Related papers: Nonlocal Approximation of Slow and Fast Diffusion
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
We study a diffuse interface model for the flow of two viscous incompressible Newtonian fluids in a bounded domain. The fluids are assumed to be macroscopically immiscible, but a partial mixing in a small interfacial region is assumed in…
We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…
By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…
We prove the short-time asymptotic formula for the interfaces and local solutions near the interfaces for the nonlinear double degenerate reaction-diffusion equation of turbulent filtration with fast diffusion and strong absorption \[…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…
Considering fractional fast diffusion equations on bounded open polyhedral domains in $\mathbb{R}^N$, we give a fully Galerkin approximation of the solutions by $C^0$-piecewise linear finite elements in space and backward Euler…
In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…
In this contribution we analyze the large time behavior of a family of nonlinear finite volume schemes for anisotropic convection-diffusion equations set in a bounded bidimensional domain and endowed with either Dirichlet and / or no-flux…
We study the mathematical theory of second order systems with two species, arising in the dynamics of interacting particles subject to linear damping, to nonlocal forces and to external ones, and resulting into a nonlocal version of the…
We construct a nearest-neighbour interacting particle system of exclusion type, which illustrates a transition from slow to fast diffusion. More precisely, the hydrodynamic limit of this microscopic system in the diffusive space-time…
We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…
A non self-similar change of coordinates provides improved matching asymptotics of the solutions of the fast diffusion equation for large times, compared to already known results, in the range for which Barenblatt solutions have a finite…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
We study the boundedness and convergence to equilibrium of weak solutions to reaction-diffusion systems with nonlinear diffusion. The nonlinear diffusion is of porous medium type and the nonlinear reaction terms are assumed to grow…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…