Related papers: Potential theory for nonlocal drift-diffusion equa…
We present a proof for the existence and uniqueness of weak solutions for a cut-off and non cut-off model of non-linear diffusion equation in finite-dimensional space RD useful for modelling flows on porous medium with saturation, turbulent…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We present a method to solve the nonlinear dynamical equations of motion in gravitational theories with fundamental nonlocalities of a certain type. For these specific form factors, which appear in some renormalizable theories, the number…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…
Probabilistic diffusion models enjoy increasing popularity in the deep learning community. They generate convincing samples from a learned distribution of input images with a wide field of practical applications. Originally, these…
We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…
We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…
The aim of this paper is to study the generalized Fisher-KPP equation with nonlocal diffusion. In specific we prove the existence of a critical speed so that traveling front type solutions exist up to this critical speed and non-existence…
In this paper we propose and validate a multiscale model for the description of particle diffusion in presence of trapping boundaries. We start from a drift-diffusion equation in which the drift term describes the effect of bubble traps,…
Concept drift is a major issue that greatly affects the accuracy and reliability of many real-world applications of machine learning. We argue that to tackle concept drift it is important to develop the capacity to describe and analyze it.…
We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…
We consider the fractional Laplace framework and provide models and theorems related to nonlocal diffusion phenomena. Some applications are presented, including: a simple probabilistic interpretation, water waves, crystal dislocations,…
In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…
We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…
We prove the global regularity of smooth solutions for a dissipative surface quasi-geostrophic equation with both velocity and dissipation logarithmically supercritical compared to the critical equation. By this, we mean that a symbol…
In the present work, we establish space Bounded Variation $(BV)$ regularity of the solution for a non-linear parabolic partial differential equations involving a linear drift term. We study the problem in a bounded domain with mixed…
It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.