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In this paper, we study the asymptotic behavior of solutions to the wave equation with damping depending on the space variable and growing at the spatial infinity. We prove that the solution is approximated by that of the corresponding heat…
In the present work we shall describe and apply the techniques of the Renormalization Group - based in data rescaling and operator renormalizing - and of Homogenization - that substitutes, in a certain limit, a periodically inhomogeneous…
This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
We introduce a mean-reverting SDE whose solution is naturally defined on the space of correlation matrices. This SDE can be seen as an extension of the well-known Wright-Fisher diffusion. We provide conditions that ensure weak and strong…
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We demonstrate a method for filtering images defined on curved surfaces embedded in 3D. Applications are noise removal and the creation of artistic effects. Our approach relies on in-surface diffusion: we formulate Weickert's edge/coherence…
In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
The fractional Fokker-Planck equation (FFPE) [R. Metzler, E. Barkai, J. Klafter, Phys. Rev. Lett., 82, 3563 (1999)] describes an anomalous sub diffusive behavior of a particle in an external force field. In this paper we present the…
This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…
We consider spatially discrete bistable reaction-diffusion equations that admit wave front solutions. Depending on the parameters involved, such wave fronts appear to be pinned or to glide at a certain speed. We study the transition of…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…