Related papers: A Bismut-Elworthy inequality for a Wasserstein dif…

This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

In this paper we investigate the one dimensional (1D) logarithmic diffusion equation with nonlinear Robin boundary conditions, namely, \[ \left\{ \begin{array}{l} \partial_t u=\partial_{xx} \log u\quad \mbox{in}\quad \left[-l,l\right]\times…

We provide a class of diffusion processes for continuous time-varying multivariate angular data with explicit transition probability densities, enabling exact likelihood inference. The presented diffusions are time-reversible and can be…

This paper concerns the diffusive limit of the time evolutionary Boltzmann equation in the half space $\mathbb{T}^2\times\mathbb{R}^+$ for a small Knudsen number $\varepsilon>0$. For boundary conditions in the normal direction, it involves…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu(dx):=e^{V(x)} d x$ is a probability measure, and let $X_t$ be the diffusion process generated by…

We consider the elliptic and parabolic superquadratic diffusive Hamilton-Jacobi equations with homogeneous Dirichlet conditions. For the elliptic problem in a half-space, we prove a Liouville-type classification, or symmetry result, which…

In this work, we first develop a general mesoscopic multiple-relaxation-time lattice Boltzmann (MRT-LB) model for the two-dimensional diffusion equation with the constant diffusion coefficient and source term, where the D2Q5 (five discrete…

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…

In the present paper we prove a strong form of Arnold diffusion. Let $\mathbb{T}^2$ be the two torus and $B^2$ be the unit ball around the origin in $\mathbb{R}^2$. Fix $\rho>0$. Our main result says that for a "generic" time-periodic…

When propagating uncertainty in the data of differential equations, the probability laws describing the uncertainty are typically themselves subject to uncertainty. We present a sensitivity analysis of uncertainty propagation for…

We identify the leading term in the asymptotics of the quadratic Wasserstein distance between the invariant measure and empirical measures for diffusion processes on closed weighted four-dimensional Riemannian manifolds. Unlike results in…

We investigate the gradient flow of the $L^2$ norm of the Riemannian curvature on surfaces. We show long time existence with arbitrary initial data, and exponential convergence of the volume normalized flow to a constant scalar curvature…

We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…

In this paper, we prove sharp blow-up and global existence results for a time fractional diffusion-wave equation with a nonlinear memory term in a bounded domain, where the fractional derivative in time is taken in the sense of Caputo type.…

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

We consider the blow-up problem for discretized scale-invariant nonlinear dissipative wave equations. It is known that the critical exponents for undiscretized equations (continuous equations) are given by Fujita and Strauss exponents…

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient…

In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between…

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…