Related papers: Regularity Analysis and High-Order Time Stepping S…
Reduction operators (called often nonclassical symmetries) of variable coefficient semilinear reaction-diffusion equations with power nonlinearity $f(x)u_t=(g(x)u_x)_x+h(x)u^m$ ($m\neq0,1,2$) are investigated using the algorithm suggested…
The regularity of refinable functions has been investigated deeply in the past 25 years using Fourier analysis, wavelet analysis, restricted and joint spectral radii techniques. However the shift-invariance of the underlying regular setting…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
We consider a chemo-repulsion model with quadratic production in a bounded domain. Firstly, we obtain global in time weak solutions, and give a regularity criterion (which is satisfied for $1D$ and $2D$ domains) to deduce uniqueness and…
We consider the classical Shiryaev--Roberts martingale diffusion, $(R_t)_{t\ge0}$, restricted to the interval $[0,A]$, where $A>0$ is a preset absorbing boundary. We take yet another look at the well-known phenomenon of quasi-stationarity…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
Global existence and long-time behavior of solutions to a family of nonlinear fourth order evolution equations on $R^d$ are studied. These equations constitute gradient flows for the perturbed information functionals $F[u] = 1/(2\alpha)…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…
For the classical Shiryaev--Roberts martingale diffusion considered on the interval $[0,A]$, where $A>0$ is a given absorbing boundary, it is shown that the rate of convergence of the diffusion's quasi-stationary cumulative distribution…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
Stationary subdivision schemes have been extensively studied and have numerous applications in CAGD and wavelet analysis. To have high-order smoothness of the scheme, it is usually inevitable to enlarge the support of the mask that is used,…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
Diffusion models have become a leading method for generative modeling of both image and scientific data. As these models are costly to train and \emph{evaluate}, reducing the inference cost for diffusion models remains a major goal.…
We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modeling non-premixed isothermal turbulent flames under single-step kinetics of fuel and…
Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…
The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…