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We perform an asymptotic analysis of models of population dynamics with a fractional Laplacian and local or nonlocal reaction terms. The first part of the paper is devoted to the long time/long range rescaling of the fractional Fisher-KPP…

Analysis of PDEs · Mathematics 2014-05-20 Sylvie Méléard , Sepideh Mirrahimi

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…

Numerical Analysis · Mathematics 2025-08-22 Yanyan Shi , Christian Lubich

The late-time distribution function P(x,t) of a particle diffusing in a one-dimensional logarithmic potential is calculated for arbitrary initial conditions. We find a scaling solution with three surprising features: (i) the solution is…

Statistical Mechanics · Physics 2011-12-15 Ori Hirschberg , David Mukamel , Gunter M. Schütz

We apply the piecewise constant, discontinuous Galerkin method to discretize a fractional diffusion equation with respect to time. Using Laplace transform techniques, we show that the method is first order accurate at the \$n\$th time level…

Numerical Analysis · Mathematics 2020-03-24 William McLean , Kassem Mustapha

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

Probability · Mathematics 2018-10-09 I Honoré

The Fisher-KPP equation with general nonlinear diffusion and arbitrary kinetic orders in the reaction terms is considered. The existence of oscillatory travelling wave solutions is proved for this model. Conditions for the existence of such…

Analysis of PDEs · Mathematics 2019-10-31 Ariel Sánchez-Valdés , Benito Hernández-Bermejo

This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…

Analysis of PDEs · Mathematics 2026-04-13 Ravshan Ashurov , Damir Shamuratov

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

We consider the spreading dynamics of the Fisher-KPP equation in a shifting environment, by analyzing the limit of the rate function of the solutions. For environments with a weak monotone condition, it was demonstrated in a previous paper…

Analysis of PDEs · Mathematics 2024-10-21 King-Yeung Lam , Gregoire Nadin , Xiao Yu

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

We study discretizations of fractional fully nonlinear equations by powers of discrete Laplacians. Our problems are parabolic and of order $\sigma\in(0,2)$ since they involve fractional Laplace operators $(-\Delta)^{\sigma/2}$. They arise…

Numerical Analysis · Mathematics 2024-10-18 Indranil Chowdhury , Espen Robstad Jakobsen , Robin Østern Lien

Noise in initial conditions from measurement errors can create unwanted oscillations which propagate in numerical solutions. We present a technique of prohibiting such oscillation errors when solving initial-boundary-value problems of…

Numerical Analysis · Mathematics 2016-07-27 R. C. Harwood , Likun Zhang , V. S. Manoranjan

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

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…

Analysis of PDEs · Mathematics 2020-09-01 Linan Chen , Ian Weih-Wadman

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

Chaotic Dynamics · Physics 2009-11-11 Piero Olla , Luca Pignagnoli

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

patt-sol · Physics 2008-02-03 Xiao-Biao Lin

This paper considers efficient spectral solutions for weakly singular nonlocal diffusion equations with Dirichlet-type volume constraints. The equation we consider contains an integral operator that typically has a singularity at the…

Numerical Analysis · Mathematics 2022-07-28 Jiashu Lu , Mengna Yang , Yufeng Nie

There has been considerable recent interest in solving non-local equations of motion which contain an infinite number of derivatives. Here, focusing on inflation, we review how the problem can be reformulated as the question of finding…

High Energy Physics - Theory · Physics 2009-02-23 D. J. Mulryne , N. J. Nunes

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick