Related papers: Non-explosion solutions for a class of stochastic …
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
In this paper we study a nonlocal reaction-diffusion equation in which the diffusion depends on the gradient of the solution. We prove first the existence and uniqueness of regular and strong solutions. Second, we obtain the existence of…
Within OpenFOAM, we develop a pressure-based solver for the Euler equations written in conservative form using density, momentum, and total energy as variables. Under simplifying assumptions, these equations are used to describe…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP…
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…
This paper is devoted to the analysis of blow-up solutions for the fractional nonlinear Schr\"odinger equation with combined power-type nonlinearities \[ i\partial_t u-(-\Delta)^su+\lambda_1|u|^{2p_1}u+\lambda_2|u|^{2p_2}u=0, \] where…
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…
We consider a general form of reaction-dispersion equations with non-local dispersal and local reaction. Under some general conditions, we prove the non-existence of transition fronts, as well as some stretching properties at large time for…
We consider driftless stochastic differential equations and the diffusions starting from the positive half line. It is shown that the Feller test for explosions gives a necessary and sufficient condition to hold pathwise uniqueness for…
In this paper, Van der pol equation has been analyzed for stability and bifurcation phenomena with and without forcing component. Analytical solution of the Van der pol equation using Method of Multiple Scales (MMS) is compared with…
In this paper existence and nonexistence results of positive radial solutions of a Dirichlet $m$-Laplacian problem with different weights and a diffusion term inside the divergence of the form $\big(a(|x|)+g(u)\big)^{-\gamma}$, with…
In this paper, we study the blowup of the $N$-dim Euler or Euler-Poisson equations with repulsive forces, in radial symmetry. We provide a novel integration method to show that the non-trivial classical solutions $(\rho,V)$, with compact…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
We address the problem of approximating the moments of the solution, $\boldsymbol{X}(t)$, of an It\^o stochastic differential equation (SDE) with drift and a diffusion terms over a time-grid $t_0, t_1, \ldots, t_n$. In particular, we assume…
We consider a generalized degenerate diffusion equation with a reaction term $u_t=[A(u)]_{xx}+f(u)$, where $A$ is a smooth function satisfying $A(0)=A'(0)=0$ and $A(u),\ A'(u),\ A''(u)>0$ for $u>0$, $f$ is of monostable type in $[0,s_1]$…
We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…