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We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

Probability · Mathematics 2010-08-17 Günter Hinrichs

We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…

Chaotic Dynamics · Physics 2015-05-20 John Grant , Michael Wilkinson

Shape-dependent thermodynamics and non-local hydrodynamics are argued to occur in dissipative steady states of driven diffusive systems. These predictions are confirmed by numerical simulations. Unlike power-law correlations, these…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Gregory L. Eyink

In this paper we prove the global in time well-posedness of the following non-local diffusion equation with $\alpha \in[0,2/3)$: $$ \partial_t u = {(-\triangle)^{-1}u} \triangle u + \alpha u^2, \quad u(t=0) = u_0. $$ The initial condition…

Analysis of PDEs · Mathematics 2016-02-22 Joachim Krieger , Robert M. Strain

We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…

Numerical Analysis · Mathematics 2018-07-18 M. Paul Laiu , Martin Frank , Cory D. Hauck

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

Probability · Mathematics 2009-08-14 N. V. Krylov

Hypothesis: Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…

We consider normal velocity of smooth sets evolving by the $s-$fractional diffusion. We prove that for small time, the normal velocity of such sets is nearly proportional to the mean curvature of the boundary of the initial set for $s\in…

Analysis of PDEs · Mathematics 2021-01-12 Anoumou Attiogbe , El Hadji Abdoulaye Thiam , Mouhamed Moustapha Fall

We consider the initial value problem for the 2D quasi-geostrophic equation with weak dissipation term $\kappa(-\Delta)^{\alpha/2}\theta\ (0<\alpha\leqslant 1)$ and dispersive forcing term $Au_2$. We establish a unique global solution for a…

Analysis of PDEs · Mathematics 2019-11-07 Mikihiro Fujii

We present a solvable model inspired by dimensional analysis for the time-dependent spreading of droplets that partially wet a substrate, where the spreading eventually stops and the contact angle reaches a nonzero equilibrium value. We…

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

Numerical Analysis · Mathematics 2024-11-01 Beatrice Crippa , Anna Scotti , Andrea Villa

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…

Statistics Theory · Mathematics 2026-03-17 Nicolas Marie

In this paper we consider a semi-linear, energy sub-critical, defocusing wave equation $\partial_t^2 u - \Delta u = - |u|^{p -1} u$ in the 3-dimensional space with $p \in [3,5)$. We prove that if initial data $(u_0, u_1)$ are radial so that…

Analysis of PDEs · Mathematics 2015-12-03 Ruipeng Shen

We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…

Probability · Mathematics 2017-10-10 Andreas Eberle , Arnaud Guillin , Raphael Zimmer

We consider the asymptotic behavior of the surface quasi-geostrophic equation, subject to a small external force. Under suitable assumptions on the forcing, we first construct the steady states and we provide a number of useful a posteriori…

Analysis of PDEs · Mathematics 2021-02-24 Fazel Hadadifard , Atanas G. Stefanov

In this paper, we consider the initial-boundary value problem of the 3D primitive equations for oceanic and atmospheric dynamics with only horizontal diffusion in the temperature equation. Global well-posedness of strong solutions are…

Analysis of PDEs · Mathematics 2014-01-08 Chongsheng Cao , Jinkai Li , Edriss S. Titi

The paper deals with initial-boundary value problems for the linear wave equation whose solutions stabilize to zero in a finite time. We prove that problems in this class remain exponentially stable in $L^2$ as well as in $C^2$ under small…

Analysis of PDEs · Mathematics 2025-12-10 I. Kmit , N. Lyul'ko

We present sharp conditions on divergence-free drifts in Lebesgue spaces for the passive scalar advection-diffusion equation \[ \partial_t \theta - \Delta \theta + b \cdot \nabla \theta = 0 \] to satisfy local boundedness, a single-scale…

Analysis of PDEs · Mathematics 2021-07-28 Dallas Albritton , Hongjie Dong

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari
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