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In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic…

Analysis of PDEs · Mathematics 2021-05-18 Xicheng Zhang

Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…

Probability · Mathematics 2014-12-03 Weining Kang , Kavita Ramanan

A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…

Analysis of PDEs · Mathematics 2023-11-29 Ansgar Jüngel , Martin Vetter

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…

Probability · Mathematics 2025-01-14 Yufei Shao , Xianliang Zhao

The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different…

Analysis of PDEs · Mathematics 2022-11-10 Mrinmay Biswas , Ansgar Jüngel

We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…

Probability · Mathematics 2015-08-26 Dario Trevisan

We consider a class of cross diffusion systems with degenerate (or porous media type) diffusion which is inspired by models in mathematical biology/ecology with zero self diffusions. Known techniques for scalar equations are no longer…

Analysis of PDEs · Mathematics 2019-09-12 Dung Le

In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…

Analysis of PDEs · Mathematics 2022-05-13 Abhishek Chaudhary

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…

Analysis of PDEs · Mathematics 2018-03-30 Simone Fagioli , Emanuela Radici

We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces),…

Analysis of PDEs · Mathematics 2023-03-07 Sukjung Hwang , Kyungkeun Kang , Haw Kil Kim

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

Analysis of PDEs · Mathematics 2017-11-08 Jesús Ildefonso Díaz , David Gómez-Castro , Jean-Michel Rakotoson , Roger Temam

We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins (From Probability to Geometry, vol. in honor…

Probability · Mathematics 2010-11-09 Stephane Menozzi

We are concerned with the study of the well-posedness of a nonlinear diffusion equation with a monotonically increasing multivalued time-dependent nonlinearity derived from a convex continuous potential having a superlinear growth to…

Analysis of PDEs · Mathematics 2013-07-09 Gabriela Marinoschi

This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type…

Numerical Analysis · Mathematics 2020-12-18 Emmanuil H. Georgoulis

In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…

Probability · Mathematics 2022-06-07 Wei Hong , Shihu Li , Xiaobin Sun

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…

Probability · Mathematics 2023-11-21 David J. Prömel , David Scheffels

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

Probability · Mathematics 2015-03-06 Lorick Huang , Stephane Menozzi

In this paper, we study a class of fractional $1$-Laplacian diffusion equations with variable orders, proposed as a model for multiplicative noise removal. The existence and uniqueness of the weak solution are proven. To overcome the…

Analysis of PDEs · Mathematics 2024-10-10 Yuhang Li , Zhichang Guo , Jingfeng Shao , Yao Li , Boying Wu

First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…

Numerical Analysis · Mathematics 2014-07-01 Simone Cifani , Espen R. Jakobsen

We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…

Probability · Mathematics 2015-09-18 Stephane Menozzi