相关论文: $C^0$-estimates and smoothness of solutions to the…

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of…

We analyze a class of partial differential equations that arise as "backwards Kolmogorov operators" in infinite population limits of the Wright-Fisher models in population genetics and in mathematical finance. These are degenerate elliptic…

In this work we study the one-dimensional stochastic Kimura equation $\partial_{t}u\left(z,t\right)=z\partial_{z}^{2}u\left(z,t\right)+u\left(z,t\right)\dot{W}\left(z,t\right)$ for $z,t>0$ equipped with a Dirichlet boundary condition at…

This paper concerns the long-time asymptotics of diffusions with degenerate coefficients at the domain's boundary. Degenerate diffusion operators with mixed linear and quadratic degeneracies find applications in the analysis of asymmetric…

One of the fundamental mathematical models for studying random genetic drift is the Kimura equation, derived as the large-population limit of the discrete Wright-Fisher model. However, due to the degeneracy of the diffusion coefficient, it…

This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…

This paper discusses the local linear smoothing to estimate the unknown first and second infinitesimal moments in second-order jump-diffusion model based on Gamma asymmetric kernels. Under the mild conditions, we obtain the weak consistency…

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of…

For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to…

In this paper, we solve explicitly and analyze rigorously inhomogeneous initial-boundary-value problems (IBVP) for several fourth-order variations of the traditional diffusion equation and the associated linearized Cahn-Hilliard (C-H) model…

We study the regularity and uniqueness of weak solutions of a degenerate parabolic equation, arising as the limit of a stochastic lattice model of self-propelled particles. The angle-average of the solution appears as a coefficient in the…

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate…

We examine a transmission problem driven by a degenerate quasilinear operator with a natural interface condition. Two aspects of the problem entail genuine difficulties in the analysis: the absence of representation formulas for the…

We study a priori estimates for a class of non-negative local weak solution to the weighted fast diffusion equation $u_t = |x|^{\gamma} \nabla\cdot (|x|^{-\beta} \nabla u^m)$, with $0 < m <1$ posed on cylinders of $(0,T)\times{\mathbb…

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

This work focuses on drift-diffusion equations with fractional dissipation $(-\Delta)^{\alpha}$ in the regime $\alpha \in (1/2,1)$. Our main result is an a priori H\"older estimate on smooth solutions to the Cauchy problem, starting from…

We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…

We consider initial-boundary problems for general linear first-order strictly hyperbolic systems with local or nonlocal nonlinear boundary conditions. While boundary data are supposed to be smooth, initial conditions can contain…