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We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton

We consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.

Numerical Analysis · Mathematics 2011-05-24 A. A. Alikhanov

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…

Analysis of PDEs · Mathematics 2011-04-08 Renjun Duan , Lizhi Ruan , Changjiang Zhu

We investigate positive steady states of an indefinite superlinear reaction-diffusion equation arising from population dynamics, coupled with a nonlinear boundary condition. Both the equation and the boundary condition depend upon a…

Analysis of PDEs · Mathematics 2015-09-29 Humberto Ramos Quoirin , Kenichiro Umezu

We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that, if the absorption is large enough, compared with the flux…

Numerical Analysis · Mathematics 2011-03-03 Ezequiel Dratman

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

This paper is concerned with the boundary-value problem on the Boltzmann equation in bounded domains with diffuse-reflection boundary where the boundary temperature is time-periodic. We establish the existence of time-periodic solutions…

Analysis of PDEs · Mathematics 2018-07-20 Renjun Duan , Yong Wang , Zhu Zhang

Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…

Numerical Analysis · Mathematics 2014-01-31 A. A. Alikhanov

Half-space boundary Kramers' problem about isothermal sliding of moderate dense gas with accomodation boundary conditions along a flat firm surface is solving. The new method of the solution of boundary problems of the kinetic theory is…

Mathematical Physics · Physics 2014-12-31 A. V. Latyshev , A. D. Kurilov

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Analysis of PDEs · Mathematics 2026-02-11 Luan Hoang , Akif Ibragimov

Consider classical solutions to the parabolic reaction diffusion equation $$ &u_t =Lu+f(x,u), (x,t)\in R^n\times(0,\infty); &u(x,0) =g(x)\ge0, x\in R^n; &u\ge0, $$ where $$ L=\sum_{i,j=1}^na_{i,j}(x)\frac{\partial^2}{\partial x_i \partial…

Analysis of PDEs · Mathematics 2007-05-23 Ross Pinsky

This paper is concerned with a type of nonlinear reaction-diffusion equation, which arises from the population dynamics. The equation includes a certain type reaction term $u^\alpha(1- \sigma \int_{\R^n}u^\beta dx)$ of dimension $n \ge 1$…

Analysis of PDEs · Mathematics 2015-10-28 Shen Bian , Li Chen

This paper deals with the large time dynamics of bounded solutions of reaction-diffusion equations with unbounded initial support in $\mathbb{R}^N$. We prove a variational formula for the spreading speeds in any direction, and we also…

Analysis of PDEs · Mathematics 2023-07-08 François Hamel , Luca Rossi

In this study, we investigate the dynamics of moving fronts in three-dimensional spaces, which form as a result of in-situ combustion during oil production. This phenomenon is also observed in other contexts, such as various autowave models…

Analysis of PDEs · Mathematics 2025-02-05 Aleksei Liubavin , Mingkang Ni , Ye Zhang , Dmitrii Chaikovskii

The purpose of this note is to give a complete proof of a $C^{0,\alpha}$ regularity result for the pressure for weak solutions of the two-dimensional "incompressible Euler equations" when the fluid velocity enjoys the same type of…

Analysis of PDEs · Mathematics 2022-04-06 Claude W. Bardos , Edriss S. Titi

We develop estimates for the solutions and derive existence and uniqueness results of various local boundary value problems for Dirac equations that improve all relevant results known in the literature. With these estimates at hand, we…

Differential Geometry · Mathematics 2017-07-12 Qun Chen , Jürgen Jost , Linlin Sun , Miaomiao Zhu

We study steady Boltzmann equation in half-space, which arises in the Knudsen boundary layer problem, with diffusive reflection boundary conditions. Under certain admissible conditions and the source term decaying exponentially, we…

Analysis of PDEs · Mathematics 2021-04-09 Yong Wang , Feimin Huang

This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\Omega\subset\mathbb{R}^N$…

Analysis of PDEs · Mathematics 2018-05-09 Takeshi Fukao , Shunsuke Kurima , Tomomi Yokota

We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…

Mathematical Physics · Physics 2016-02-11 L. Bertini , S. Brassesco , P. Buttà

We consider the Helmholtz problem in the context of the evolution of uniform initial distribution of a physical attribute in general porous media subject to a partially absorbing boundary condition. Its spectral property as a reflection of…

Soft Condensed Matter · Physics 2013-05-29 Seungoh Ryu , David Linton Johnson