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A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
The problem of identifying the diffusion parameter appearing in a nonlocal steady diffusion equation is considered. The identification problem is formulated as an optimal control problem having a matching functional as the objective of the…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…
Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
This work presents an analytical investigation of anomalous diffusion and turbulence in a dusty plasma monolayer, where energy transport across scales leads to the spontaneous formation of spatially disordered patterns. Many-body…
We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
We present a self-contained investigation on the local and global well-posedness for a system of nonlocal advection--diffusion equations for a heterogeneous population over $\mathbb{R}^d$, $d \in \mathbb{N}$. Each convolution kernel…
In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…
The article is devoted to the dynamics of systems with an anomalous scaling near a critical point. The fractional stochastic equation of a Lanvevin type with the $\varphi^3$ nonlinearity is considered. By analogy with the model A the field…