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In this paper we consider a one-dimensional diffusion equation on the interval $[0,1]$ satisfying non-Feller boundary conditions. As a consequence, the initial value Cauchy problem fails to preserve nonnegativity or boundedness.…

Probability · Mathematics 2011-11-10 Huadong Pang , Daniel W. Stroock

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…

Optimization and Control · Mathematics 2017-03-14 Carlo Orrieri

In this paper, we are concerned with the asymptotic behavior of solutions of M1 model proposed in the radiative transfer fields. Starting from this model, combined with the compressible Euler equation with damping, we introduce a more…

Analysis of PDEs · Mathematics 2021-12-21 Nangao Zhang , Changjiang Zhu

We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The…

Analysis of PDEs · Mathematics 2020-04-24 Paul M. N. Feehan

We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…

Analysis of PDEs · Mathematics 2009-10-20 I. C. Kim , H. K. Lei

The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…

Dynamical Systems · Mathematics 2013-11-20 Feng Cao , Yelai Fu

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

Analysis of PDEs · Mathematics 2017-08-04 Peter D. Miller , David A. Smith

The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes…

Numerical Analysis · Mathematics 2022-11-09 Jihong Wang , Jerry Zhijian Yang , Jiwei Zhang

A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…

Differential Geometry · Mathematics 2007-05-23 B. Langerock

We show a result of maximal regularity in spaces of H\"older continuous function, concerning linear parabolic systems, with dynamic or Wentzell boundary conditions, with an elliptic diffusion term on the boundary.

Analysis of PDEs · Mathematics 2015-04-22 Davide Guidetti

This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…

Analysis of PDEs · Mathematics 2021-02-09 Dohyun Kwon , Alpár Richárd Mészáros

This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…

Analysis of PDEs · Mathematics 2022-06-14 Chiun-Chang Lee , Masashi Mizuno , Sang-Hyuck Moon

In this paper, we consider equations involving fully nonlinear nonlocal operators $$F_{\alpha}(u(x)) \equiv C_{n,\alpha} PV \int_{\mathbb{R}^n} \frac{G(u(x)-u(z))}{|x-z|^{n+\alpha}} dz= f(x,u).$$ We prove a maximum principle and obtain key…

Analysis of PDEs · Mathematics 2016-04-19 Wenxiong Chen , Congming Li , Guanfeng Li

In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to…

Probability · Mathematics 2011-03-08 Jinniao Qiu , Shanjian Tang

We consider the transmission eigenvalue problem for an impenetrable obstacle with Dirichlet boundary condition surrounded by a thin layer of non-absorbing inhomogeneous material. We derive a rigorous asymptotic expansion for the first…

Analysis of PDEs · Mathematics 2013-12-06 Fioralba Cakoni , Nicolas Chaulet , Houssem Haddar

In this paper, we investigate a Fisher-KPP nonlocal diffusion model incorporating the effect of advection and free boundaries, aiming to explore the propagation dynamics of the nonlocal diffusion-advection model. Considering the effects of…

Analysis of PDEs · Mathematics 2023-09-13 Chengcheng Cheng

Conditional diffusion probabilistic models can model the distribution of natural images and can generate diverse and realistic samples based on given conditions. However, oftentimes their results can be unrealistic with observable color…

Computer Vision and Pattern Recognition · Computer Science 2022-12-15 Kangfu Mei , Nithin Gopalakrishnan Nair , Vishal M. Patel

In this paper, we study the exterior problem for the maximal surface equation. We obtain the precise asymptotic behavior of the exterior solution at infinity. And we prove that the exterior Dirichlet problem is uniquely solvable given…

Analysis of PDEs · Mathematics 2020-01-17 Guanghao Hong , Yu Yuan

Active scalars appear in many problems of fluid dynamics. The most common examples of active scalar equations are 2D Euler, Burgers, and 2D surface quasi-geostrophic equations. Many questions about regularity and properties of solutions of…

Analysis of PDEs · Mathematics 2010-09-06 Alexander Kiselev

In the setting of fractional minimal surfaces, we prove that if two nonlocal minimal sets are one included in the other and share a common boundary point, then they must necessarily coincide. This strict maximum principle is not obvious,…

Analysis of PDEs · Mathematics 2024-12-02 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci
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