Related papers: Potential theory for nonlocal drift-diffusion equa…
A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…
A fundamental non-classical fourth-order partial differential equation to describe small amplitude linear oscillations in a rotating compressible fluid, is obtained. The dispersion relations for such a fluid, and the different regions of…
This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
Shape-dependent thermodynamics and non-local hydrodynamics are argued to occur in dissipative steady states of driven diffusive systems. These predictions are confirmed by numerical simulations. Unlike power-law correlations, these…
The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
We consider a nonlocal aggregation equation with nonlinear diffusion which arises from the study of biological aggregation dynamics. As a degenerate parabolic problem, we prove the well-posedness, continuation criteria and smoothness of…
We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…
We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain $D$. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…
We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a…
Variable order space-fractional diffusion equation derived as an important model to describe complex anomalous diffusion phenomenon. In this article, well-posedness theory has been constructed for equations with the "Dirichlet" or the…
An integro-differential expression for the diffusion current of the impurities diffusing by the mechanism of bound impurity-defect pairs has been derived. The ensuing nonlocal diffusion equation generalizes the existing theories of…
We introduce a new notion of viscosity solutions for a class of very singular nonlinear parabolic problems of non-divergence form in a periodic domain of arbitrary dimension, whose diffusion on flat parts with zero slope is so strong that…
In this paper, we prove some a priori estimates for a system of partial differential equations arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The unknowns of…
We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…
The ambipolar diffusion approximation is used to model partially ionised plasma dynamics in a single fluid setting. To correctly apply the commonly used version of ambipolar diffusion, a set of criteria should be satisfied including the…
This paper presents the nonlinear potential theory for mixed local and nonlocal $p$-Laplace type equations with coefficients and measure data, involving both superquadratic and subquadratic cases. We prove a class of universal pointwise…