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This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We develop a general criterion about coarsening for a class of nonlinear evolution equations describing one dimensional pattern-forming systems. This criterion allows one to discriminate between the situation where a coarsening process…

Statistical Mechanics · Physics 2007-05-23 Paolo Politi , Chaouqi Misbah

We consider a two-parameter averaging-homogenization type elliptic problem together with the stochastic representation of the solution. A limit theorem is derived for the corresponding diffusion process and a precise description of the…

Probability · Mathematics 2014-07-04 Martin Hairer , Leonid Koralov , Zsolt Pajor-Gyulai

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

Probability · Mathematics 2016-04-28 David Baños , Paul Krühner

Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…

Analysis of PDEs · Mathematics 2016-08-24 P Broadbridge , BH Bradshaw-Hajek

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

Probability · Mathematics 2018-02-13 J. Calatayud , J. -C. Cortes , M. Jornet

In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

Analysis of PDEs · Mathematics 2014-08-12 Paul André Razafimandimby , Jean Louis Woukeng

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

Probability · Mathematics 2018-01-08 Ying Hu , Florian Lemonnier

The effects of MHD boundary layer flow of non-linear thermal radiation with convective heat transfer and non-uniform heat source/sink in presence of thermophortic velocity and chemical reaction investigated in this study. Suitable…

Fluid Dynamics · Physics 2017-02-08 Shalini Jain , Rakesh Choudhary

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

Probability · Mathematics 2021-05-04 Le Chen , Guannan Hu

In this article, we provide a general derivation of the nonlinear frequency shift, $\delta \omega$, for a sinusoidal electron plasma wave (EPW) that varies slowly enough for the results derived in the companion paper, on the action…

Plasma Physics · Physics 2017-09-18 Didier Benisti

Diffusion is the macroscopic manifestation of disordered molecular motion. Mathematically, diffusion equations are partial differential equations describing the fluid-like large-scale dynamics of parcels of molecules. Spatially…

Fluid Dynamics · Physics 2018-10-26 F. Sattin , A. Bonato , L. Salasnich

The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…

Statistical Mechanics · Physics 2007-07-03 Alain Barrat , E. Trizac , M. H. Ernst

We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…

Probability · Mathematics 2014-10-09 Le Chen

Condition imposed on the nonlinear terms of a nonlinear diffusion equation with {R}obin boundary condition is the main focus of this paper. The degenerate parabolic equations, such as the {S}tefan problem, the {H}ele--{S}haw problem, the…

Analysis of PDEs · Mathematics 2018-02-09 Taishi Motoda , Takeshi Fukao

We investigate a reaction-diffusion problem in a two-component porous medium with a nonlinear interface condition between the different components. One component is connected and the other one is disconnected. The ratio between the…

Analysis of PDEs · Mathematics 2021-12-02 Markus Gahn

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

A multitude of imaging and vision tasks have seen recently a major transformation by deep learning methods and in particular by the application of convolutional neural networks. These methods achieve impressive results, even for…

Computer Vision and Pattern Recognition · Computer Science 2018-11-30 Simon Arridge , Andreas Hauptmann
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