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We study the problem of optimal stopping of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). We obtain sufficient variational inequalities for a…

Optimization and Control · Mathematics 2023-01-10 Nacira Agram , Bernt Oksendal

We study $\infty$-Ground states in convex domains in the plane. In a polygon, the points where an $\infty$-Ground state does not satisfy the $\infty$-Laplace Equation are characterized: they are restricted to lie on specific curves, which…

Analysis of PDEs · Mathematics 2021-05-17 Erik Lindgren , Peter Lindqvist

Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount…

Analysis of PDEs · Mathematics 2019-11-12 Julian Fischer , Daniel Matthes

Consider the steady neutron transport equation in 2D convex domains with in-flow boundary condition. In this paper, we establish the diffusive limit while the boundary layers are present. Our contribution relies on a delicate decomposition…

Analysis of PDEs · Mathematics 2020-01-08 Lei Wu

Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open…

Probability · Mathematics 2024-06-14 Vassili N. Kolokoltsov

We propose a well-posed Maxwell-type boundary condition for the linear moment system in half-space. As a reduction of the Boltzmann equation, the moment equations are available to model Knudsen layers near a solid wall, where proper…

Analysis of PDEs · Mathematics 2023-01-31 Ruo Li , Yichen Yang

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

In this paper, we present a flux-based formulation of the hybridizable discontinuous Galerkin (HDG) method for steady-state diffusion problems and propose a new method derived by letting a stabilization parameter tend to infinity. Assuming…

Numerical Analysis · Mathematics 2022-12-13 Issei Oikawa

For the sake of computational efficiency and for theoretical purposes, in mathematical modelling, the Dirac Delta distributions are often utilized as a replacement for cells or vesicles, since the size of cells or vesicles is much smaller…

Numerical Analysis · Mathematics 2023-11-09 Qiyao Peng , Sander C. Hille

We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…

Optimization and Control · Mathematics 2024-04-12 Zengjing Chen , Panyu Wu , Xiaowen Zhou

In this paper, the existence, uniqueness and dependence on initial value of solution for a singular diffusion equation with nonlinear boundary condition are discussed. It is proved that there exists a unique global smooth solution which…

Analysis of PDEs · Mathematics 2015-04-07 Jiaqing Pan

In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…

Analysis of PDEs · Mathematics 2023-06-28 Matti Lassas , Zhiyuan Li , Zhidong Zhang

In this work we establish existence and multiplicity of solutions for elliptic problem with nonlinear boundary conditions under strong resonance conditions at infinity. The nonlinearity is resonance at infinity and the reso- nance phenomena…

Analysis of PDEs · Mathematics 2015-07-30 Alzaki Fadlallah , Edcarlos D. Da Silva

We analyze semilinear reaction-diffusion systems that are mass controlled, and have nonlinearities that satisfy critical growth rates. The systems under consideration are only assumed to satisfy natural assumptions, namely the preservation…

Analysis of PDEs · Mathematics 2023-05-04 Chunyou Sun , Bao Quoc Tang , Juan Yang

It is pointed out that the usual derivation of the well-known Maxwell electromagnetic equations holds only for a medium at rest. A way in which the equations may be modified for the case when the mean flow of the medium is steady and…

General Physics · Physics 2007-05-23 J. Dunning-Davies

We study existence and long-time behavior of weak solutions to a thin-film equation with a confinement potential and a second-order degenerate diffusion term. It is known that in absence of second order effects, solutions for general…

Analysis of PDEs · Mathematics 2025-05-14 Christian Parsch

This paper presents a numerical study of immiscible, compressible two-phase flows in porous media, that takes into account heterogeneity, gravity, anisotropy, and injection/production wells. We formulate a fully implicit stable…

Numerical Analysis · Mathematics 2023-09-06 M. S. Joshaghani , B. Riviere

We consider a class of Cahn-Hilliard equation with kinetic rate dependent dynamic boundary conditions that describe possible short-range interactions between the binary mixture and the solid boundary. In the presence of surface diffusion on…

Analysis of PDEs · Mathematics 2024-02-08 Maoyin Lv , Hao Wu

The paper focuses on positive solutions to a coupled system of parabolic equations with nonlocal initial conditions. Such equations arise as steady-state equations in an age-structured predator-prey model with diffusion. By using global…

Analysis of PDEs · Mathematics 2010-03-25 Christoph Walker

This paper is devoted to study a nonlinear wave equation with boundary conditions of two-point type. First, we state two local existence theorems and under suitable conditions, we prove that any weak solutions with negative initial energy…

Analysis of PDEs · Mathematics 2011-04-14 Le Xuan Truong , Le Thi Phuong Ngoc , Alain Pham Ngoc Dinh , Nguyen Thanh Long
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