Related papers: Non-Local Pearson diffusions
In this manuscript we consider a porous medium equation with non-local diffusion effects given by a fractional heat operator $\partial_t + (-\Delta)^s$ in two space dimensions. Global in time existence of weak solutions is shown by…
The non-Markovian behaviour of open quantum systems interacting with a reservoir can often be described in terms of a time-local master equation involving a time-dependent generator which is not in Lindblad form. A systematic perturbation…
In this article we propose a scheme for solving the coupled time-fractional nonlocal diffusion problem. The scheme consist of fractional Crank-Nicolson method with Galerkin finite element method (FEM) and Newton's method. We derive \emph{a…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…
We study heat and wave type equations on a separable Hilbert space $\mathcal{H}$ by considering non-local operators in time with any positive densely defined linear operator with discrete spectrum. We show the explicit representation of the…
This paper is concerned with the Wigner-Poisson-Fokker-Planck system, a kinetic evolution equation for an open quantum system with a non-linear Hartree potential. Existence, uniqueness and regularity of global solutions to the Cauchy…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…
A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…
We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…
In this paper, we consider three typical problems on a locally finite connected graph. The first one is to study the Bochner formula for the Laplacian operator on a locally finite connected graph. We use the Bochner formula to derive the…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
Starting from a general classical model of many interacting particles we present a well defined step by step procedure to derive the continuum-mechanics equations of nonlinear elasticity theory with fluctuations which describe the…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
We develop and analyse a numerical method for the time-fractional nonlocal thermistor problem. By rigorous proofs, some error estimates in different contexts are derived, showing that the combination of the backward differentiation in time…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…