Related papers: Hypoelliptic estimates for linear transport operat…
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerate structure of the diffusion coefficient. In this paper we…
In this article we provide global subelliptic estimates for the linearized inhomogeneous Boltzmann equation without angular cutoff, and show that some global gain in the spatial direction is available although the corresponding operator is…
Differential equations on spaces of operators are very little developed in Mathematics, being in general very challenging. Here, we study a novel system of such (non-linear) differential equations. We show it has a unique solution for all…
This paper deals with an extension of the hub line location problem considering demand elasticity with respect to travel times. The proposed model aims to capture the impact the hub network topology has on demand. The objective is to…
The present paper aims to generalize the Schauder estimate for a class of higher-order hypo-elliptic operators. The results in the present paper apply to parabolic equations of higher order and, for example, operators like…
The work deals with a study of a nonlinear parabolic equation with hysteresis, containing a nonlinear monotone operator in the diffusion term. The well-posedness of the model equation is addressed by using an implicit time discretization…
We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…
We study a class of degenerate diffusion generators that arise in sequential testing and quickest detection problems with partial information. The observation process is driven by $k$ independent Brownian motions, while the hidden state…
We review various numerical approaches to compute transport coefficients in molecular dynamics. These approaches can be broadly classified into three groups: (i) nonequilibrium methods based on applying an external driving field to the…
It is well known that the solutions of a (relaxed) commutant lifting problem can be described via a linear fractional representation of the Redheffer type. The coefficients of such Redheffer representations are analytic operator-valued…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
We present a machine learning based approach to address the study of transport processes, ubiquitous in continuous mechanics, with particular attention to those phenomena ruled by complex micro-physics, impractical to theoretical…
We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…
This paper introduces a mathematical approach that allows one to numerically solve the nonclassical transport equation in a deterministic fashion using classical numerical procedures. The nonclassical transport equation describes particle…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
A method for the nonintrusive and structure-preserving model reduction of canonical and noncanonical Hamiltonian systems is presented. Based on the idea of operator inference, this technique is provably convergent and reduces to a…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
Recently, great attention has been focused on the study of fractional and non-local operators of elliptic type, both for pure mathematical research and in view of concrete real-world applications. Our problem is related to the fractional…