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We consider the identification of nonlinear diffusion coefficients of the form $a(t,u)$ or $a(u)$ in quasi-linear parabolic and elliptic equations. Uniqueness for this inverse problem is established under very general assumptions using…

偏微分方程分析 · 数学 2017-10-25 Herbert Egger , Jan-Frederik Pietschmann , Matthias Schlottbom

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

概率论 · 数学 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

We will show that the same type of estimates known for the fundamental solutions for scalar parabolic equations with smooth enough coefficients hold for the first order derivatives of fundamental solution with respect to space variables of…

偏微分方程分析 · 数学 2009-06-25 Michele Di Cristo , Kyoungsun Kim , Gen Nakamura

This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…

偏微分方程分析 · 数学 2018-03-28 Felix Otto , Jonas Sauer , Scott Smith , Hendrik Weber

The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…

偏微分方程分析 · 数学 2018-09-10 Irene Benedetti , Luisa Malaguti , Valentina Taddei

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…

统计理论 · 数学 2013-02-01 Frank van der Meulen , Harry van Zanten

A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…

数值分析 · 数学 2022-12-20 Jose Luis Gracia , Eugene O'Riordan

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

数值分析 · 数学 2010-02-16 Liudmila Rozanova

Sufficient conditions for either existence or non-existence of traveling wave solutions for a general quasi-linear reaction-diffusion-convection equation, possibly highly degenerate or singular, with discontinuous coefficients are…

偏微分方程分析 · 数学 2025-07-09 Umberto Guarnotta , Cristina Marcelli

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

偏微分方程分析 · 数学 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

We investigate existence and uniqueness of bounded solutions of parabolic equations with unbounded coefficients in $M\times \mathbb R_+$, where $M$ is a complete noncompact Riemannian manifold. Under specific assumptions, we establish…

偏微分方程分析 · 数学 2015-12-01 Paolo Mastrolia , Dario D. Monticelli , Fabio Punzo

Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…

统计力学 · 物理学 2010-01-25 Chaouqi Misbah , Paolo Politi

We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated…

概率论 · 数学 2014-06-30 Viorel Barbu , Michael Roeckner , Francesco Russo

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

数值分析 · 数学 2019-02-07 Andrea Barth , Andreas Stein

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

概率论 · 数学 2011-04-08 Martin Hairer , Andrew M. Stuart , Jochen Voss

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · 物理学 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

We provide new results on the existence of extremal solutions for discontinuous differential equations with a deviated argument which can be either delayed or advanced. The boundary condition is allowed to be discontinuous and to depend…

经典分析与常微分方程 · 数学 2011-04-13 Rubén Figueroa

A nonlinear divergence parabolic equation with dynamic boundary conditions of Wentzell type is studied. The existence and uniqueness of a strong solution is obtained as the limit of a finite difference scheme, in the time dependent case and…

偏微分方程分析 · 数学 2020-04-22 Viorel Barbu , Angelo Favini , Gabriela Marinoschi

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

偏微分方程分析 · 数学 2007-05-23 Yuri G. Rykov

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.…

偏微分方程分析 · 数学 2026-02-11 Luan Hoang , Akif Ibragimov