Related papers: Transport-diffusion equations with irregular data …
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
A study of the transport coefficients of a system of elastic hard disks, based on the use of Helfand-Einstein expressions is reported. The self-diffusion, the viscosity, and the heat conductivity are examined with averaging techniques…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
General theorems for existence and uniqueness of viscosity solutions for Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVI) with integral term are established. Such nonlinear partial integro-differential equations (PIDE) arise…
We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
This paper concerns wave propagation in a class of scalar reaction-diffusion-convection equations with $p$-Laplacian-type diffusion and monostable reaction. We introduce a new concept of a non-smooth traveling wave profile, which allows us…
It was recently shown that the dispersion relations describing singularities of retarded two-point functions in causal quantum field theories always satisfy the fundamental inequality $\mathfrak{Im} \, \omega \leq |\mathfrak{Im} \, k|$, and…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
We study existence and stability of travelling waves for nonlinear convection diffusion equations in the 1-D Euclidean space. The diffusion coefficient depends on the gradient in analogy with the p-Laplacian and may be degenerate.…
In this note we study advection diffusion equations associated to incompressible $W^{1,p}$ velocity fields with $p>2$. We present new estimates on the energy dissipation rate and we discuss applications to the study of upper bounds on the…
Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…
Using elliptic and parabolic regularity results in $L^p$-spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d$ up to their explosion times including the following…
We consider the evolutionary Hamilton-Jacobi equation \begin{align*} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad(x,t)\in M\times [0,+\infty), \end{align*} where $M$ is a compact manifold, $H:T^*M\times R\to R$, $H=H(x,p,u)$ satisfies Tonelli…
We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…
In this note, we investigate a doubly nonlinear diffusion equation in the slow diffusion regime. We prove stability of the pressure of solutions that are close to traveling wave solutions in a homogeneous Lipschitz sense. We derive…
This is part two of our study on the spreading properties of the Lotka-Volterra competition-diffusion systems with a stable coexistence state. We focus on the case when the initial data are exponential decaying. By establishing a comparison…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…