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We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density function. This result complements recent…

Probability · Mathematics 2012-06-07 Masafumi Hayashi , Arturo Kohatsu-Higa , Go Yuki

We consider pointwise linear elliptic equations of the form $\mathrm{L}_x u_x = \eta_x$ on a smooth compact manifold where the operators $\mathrm{L}_x$ are in divergence form with real, bounded, measurable coefficients that vary in the…

Analysis of PDEs · Mathematics 2019-07-04 Lashi Bandara

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…

Probability · Mathematics 2019-08-09 Soledad Torres , Lauri Viitasaari

We investigate the three-dimensional fractionally dissipated primitive equations with transport noise, focusing on subcritical and critical dissipation regimes characterized by $ (-\Delta)^{s/2} $ with $ s \in (1,2)$ and $s = 1$,…

Analysis of PDEs · Mathematics 2025-01-20 Ruimeng Hu , Quyuan Lin , Rongchang Liu

We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…

Analysis of PDEs · Mathematics 2024-05-14 Noemi David , Filippo Santambrogio , Markus Schmidtchen

The first target of this article is the local well-posedness question for 1D quasilinear Schr\"odinger equations with cubic nonlinearities. The study of this class of problems, in all dimensions, was initiated in pioneering work of…

Analysis of PDEs · Mathematics 2025-04-09 Mihaela Ifrim , Daniel Tataru

We show that solutions to the parabolic-elliptic Keller-Segel system on ${\mathbb S}^1$ with critical fractional diffusion $(-\Delta)^\frac{1}{2}$ remain smooth for any initial data and any positive time. This disproves, at least in the…

Analysis of PDEs · Mathematics 2016-12-05 Jan Burczak , Rafael Granero-Belinchón

This article is devoted to a general class of one dimensional NLS problems with a cubic nonlinearity. The question of obtaining scattering, global in time solutions for such problems has attracted a lot of attention in recent years, and…

Analysis of PDEs · Mathematics 2023-10-30 Mihaela Ifrim , Daniel Tataru

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We study the Cauchy problem for the nonlinear damped wave equation and establish the large data local well-posedness and small data global well-posedness with slowly decaying initial data. We also prove that the asymptotic profile of the…

Analysis of PDEs · Mathematics 2019-03-14 Masahiro Ikeda , Takahisa Inui , Yuta Wakasugi

In this paper we address the regularity issues of drift-diffusion equation with nonlocal diffusion, where the diffusion operator is in the realm of stable-type L\'evy operator and the velocity field is defined from the considered quantity…

Analysis of PDEs · Mathematics 2019-07-22 Changxing Miao , Liutang Xue

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

We consider the forced surface quasi-geostrophic equation with supercritical dissipation. We show that linear instability for steady state solutions leads to their nonlinear instability. When the dissipation is given by a fractional…

Analysis of PDEs · Mathematics 2024-05-16 Aynur Bulut , Hongjie Dong

This paper is concerned with the large-time dynamics of bounded solutions of reaction-diffusion equations with bounded or unbounded initial support in R N. We start with a survey of some old and recent results on the spreading speeds of the…

Analysis of PDEs · Mathematics 2024-07-02 François Hamel , Luca Rossi

We consider a nonlinear, spatially-nonlocal initial value problem in one space dimension on $\mathbb{R}$ that describes the motion of surface quasi-geostrophic (SQG) fronts. We prove that the initial value problem has a unique local smooth…

Analysis of PDEs · Mathematics 2022-03-09 John K. Hunter , Jingyang Shu , Qingtian Zhang

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

A broad conjecture, formulated by the authors in earlier work, reads as follows: "Cubic defocusing dispersive one dimensional flows with small initial data have global dispersive solutions". Notably, here smallness is only assumed in $H^s$…

Analysis of PDEs · Mathematics 2025-01-06 Mihaela Ifrim , Daniel Tataru