Related papers: The Porous Medium Equation: Multiscale Integrabili…

We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…

We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are…

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Using a functional renormalization group we compute the flow of the renormalized impurity potential for a single impurity in a Luttinger liquid over the entire energy range - from the microscopic scale of a lattice-fermion model down to the…

The Muskat problem models the filtration of two incompressible immiscible fluids of different characteristics in porous media. In this paper, we consider both the 2D and 3D setting of two fluids of different constant densities and different…

In this paper, we consider unsaturated poroelasticity, i.e., coupled hydro-mechanical processes in unsaturated porous media, modeled by a non-linear extension of Biot's quasi-static consolidation model. The coupled, elliptic-parabolic…

Let $\Omega$ be a domain in $\mathbb R^N$, where $N \ge 2$ and $\partial\Omega$ is not necessarily bounded. We consider nonlinear diffusion equations of the form $\partial_t u= \Delta \phi(u)$. Let $u=u(x,t)$ be the solution of either the…

This paper deals with a nonlinear degenerate parabolic equation of order $\alpha$ between 2 and 4 which is a kind of fractional version of the Thin Film Equation. Actually, this one corresponds to the limit value $\alpha=4$ while the Porous…

In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…

We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

We perform a convergence analysis of a discrete-in-time minimization scheme approximating a finite dimensional singularly perturbed gradient flow. We allow for different scalings between the viscosity parameter $\varepsilon$ and the time…

In the last decades, significant progress has been made in understanding the multiphase displacement through porous media with homogeneous wettability and its relation to the pore geometry. However, the role of wettability at the scale of…

The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…

We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…

The macroscopic behavior of dense suspensions of neutrally-buoyant spheres in turbulent plane channel flow is examined. We show that particles larger than the smallest turbulence scales cause the suspension to deviate from the continuum…

This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…

Many physical, biological, and economical systems exhibit various memory effects due to which their present state depends on the history of the whole evolution. Combined with the nonlinearity of the process these phenomena pose serious…