis of PDEs · Mathematics 2019-06-11 Mohammad Motamed

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

The aim of this work is to prove existence and uniqueness of $L^{2}-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2}-$solutions. The…

Probability · Mathematics 2011-02-24 Latifa Debbi

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…

Analysis of PDEs · Mathematics 2018-02-06 M. F. G. Palma , C. R. da Luz

The dynamics of pulse solutions in a bistable reaction-diffusion system are studied analytically by reducing partial differential equations (PDEs) to finite-dimensional ordinary differential equations (ODEs). For the reduction, we apply the…

Dynamical Systems · Mathematics 2019-07-24 Kei Nishi , Yasumasa Nishiura , Takashi Teramoto

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

Diffusion models have proven effective for various applications such as images, audio and graph generation. Other important applications are image super-resolution and the solution of inverse problems. More recently, some works have used…

Computer Vision and Pattern Recognition · Computer Science 2023-01-02 Marcelo dos Santos , Rayson Laroca , Rafael O. Ribeiro , João Neves , Hugo Proença , David Menotti

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

We study the numerical evaluation of the integral fractional Laplacian and its application in solving fractional diffusion equations. We derive a pseudo-spectral formula for the integral fractional Laplacian operator based on fractional…

Numerical Analysis · Mathematics 2024-11-19 Zhaopeng Hao , Zhiqiang Cai , Zhongqiang Zhang

In this paper, we extend the diffusion maps algorithm on a family of heat kernels that are either local (having exponential decay) or nonlocal (having polynomial decay), arising in various applications. For example, these kernels have been…

Classical Analysis and ODEs · Mathematics 2020-07-28 Harbir Antil , Tyrus Berry , John Harlim

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

We present new numerical schemes to integrate stochastic partial differential equations which describe the spatio-temporal dynamics of reaction-diffusion (RD) problems under the effect of internal fluctuations. The schemes conserve the…

Statistical Mechanics · Physics 2009-11-10 Esteban Moro

Spectral and spectral element methods using Galerkin type formulations are efficient for solving linear fractional PDEs (FPDEs) of constant order but are not efficient in solving nonlinear FPDEs and cannot handle FPDEs with variable-order.…

Numerical Analysis · Mathematics 2019-03-27 Tinggang Zhao , Zhiping Mao , George Em Karniadakis

Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…

Mathematical Physics · Physics 2022-10-24 Giulia Carigi , Tobias Kuna , Jochen Bröcker

Motivated by important applications in image processing, we study a class of second-order geometric quasilinear hyperbolic partial differential equations (PDEs). This is inspired by the recent development of second-order damping systems…

Analysis of PDEs · Mathematics 2025-01-06 Guozhi Dong , Michael Hintermüller , Ye Zhang
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