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In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

In this paper, the long-time asymptotic behaviours of nonlocal porous medium equations with absorption or convection are studied. In the parameter regimes when the nonlocal diffusion is dominant, the entropy method is adapted in this…

Analysis of PDEs · Mathematics 2023-11-08 Filomena Feo , Yanghong Huang , Bruno Volzone

In these lecture notes, we address the problem of large-time asymptotic behaviour of the solutions to scalar convection-diffusion equations set in ${R}^N$. The large-time asymptotic behaviour of the solutions to many convection-diffusion…

Analysis of PDEs · Mathematics 2020-03-27 Enrique Zuazua

In this paper we study the effect of the subordination by a general random time-change to the solution of a model on spatial ecology in terms of its evolution density. In particular on traveling waves for a non-local spatial logistic…

Probability · Mathematics 2020-06-25 Anatoly N. Kochubei , Yuri Kondratiev , José Luís da Silva

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

Statistical Mechanics · Physics 2021-01-04 Wanli Wang , Eli Barkai

Recently, various evolutionary partial differential equations (PDEs) with a mixed derivative have been emerged and drawn much attention. Nonetheless, their PDE-theoretical and numerical studies are still in their early stage. In this paper,…

Numerical Analysis · Mathematics 2017-12-12 Shun Sato , Takayasu Matsuo

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

Analysis of PDEs · Mathematics 2017-06-20 Valeriy Borisovich Levenshtam , Linh Kop Nguyen , Marat Rashidovich Ishmeev

In this paper, we propose the invariant subspace approach to find exact solutions of time-fractional partial differential equations (PDEs) with time delay. An algorithmic approach of finding invariant subspaces for the generalized…

Analysis of PDEs · Mathematics 2020-06-26 P. Prakash , Sangita Choudhary , Varsha Daftardar-Gejji

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

Analysis of PDEs · Mathematics 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays. The subordination principle may be applied to study the…

Probability · Mathematics 2021-03-11 José L. da Silva , Yuri G. Kondratiev

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

This paper studies the dynamics of families of monotone nonautonomous neutral functional differential equations with nonautonomous operator, of great importance for their applications to the study of the long-term behavior of the…

Dynamical Systems · Mathematics 2020-04-06 Sylvia Novo , Rafael Obaya , Victor M. Villarragut

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…

Statistics Theory · Mathematics 2020-09-17 Maud Delattre

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…

Analysis of PDEs · Mathematics 2018-05-31 Wei Liu , Michael Röckner , José Luís da Silva