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The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

偏微分方程分析 · 数学 2013-07-19 Elena Issoglio

Fast advection asymptotics for a stochastic reaction-diffusion-advection equation are studied in this paper. To describe the asymptotics, one should consider a suitable class of SPDEs defined on a graph, corresponding to the stream function…

概率论 · 数学 2016-09-12 Sandra Cerrai , Mark Freidlin

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

统计方法学 · 统计学 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

定量方法 · 定量生物学 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…

概率论 · 数学 2026-03-26 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

The theory of diffusive acceleration of energetic particles at shock fronts assumes charged particles undergo spatial diffusion in a uniform magnetic field. If, however, the magnetic field is not uniform, but has a stochastic or braided…

天体物理学 · 物理学 2007-05-23 J. G. Kirk , P. Duffy , Y. A. Gallant

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

系统与控制 · 计算机科学 2014-07-15 Yongxin Chen , Tryphon Georgiou

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

概率论 · 数学 2023-01-02 Sandra Cerrai , Yichun Zhu

This paper is concerned with the propagating speeds of transition fronts in $R^N$ for spatially periodic bistable reaction-diffusion equations. The notion of transition fronts generalizes the standard notions of traveling fronts. Under the…

偏微分方程分析 · 数学 2017-06-16 Hongjun Guo

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

偏微分方程分析 · 数学 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

Diffusion bridge models have demonstrated promising performance in conditional image generation tasks, such as image restoration and translation, by initializing the generative process from corrupted images instead of pure Gaussian noise.…

计算机视觉与模式识别 · 计算机科学 2024-12-31 Yuang Wang , Pengfei Jin , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

概率论 · 数学 2011-11-02 Benjamin Gess

We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…

概率论 · 数学 2025-03-28 Jani Nykänen

The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…

数学物理 · 物理学 2010-03-15 Igor Kharin

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

概率论 · 数学 2011-11-07 Arnulf Jentzen , Michael Roeckner

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

统计方法学 · 统计学 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad

We consider the boundary value problem of the stationary transport equation in the slab domain of general dimensions. In this paper, we discuss the relation between discontinuity of the incoming boundary data and that of the solution to the…

数学物理 · 物理学 2023-04-05 I-Kun Chen , Daisuke Kawagoe

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

数值分析 · 数学 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

概率论 · 数学 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

We consider the stochastic reaction-diffusion equation in $1+1$ dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-H\"older space with any regularity index larger than $-1$. We…

概率论 · 数学 2024-09-18 Konstantinos Dareiotis , Teodor Holland , Khoa Lê