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We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
This study investigates Dirichlet boundary condition related to a class of nonlinear parabolic problem with nonnegative $L^1$-data, which has a variable-order fractional $p$-Laplacian operator. The existence and uniqueness of renormalized…
We consider the numerical approximation of a general second order semi--linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media which is fundamental in many…
We consider parabolic systems with nonlinear dynamic boundary conditions, for which we give a rigorous derivation. Then, we give them several physical interpretations which includes an interpretation for the porous-medium equation, and for…
We extend the semigroup approach used in [23,21] to provide alternative proofs of the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions. As an application of them, we construct the local-in-time…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
We consider second-order evolution equations in an abstract setting with damping and time delay and give sufficient conditions ensuring exponential stability. Our abstract framework is then applied to the wave equation, the elasticity…
The backwards diffusion equation is one of the classical ill-posed inverse problems, related to a wide range of applications, and has been extensively studied over the last 50 years. One of the first methods was that of {\it…
This paper uses the convolution theorem of the Laplace transform to derive new inverse Laplace transforms for the product of two parabolic cylinder functions in which the arguments may have opposite sign. These transforms are subsequently…
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
In this paper, we prove a result of equivalence in law between a diffusion conditioned with respect to partial observations and an auxiliary process. By partial observations we mean coordinates (or linear transformation) of the process at a…
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…
We consider the identification of nonlinear diffusion coefficients of the form $a(t,u)$ or $a(u)$ in quasi-linear parabolic and elliptic equations. Uniqueness for this inverse problem is established under very general assumptions using…
In this paper we give a short, elementary proof of the following too extreme cases of the Leopoldt conjecture: the case when $\K/\Q$ is a solvable extension and the case when it is a totally real extension in which $p$ splits completely.…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We revisit some recents results inspired by the Peierls-Nabarro model on edge dislocations for crystals which rely on the fractional Laplace representation of the corresponding equation. In particular, we discuss results related to…