Related papers: Non-Local Pearson diffusions
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
This paper presents an integrated framework to construct local-energy solutions to fairly general nonlinear diffusion equations for initial data growing at infinity under suitable assumptions on local-energy estimates for approximate…
Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…
In the present paper, we study the Cauchy-Dirichlet problem to the nonlocal nonlinear diffusion equation with polynomial nonlinearities $$\mathcal{D}_{0|t}^{\alpha…
We consider a nonlocal aggregation equation with nonlinear diffusion which arises from the study of biological aggregation dynamics. As a degenerate parabolic problem, we prove the well-posedness, continuation criteria and smoothness of…
Motivated by the recently proven presence of ultrametricity in physical models (certain spin glasses) and the very recent study of Turing patterns on locally ultrametric state spaces, first non-autonomous diffusion operators on such spaces,…
This paper aims to explore the long-term behavior of some nonlocal high-order-in-time wave equations. These equations, which have come to be known as Moore--Gibson--Thompson equations, arise in the context of acoustic wave propagation when…
We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…
We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…
We investigate beam diffraction and spatial modulation instability of coherent light beams propagating in the non-paraxial regime in a nonlinear Kerr medium. We study the instability of plane wave solutions in terms of the degree of…
We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…
For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on…
We investigate the existence of weak type solutions for a class of aggregation-diffusion PDEs with nonlinear mobility obtained as large particle limit of a suitable nonlocal version of the follow-the-leader scheme, which is interpreted as…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional derivatives and non-local operators, which are powerful tools…
We consider in this paper a perturbation of the standard semilinear heat equation by a term involving the space derivative and a non-local term. We prove the existence of a blow-up solution, and give its blow-up profile. Our proof relies on…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
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.…
The accurate modeling of the dielectric properties of water is crucial for many applications in physics, computational chemistry and molecular biology. This becomes possible in the framework of nonlocal electrostatics, for which we propose…