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In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are…

Probability · Mathematics 2019-04-12 Xing Huang , Chenggui Yuan

Let $n\ge 3$ and $0<m<\frac{n-2}{n}$. We will extend the results of J.L. Vazquez and M. Winkler and prove the uniqueness of finite points blow-up solutions of the fast diffusion equation $u_t=\Delta u^m$ in both bounded domains and…

Analysis of PDEs · Mathematics 2018-05-30 Kin Ming Hui

We show that there exist solutions of drift-diffusion equations in two dimensions with divergence-free super-critical drifts, that become discontinuous in finite time. We consider classical as well as fractional diffusion. However, in the…

Analysis of PDEs · Mathematics 2015-06-05 Luis Silvestre , Vlad Vicol , Andrej Zlatos

We establish a complete Widder Theory for the fractional fast diffusion equation. Our work focuses on nonnegative solutions satisfying a certain integral size condition at infinity. We prove that these solutions possess a Radon measure as…

Analysis of PDEs · Mathematics 2025-05-20 Jorge Ruiz-Cases

In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…

Probability · Mathematics 2013-09-09 Mihai N. Pascu

We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properties of skewing and delaying. The theorem on the existence of…

Probability · Mathematics 2009-04-28 Olga V. Aryasova , Mykola I. Portenko

We establish a simple criterion for locating points where the transition density of a degenerate diffusion is strictly positive. Throughout, we assume that the diffusion satisfies a stochastic differential equation (SDE) on $\mathbf{R}^d$…

Probability · Mathematics 2017-04-11 David P. Herzog , Jonathan C. Mattingly

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

Analysis of PDEs · Mathematics 2021-06-25 Xiaona Yang , Zhiyuan Li

We study existence and uniqueness of distributional solutions to the differential equation of the Euler-Bernoulli rod with discontinuous coefficients and right-hand side. Upon checking the validity of a solution the occurring products of…

Analysis of PDEs · Mathematics 2007-05-23 Guenther Hoermann , Ljubica Oparnica

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion.…

Probability · Mathematics 2009-12-02 Philippe Blanchard , Michael Röckner , Francesco Russo

We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…

Analysis of PDEs · Mathematics 2012-04-03 Luis Silvestre

This article proves the uniqueness for two kinds of inverse problems of identifying fractional orders in diffusion equations with multiple time-fractional derivatives by pointwise observation. By means of eigenfunction expansion and Laplace…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…

Probability · Mathematics 2013-01-15 Eberhard Mayerhofer , Oliver Pfaffel , Robert Stelzer

In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…

Analysis of PDEs · Mathematics 2017-09-13 Michel Cristofol , Lionel Roques

In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…

Numerical Analysis · Mathematics 2023-04-25 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

Numerical Analysis · Mathematics 2024-11-01 Beatrice Crippa , Anna Scotti , Andrea Villa

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

In this paper, we investigate generalized Carleman kinetic equation for n$\ge$2 and prove convergence towards the solution of equation with fast diffusion or porous medium type, $u_t=\Delta u^m$ ($0\le m\le2$), in its diffusive hydrodynamic…

Analysis of PDEs · Mathematics 2015-11-02 Beomjun Choi , Ki-Ahm Lee