Related papers: The stochastic porous medium equation in one dimen…
The path-specific effect (PSE) is of primary interest in mediation analysis when multiple intermediate variables between treatment and outcome are observed, as it can isolate the specific effect through each mediator, thus mitigating…
Cell proliferation and cell movement are fundamentally stochastic processes which lead to variability in the growth and spatial structure of cell populations in many biological settings, such as cell invasion, wound healing, and tumour…
In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
In this paper, we investigate a class of tumor growth models governed by porous medium-type equations with uncertainties arisen from the growth function, initial condition, tumor support radius or other parameters in the model. We develop a…
In this paper, we analyse a model for the growth of three-dimensional walled cells. In this model the biomechanical expansion of the cell is coupled with the geometry of its wall. We consider that the density of building material depends on…
Crystallization processes at the mesoscopic scale, where faceted, dendritic growth, and multigrain formation can be observed, are of particular interest within materials science and metallurgy. These processes are highly nonlinear,…
It is generally argued that the solution to a stochastic PDE with multiplicative noise---such as $\dot{u}=\frac12 u"+u\xi$, where $\xi$ denotes space-time white noise---routinely produces exceptionally-large peaks that are "macroscopically…
For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
We study a class of one-dimensional, nonequilibrium, conserved growth equations for both nonconserved and conserved noise statistics using numerical integration. An atomistic version of these growth equations is also studied using…
This paper studies the rich dynamics of one-dimensional granular media equations with attractive quadratic interactions. Building on the monotone dynamical systems framework developed in an earlier work, we allow for multiplicative noise,…
The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…
In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and global solutions are proved with some new ideas for a…
We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a $Q$-Wiener process with a small noise based on high frequency spatio-temporal data. We…
In regression models for spatial data, it is often assumed that the marginal effects of covariates on the response are constant over space. In practice, this assumption might often be questionable. In this article, we show how a Gaussian…
We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…
We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…
In this paper, we establish several local and global gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques.