Related papers: Stochastic Generalized Porous Media and Fast Diffu…

We proposed a new extended version of Enskog theory for the description of the self-diffusion coefficient of a colloidal hard-sphere fluid adsorbed in a matrix of disordered hard-sphere obstacles. In a considered approach instead of contact…

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

We consider one-dimensional stochastic differential equations with generalized drift which involve the local time $L^X$ of the solution process: X_t = X_0 + \int_0^t b(X_s) dB_s + \int_\mathbb{R} L^X(t,y) \nu(dy), where b is a measurable…

The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the…

We use the Enskog theory for the description of the self-diffusion coefficient of hard sphere fluids in disordered porous media. Using the scaled particle theory previously developed by us for the description of thermodynamic properties of…

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…

We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…

We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

We study solutions of the generalized porous medium equation on infinite graphs. For nonnegative or nonpositive integrable data, we prove the existence and uniqueness of mild solutions on any graph. For changing sign integrable data, we…

In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

We consider a class of generalised stochastic porous media equations with multiplicative Lipschitz continuous noise. These equations can be related to physical models exhibiting self-organised criticality. We show that these SPDEs have…

In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…

Existence and uniqueness of solutions to the stochastic porous media equation $dX-\D\psi(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $\psi$ is a maximal monotone graph in $\rr\times\rr$ such that $\psi(r)\le C|r|^m$,…

The paper deals with the homogenization of reaction-diffusion equations with large reaction terms in a multi-scale porous medium. We assume that the fractures and pores are equidistributed and that the coefficients of the equations are…

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

We consider the porous medium equation with a power-like reaction term, posed on Riemannian manifolds. Under certain assumptions on $p$ and $m$ in (1.1), and for small enough nonnegative initial data, we prove existence of global in time…

We study a kind of generalized porous medium equation with fractional Laplacian and abstract pressure term. For a large class of equations corresponding to the form: $u_t+\nu \Lambda^{\beta}u=\nabla\cdot(u\nabla Pu)$, we get their local…