Related papers: Heterogeneous diffusion process with power-law non…
We consider a space-homogeneous gas of {\it inelastic hard spheres}, with a {\it diffusive term} representing a random background forcing (in the framework of so-called {\em constant normal restitution coefficients} $\alpha \in [0,1]$ for…
Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…
We present a novel computational methodology for solving the scalar nonlinear Helmholtz equation (NLH) that governs the propagation of laser light in Kerr dielectrics. The methodology addresses two well-known challenges in nonlinear optics:…
This investigation deals with the analysis of stagnation point heat transfer and corresponding flow features of hydromagnetic viscous incompressible fluid over a vertical shrinking sheet. The considered sheet is assumed to be permeable and…
We present a parametric study of a nonlinear diffusion equation which generalises Leith's model of a turbulent cascade to an arbitrary cascade having a single conserved quantity. There are three stationary regimes depending on whether the…
Existence and uniqueness of a strong solution in $H^{-1}(\mathbb R^d)$ is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-\Delta\beta(X)dt=X\,dW \mbox{ in }(0,T)\times\mathbb R^d,\ X(0)=x,$$ via a…
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…
A heat equation with non-constant diffusivity depending as a power law on the spatial variable is analysed using Lie's method to identify classical point symmetries. It is shown that the group invariant solutions of a four-dimensional…
This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…
Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…
We consider a multidimensional monostable reaction-diffusion equation whose nonlinearity involves periodic heterogeneity. This serves as a model of invasion for a population facing spatial heterogeneities. As a rescaling parameter tends to…
We consider a mixed stochastic differential equation $d{X_t}=a(t,X_t)d{t}+b(t,X_t) d{W_t}+c(t,X_t)d{B^H_t}$ driven by independent multidimensional Wiener process and fractional Brownian motion. Under Hormander type conditions we show that…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
We consider a Keller-Segel model with non-linear porous medium type diffusion and nonlocal attractive power law interaction, focusing on potentials that are less singular than Newtonian interaction. Here, the nonlinear diffusion is chosen…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
We analyze mechanisms and regimes of wave packet spreading in nonlinear disordered media. We predict that wave packets can spread in two regimes of strong and weak chaos. We discuss resonance probabilities, nonlinear diffusion equations,…
We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…