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Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

Analysis of PDEs · Mathematics 2023-08-22 Andrey Nesterov

Diffusion-driven patterns appear on curved surfaces in many settings, initiated by unstable modes of an underlying Laplacian operator. On a flat surface or perfect sphere, the patterns are degenerate, reflecting translational/rotational…

Soft Condensed Matter · Physics 2025-09-09 John R. Frank , Jemal Guven , Mehran Kardar , Leyna Shackleton

We find analytical solutions to the Cahn-Hilliard equation for the dynamics of an interface in a system with a conserved order parameter (Model B). We show that, although steady-state solutions of Model B are unphysical in the far-field,…

Soft Condensed Matter · Physics 2009-10-30 R. M. L. Evans , M. E. Cates

We study the large time behavior of solutions to the Cauchy problem for the quasilinear absorption-diffusion equation $$ \partial_tu=\Delta u^m-|x|^{\sigma}u^p, \quad (x,t)\in\real^N\times(0,\infty), $$ with exponents $p>m>1$ and $\sigma>0$…

Analysis of PDEs · Mathematics 2025-08-18 Razvan Gabriel Iagar , Diana-Rodica Munteanu

Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…

Statistical Mechanics · Physics 2015-09-02 Takuma Akimoto , Kazuhiko Seki

We study the diffusion-reaction-advection model for mobile chemical species together with the dissolution and precipitation of immobile species in a porous medium at the micro-scale. This leads to a system of semilinear parabolic partial…

Analysis of PDEs · Mathematics 2022-09-16 Nibedita Ghosh , Hari Shankar Mahato

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…

Analysis of PDEs · Mathematics 2019-05-17 Ivan D. Remizov

The potential flow of an incompressible inviscid heavy fluid over a light one is considered. The integral version of the method of matched asymptotic expansion is applied to the construction of the solution over long intervals of time. The…

Fluid Dynamics · Physics 2015-06-17 V. M. Cherniavski , Yu. M. Shtemler

The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…

Soft Condensed Matter · Physics 2015-05-13 Ramin Golestanian

The presence of one or more species at some spatial locations but not others is a central matter in ecology. This phenomenon is related to ecological pattern formation. Nonlocal interactions can be considered as one of the mechanisms…

Populations and Evolution · Quantitative Biology 2017-12-29 Ozgur Aydogmus

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…

Numerical Analysis · Mathematics 2016-03-18 Daniel Ruprecht , Robert Speck , Rolf Krause

We study the local dynamics of $L^{2}\left(\mathbb{R}\right)$-perturbations to the zero solution of spatially $2\pi$-periodic coefficient reaction-diffusion systems. In this case the spectrum of the linearization about the zero solution is…

Analysis of PDEs · Mathematics 2019-03-01 Connor Smith

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Chaotic Dynamics · Physics 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

This paper is concerned with a quantitative analysis of asymptotic behaviors of (possibly sign-changing) solutions to the Cauchy-Dirichlet problem for the fast diffusion equation posed on bounded domains with Sobolev subcritical exponents.…

Analysis of PDEs · Mathematics 2023-01-30 Goro Akagi

In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we…

Analysis of PDEs · Mathematics 2014-04-30 Guy Barles , Emmanuel Chasseigne , Adina Ciomaga , Cyril Imbert

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…

Probability · Mathematics 2023-01-09 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

An adiabatic mode time-dependent parabolic equation for the 3D problems of underwater acoustic propagation problem is derived by the multiple-scale method. The Cauchy problem for this equation is considered.

Atmospheric and Oceanic Physics · Physics 2009-09-02 M. Yu. Trofimov

The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…

Condensed Matter · Physics 2009-10-31 W. Selke , M. Bisani

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically…

Probability · Mathematics 2009-10-30 Peter Mörters , Marcel Ortgiese , Nadia Sidorova
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