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Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…

Analysis of PDEs · Mathematics 2007-05-23 Grzegorz Karch , Wojbor A. Woyczynski

We present a method for two-scale model derivation of the periodic homogenization of the one-dimensional wave equation in a bounded domain. It allows for analyzing the oscillations occurring on both microscopic and macroscopic scales. The…

Analysis of PDEs · Mathematics 2013-12-04 Thi Trang Nguyen , Michel Lenczner , Matthieu Brassart

We consider a stochastic perturbation of the phase field alpha-Navier-Stokes model with vesicle-fluid interaction. It consists in a system of nonlinear evolution partial differential equations modeling the fluid-structure interaction…

Probability · Mathematics 2019-01-08 Ludovic Goudenège , Luigi Manca

This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…

Analysis of PDEs · Mathematics 2020-04-22 Xiaoli Feng , Peijun Li , Xu Wang

We apply in a schematic model a theory beyond mean-field, namely Stochastic Time-Dependent Hartree-Fock (STDHF), which includes dynamical electron-electron collisions on top of an incoherent ensemble of mean-field states by occasional…

Atomic and Molecular Clusters · Physics 2016-10-12 Lionel Lacombe , Paul-Gerhard Reinhard , Eric Suraud , Phuong Mai Dinh

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…

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…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

In this thesis we consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing the height of the two barriers, one…

Probability · Mathematics 2018-03-06 Tommy Liu

Two dimensional stochastic time model of scrape-off layer (SOL) turbulent transport is studied. Instability arisen in the system with respect to the stochastic perturbations of both either density or vorticity reveals itself in the strong…

Plasma Physics · Physics 2009-11-10 D. Volchenkov , R. Lima

We study the nonlinear dynamical evolution of spinodal decomposition in a first-order superfluid phase transition using a simple holographic model in the probe limit. We first confirm the linear stability analysis based on quasinormal modes…

High Energy Physics - Theory · Physics 2024-10-04 Xin Zhao , Zi-Qiang Zhao , Zhang-Yu Nie , Hua-Bi Zeng , Yu Tian , Matteo Baggioli

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Analysis of PDEs · Mathematics 2021-05-28 Martin Heida , Stefan Neukamm , Mario Varga

We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…

Probability · Mathematics 2017-01-10 Antoine Lejay , Paolo Pigato

We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…

Analysis of PDEs · Mathematics 2023-08-08 S. D. Roscani , K. Ryszewska , L. D. Venturato

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

We use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a…

Statistical Mechanics · Physics 2009-11-13 Tadeusz Kosztolowicz , Katarzyna D. Lewandowska

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

We investigate the modes of deformation of an initially spherical bubble immersed in a homogeneous and isotropic turbulent background flow. We perform direct numerical simulations of the two-phase incompressible Navier-Stokes equations,…

Fluid Dynamics · Physics 2021-07-07 Stéphane Perrard , Aliénor Rivière , Wouter Mostert , Luc Deike

This paper is devoted to the study of propagation dynamics for a large class of non-monotone evolution systems. In two directions of the spatial variable, such a system has two limiting systems admitting the spatial translation invariance.…

Dynamical Systems · Mathematics 2023-10-23 Taishan Yi , Xiao-Qiang Zhao