Related papers: Li-Yau and Harnack estimates for nonlocal diffusio…
This paper gives a brief overview on the nonparametric techniques that are useful for financial econometric problems. The problems include estimation and inferences of instantaneous returns and volatility functions of time-homogeneous and…
We derive dispersion estimates for solutions of a one-dimensional discrete Dirac equations with a potential. In particular, we improve our previous result, weakening the conditions on the potential. To this end we also provide new results…
We study linear dispersive equations in dimension one and two for a class of radial nonhomogeneous phases. L 1 $\rightarrow$ L $\infty$ type estimates, Strichartz estimates, local Kato smoothing and Morawetz type estimates are provided. We…
Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…
This text is based on a series of three expository lectures on a variety of topics related to "thin orbits," as delivered at Durham University's Easter School on "Dynamics and Analytic Number Theory" in April 2014. The first lecture reviews…
We study the dispersive properties of a linear equation in one spatial dimension which is inspired by models in peridynamics. The interplay between nonlocality and dispersion is analyzed in detail through the study of the asymptotics at low…
We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…
We present a linear dispersive partial differential equation which manifests a number of qualitative features of dispersive shocks, typically thought to occur only in nonlinear models. The model captures much of the short time phenomenon…
We prove a global Li-Yau inequality for a general Markov semigroup under a curvature-dimension condition. This inequality is stronger than all classical Li-Yau type inequalities known to us. On a Riemannian manifold, it is equivalent to a…
These are the notes of a part of the PhD course Regularity for free boundary problems and for elliptic PDEs, held in Pavia in the spring of 2025. The aim is to provide a comprehensive and self-contained treatment of classical interior and…
The paper establishes a series of gradient estimates for positive solutions to the heat equation on a manifold $M$ evolving under the Ricci flow, coupled with the harmonic map flow between $M$ and a second manifold $N$. We prove Li-Yau type…
The main purpose of this paper is to study weak solutions of time-fractional of porous medium equation with nonlocal pressure: \[ \partial^\alpha_t u=\operatorname{div}\left( |u|^{m}\nabla (-\Delta)^{-s} u\right) \,\, \text{in }…
Preface to the special issue "Characterisation of Physical Processes from Anomalous Diffusion Data" associated with the Anomalous Diffusion Challenge ( https://andi-challenge.org ) and published in Journal of Physics A: Mathematical and…
The most recent theoretical and experimental results in the field of diffractive scattering are reviewed. A parallel between the two current theoretical approaches to diffraction, the DIS picture in the Breit frame and the dipole picture in…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
This is an extended abstract for the conference "Microlocal2011 : Microlocal Methods in Mathematical Physics and Global Analysis Universitat Tubingen, June 14 - 18, 2011"
In this work we are interested in the study of a class of anisotropic porous medium-type equations whose prototype is \[ u_t =\sum_{i=1}^N \left( m_i u^{m_i-1} u_{x_i} \right)_{x_i} \ , \qquad 0<m_1 \leq \cdots \leq m_N <1 \ , \] for which…
In this paper, we investigate Harnack estimates for weak solutions to the following nonlocal equation: $$ \partial_t u = \Delta^{\alpha/2} u + b \cdot \nabla u + f, $$ where $\Delta^{\alpha/2}$ denotes the fractional Laplacian, $b$ is a…