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We investigate the observability of a general class of linear dispersive equations on the torus $\mathbb{T}$. We take one line segment or two line segments in space-time region as the observable set. We give the characteristic on the slopes…

Analysis of PDEs · Mathematics 2024-01-31 Yunlei Wang , Ming Wang

This paper studies the identification of an $\mathbb{R}^d$-valued diffusion $X$ when a running function of it, say $h(X_t)$, is observed. A point-wise observation of the process (in other words, observing $h(X_t)$ in isolation) cannot…

Probability · Mathematics 2024-10-24 Dan Crisan , Martin Clark

We perform a detailed numerical study of diffusion in the $\varepsilon$ stadium of Bunimovich, and propose an empirical model of the local and global diffusion for various values of $\varepsilon$ with the following conclusions: (i) the…

Chaotic Dynamics · Physics 2021-04-14 Črt Lozej , Marko Robnik

We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…

Analysis of PDEs · Mathematics 2013-09-04 Teemu Lukkari

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…

Numerical Analysis · Mathematics 2018-08-14 Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

Existence of specific \emph{eternal solutions} in exponential self-similar form to the following quasilinear diffusion equation with strong absorption$$\partial_t u=\Delta u^m-|x|^{\sigma}u^q,$$posed for…

Analysis of PDEs · Mathematics 2023-10-12 Razvan Gabriel Iagar , Philippe Laurençot

We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…

Analysis of PDEs · Mathematics 2019-02-11 Matteo Bonforte , Alessio Figalli

We introduce the notion of $\epsilon$-irreducibility for arithmetic cycles meaning that the degree of its analytic part is small compared to the degree of its irreducible classical part. We will show that for every $\epsilon>0$ any…

Algebraic Geometry · Mathematics 2022-11-08 Robert Wilms

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…

Analysis of PDEs · Mathematics 2022-08-12 Taras A. Mel'nyk , Arsen V. Klevtsovskiy

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

Numerical Analysis · Mathematics 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…

Probability · Mathematics 2022-10-04 Erhan Bayraktar , Zhenhua Wang , Zhou Zhou

The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…

Mathematical Physics · Physics 2007-05-23 E. I. Semenov

In this paper the author studies the problem of the homogenization of a diffusion perturbed by a periodic reflection invariant vector field. The vector field is assumed to have fixed direction but varying amplitude. The existence of a…

Analysis of PDEs · Mathematics 2007-05-23 Joseph G. Conlon

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

The aim of this short paper is to explore a new connection between a conjecture concerning sharp boundary observability estimates for the 1-D heat equation in small time and a conjecture concerning the cost of null-controllability for a 1-D…

Optimization and Control · Mathematics 2013-10-17 Pierre Lissy

This paper aims to address an interesting open problem, posed in the paper "Singular Optimal Control for a Transport-Diffusion Equation" of Sergio Guerrero and Gilles Lebeau in 2007. The problem involves studying the null controllability…

Optimization and Control · Mathematics 2024-12-24 Fouad Et-Tahri , Jon Asier Bárcena-Petisco , Idriss Boutaayamou , Lahcen Maniar

The aim of this paper is to extend the concept of regional exponential general observability to the case of Neumann boundary conditions problem in diffusion system. More precisely, for linear distributed parameter diffusion systems, we show…

Optimization and Control · Mathematics 2020-05-29 Zainab A. Jaafar , Raheam A. Al-Saphory

We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…

Analysis of PDEs · Mathematics 2008-07-01 Thierry Gallay , Arnd Scheel