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A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

History and Overview · Mathematics 2019-09-27 R. Corban Harwood

We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…

Analysis of PDEs · Mathematics 2025-01-15 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim , Jung-Tae Park

With a view to having further insight into the mathematical content of the non-Hermitian Hamiltonian associaterd with the diffusion-reaction (D-R) equation in one dimension, we investigate (a) the solitary wave solutions of certain types of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 R. S. Kaushal

By applying a simple symmetry reduction on a two-layer liquid model, a nonlocal counterpart of it is obtained. Then a general form of nonlocal nonlinear Schrodinger (NNLS) equation with shifted parity, charge-conjugate and delayed time…

Exactly Solvable and Integrable Systems · Physics 2019-03-05 Xi-Zhong Liu

We present a novel general framework to deal with forward and backward components of the electromagnetic field in axially-invariant nonlinear optical systems, which include those having any type of linear or nonlinear transverse…

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…

Pricing of Securities · Quantitative Finance 2014-12-03 Giuseppe Campolieti , Roman N. Makarov

Recently, there has been an examination of the nonexponential relaxation profiles of the NMR signal. The exponential relaxation from Bloch-Torrey equations with constant diffusion coefficients are known to be an approximation, and research…

Statistical Mechanics · Physics 2010-03-30 Fredrick Michael

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…

Statistical Mechanics · Physics 2015-06-25 Pep Español

We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…

Statistical Mechanics · Physics 2015-06-23 J. A. de la Torre , Pep Español , Aleksandar Donev

Group classification of the generalized complex Ginzburg-Landau equations is presented. An approach to group classification of systems of reaction-diffusion equations with general diffusion matrix is developed.

Mathematical Physics · Physics 2007-07-23 A. G. Nikitin

We develop analytical methods for nonlinear Dirac equations. Examples of such equations include Dirac-harmonic maps with curvature term and the equations describing the generalized Weierstrass representation of surfaces in three-manifolds.…

Differential Geometry · Mathematics 2007-07-31 Qun Chen , Juergen Jost , Guofang Wang

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…

Numerical Analysis · Mathematics 2022-05-20 Fernando Contreras , Juan Galvis

We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribution when the terminal state (at a latter time) is…

Probability · Mathematics 2021-10-04 Brian D. O. Anderson , Adrian N. Bishop , Pierre Del Moral , Camille Palmier

We consider the one-dimensional dynamics of nonlinear non-dispersive waves. The problem can be mapped onto a linear one by means of the hodograph transform. We propose an approximate scheme for solving the corresponding Euler-Poisson…

Pattern Formation and Solitons · Physics 2020-06-09 M. Isoard , N. Pavloff , A. M. Kamchatnov

Motivated by recent experiments in optics and atomic physics, we derive an averaged nonlinear partial differential equation describing the dynamics of the complex field in a nonlinear Schroedinger model in the presence of a periodic…

Pattern Formation and Solitons · Physics 2009-11-13 S. Beheshti , K. J. H. Law , P. G. Kevrekidis , Mason A. Porter

We introduce a gradient flow formulation of linear Boltzmann equations. Under a diffusive scaling we derive a diffusion equation by using the machinery of gradient flows.

Mathematical Physics · Physics 2020-09-03 Giada Basile , Dario Benedetto , Lorenzo Bertini