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We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

In this work, we consider an inverse problem of determining a time dependent coefficient in a fully fractional diffusion equation with a nonlinear source term. The nonlocal initial-boundary value problem refers to the forward model: the…

Analysis of PDEs · Mathematics 2025-12-10 D. K. Durdiev , H. H. Turdiev

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

Probability · Mathematics 2018-01-08 Ying Hu , Florian Lemonnier

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…

Analysis of PDEs · Mathematics 2015-02-20 Nicola Zamponi , Ansgar Jüngel

In this paper, we introduce the concept of Developmental Partial Differential Equation (DPDE), which consists of a Partial Differential Equation (PDE) on a time-varying manifold with complete coupling between the PDE and the manifold's…

Optimization and Control · Mathematics 2015-09-23 Nastassia Pouradier Duteil , Francesco Rossi , Ugo Boscain , Benedetto Piccoli

We study degenerate fully nonlinear free transmission problems, where the degeneracy rate varies in the domain. We prove optimal pointwise regularity depending on the degeneracy rate. Our arguments consist of perturbation methods, relating…

Analysis of PDEs · Mathematics 2021-11-04 David Jesus

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

We consider a heterogeneous diffusion equation and its corresponding generalization to the Cattaneo-Vernotte equation. It is derived by a combination of the continuity equation and the constitutive relation in various stochastic…

Mathematical Physics · Physics 2026-05-14 K. Górska , A. Horzela , D. Jankov Maširević , T. Pietrzak , 1T. K. Pogány , T. Sandev

A nonlinear inequality is formulated in the paper. An estimate of the rate of growth/decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can…

Classical Analysis and ODEs · Mathematics 2010-01-29 N. S. Hoang , A. G. Ramm

The incompressible limit of nonlinear diffusion equations of porous medium type has attracted a lot of attention in recent years, due to its ability to link the weak formulation of cell-population models to free boundary problems of…

Analysis of PDEs · Mathematics 2021-08-03 Noemi David , Tomasz Dębiec , Benoît Perthame

Hysteresis in the relation between the capillary pressure and the moisture content in unsaturated porous media, which is due to surface tension at the liquid-gas interface, exhibits strong degeneracy in the resulting mass balance equation.…

Analysis of PDEs · Mathematics 2025-01-07 Chiara Gavioli , Pavel Krejčí

The transport of an infinitely thin, hard rod in a random, dense array of point obstacles is investigated by molecular dynamics simulations. Our model mimics the sterically hindered dynamics in dense needle liquids. The center-of-mass…

Statistical Mechanics · Physics 2008-09-22 Felix Höfling , Erwin Frey , Thomas Franosch

In the present article the diffusion equation is used to model the spatio-temporal dynamics of a tumor, taking into account the heterogeneous of the medium. This approach makes it possible to take into account the complex geometric shape of…

Biological Physics · Physics 2023-02-07 Maxim V. Polyakov , Valeria V. Ten

The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. In this…

Machine Learning · Statistics 2024-04-02 Zelin He , Ying Sun , Jingyuan Liu , Runze Li

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Using the advection-diffusion equation, we analytically study contaminant transport in a sharply contrasting medium with a diffusion barrier due to localization of a contaminant source in a low-permeability medium. Anomalous diffusion…

Other Condensed Matter · Physics 2011-10-28 O. A. Dvoretskaya , P. S. Kondratenko

The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…

Mathematical Physics · Physics 2014-02-13 A Sapora , M Codegone , G Barbero , LR Evangelista

We consider one-dimensional reaction-diffusion equations for a large class of spatially periodic nonlinearities (including multistable ones) and study the asymptotic behavior of solutions with Heaviside type initial data. Our analysis…

Analysis of PDEs · Mathematics 2012-03-29 Arnaud Ducrot , Thomas Giletti , Hiroshi Matano
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