Related papers: Approximation of random diffusion equation by nonl…
A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…
This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported on a bounded subset of $\mathbb{R}^d$, the regression…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
We consider an interacting particle system with two species under strong competition dynamics between the two species. Then, through the hydrodynamic limit procedure for the microscopic model, we derive a one-phase Stefan type free boundary…
We study the defocusing energy-critical nonlinear wave equation in four dimensions. Our main result proves the stability of the scattering mechanism under random pertubations of the initial data. The random pertubation is defined through a…
In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace…
In this paper we propose and analyse a hybrid numerical-asymptotic boundary element method for the solution of problems of high frequency acoustic scattering by a class of sound-soft nonconvex polygons. The approximation space is enriched…
We consider the interior Stefan problem under radial symmetry in two dimension. A water ball surrounded by ice undergoes melting or freezing. We construct a discrete family of global-in-time solutions, both melting and freezing scenarios.…
In this paper, we construct approximations of the microscopic solution of a nonlinear reaction--diffusion equation in a domain consisting of two bulk-domains, which are separated by a thin layer with a periodic heterogeneous structure. The…
We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…
This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\Omega\subset\mathbb{R}^N$…
Let \begin{equation*} L=\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}-\sum_{i=1}^db_i\frac{\partial}{\partial x_i} \end{equation*} be a second order elliptic operator and consider the reaction-diffusion equation with…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…