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We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…

Numerical Analysis · Mathematics 2017-05-02 Keith Y. Patarroyo

We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…

Probability · Mathematics 2014-01-13 Damien Lamberton , Mihail Zervos

Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…

Machine Learning · Computer Science 2023-11-01 Aaron Lou , Minkai Xu , Stefano Ermon

Unique continuation principles are fundamental properties of elliptic partial differential equations, giving conditions that guarantee that the solution to an elliptic equation must be uniformly zero. Since finite-element discretizations…

Numerical Analysis · Mathematics 2025-05-08 Graham Cox , Scott MacLachlan , Luke Steeves

This paper deals with the unique continuation of solutions for a one-dimensional anomalous diffusion equation with Caputo derivative of order $\alpha\in(0,1)$. Firstly, the uniqueness of solutions to a lateral Cauchy problem for the…

Analysis of PDEs · Mathematics 2018-06-19 Zhiyuan Li , Masahiro Yamamoto

In this article, for a two dimensional fractional diffusion equation, we study an inverse problem for simultaneous restoration of the fractional order and the source term from the sparse boundary measurements. By the adjoint system…

Analysis of PDEs · Mathematics 2020-12-02 Zhiyuan Li , Zhidong Zhang

In this work, we propose an observation system based on the available data which solution is one-be-one mapping to the forward problem(with the unknown initial function) solution. It implies their solutions share the same linear structure…

Numerical Analysis · Mathematics 2026-04-27 Dakang Cen , Zhiyuan Li , Wenlong Zhang

We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…

Statistical Mechanics · Physics 2018-12-19 Raffaele Marino , Erik Aurell

We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…

Analysis of PDEs · Mathematics 2020-07-17 P Prakash

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

We investigate multidimensional model for incompressible non-Newtonian fluids. Using method of energy estimates we prove the property of finite speed of propagations of the solution support for this problem. We find sharp bounds of the…

Analysis of PDEs · Mathematics 2007-12-10 Roman Taranets , Yuliya Namlyeyeva

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

A reaction--diffusion replicator equation is studied. A novel method to apply the principle of global regulation is used to write down the model with explicit spatial structure. Properties of stationary solutions together with their…

Populations and Evolution · Quantitative Biology 2013-08-28 Artem S. Novozhilov , Vladimir P. Posvyanskii , Alexander S. Bratus

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…

Probability · Mathematics 2019-02-04 Adrian N. Bishop , Pierre Del Moral , Kengo Kamatani , Bruno Remillard

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…

Functional Analysis · Mathematics 2016-09-02 D. Z. Arov , M. A. Kaashoek , D. R. Pik

In the description of transport phenomena an important aspect represents the diffusion. In certain cases the diffusion may appear together with convection. In this paper we study the diffusion equation with the self similar Ansatz. With an…

Classical Physics · Physics 2023-04-17 L. Mátyás , I. F. Barna

We use a Carleman type inequality of Koch and Tataru to obtain quantitative estimates of unique continuation for solutions of second order elliptic equations with singular lower order terms. First we prove a three sphere inequality and then…

Analysis of PDEs · Mathematics 2012-09-20 E. Malinnikova , S. Vessella

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

Probability · Mathematics 2025-07-01 Chetan D. Pahlajani
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