Related papers: Gradient Flow Solutions For Porous Medium Equation…

We study the dynamics of compressible fluids in rotating heterogeneous porous media. The fluid flow is of {F}orchheimer-type and is subject to a mixed mass and volumetric flux boundary condition. The governing equations are reduced to a…

Motivated by the extensive investigations of integro-differential equations on $\mathbb{R}^n$, we consider nonlocal filtration type equations with rough kernels on the Heisenberg group $\mathbb{H}^n$. We prove the existence and uniqueness…

Applied problems of oil and gas recovery are studied numerically using the mathematical models of multiphase fluid flows in porous media. The basic model includes the continuity equations and the Darcy laws for each phase, as well as the…

We propose a method for effectively upscaling incompressible viscous flow in large random polydispersed sphere packings: the emphasis of this method is on the determination of the forces applied on the solid particles by the fluid. Pore…

We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…

In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…

We establish the homogenization results for a class of nonlocal operators of convolution type with integrable jumping kernel $p$ multiplied by rapidly oscillating periodic or locally periodic coefficients. The associated measure $p(z)dz$ is…

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…

For a spectrally negative L\'evy process $X$, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \mathrm{d}y \right], $$ where $-\infty \leq a < b < \infty$,…

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…

We have explored here the case of three-dimensional non-stationary flows of helical type for the incompressible couple stress fluid with given Bernoulli-function in the whole space (the Cauchy problem). In our presentation, the case of…

We deal with a nonlocal interaction equation describing the evolution of a particle density under the effect of a general symmetric pairwise interaction potential, not necessarily in convolution form. We describe the case of a convex (or…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…

We investigate the qualitative properties of positive solutions to mixed local-nonlocal equations with indefinite nonlinearities, emphasizing the interaction between classical and fractional Laplacians. We first establish maximum principles…

For refracted spectrally negative L\'evy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit times. Such quantities are expressed in terms of unique…

Modeling via fractional partial differential equations or a L\'evy process has been an active area of research and has many applications. However, the lack of efficient numerical computation methods for general nonlocal operators impedes…

We consider a fractional porous medium equation that extends the classical porous medium and fractional heat equations. The flow is studied in the space of periodic probability measures endowed with a non-local transportation distance…

We investigate the differentiability issue of the drift-diffusion equation with nonlocal L\'evy-type diffusion at either supercritical or critical type cases. Under the suitable conditions on the drift velocity and the forcing term in terms…