相关论文: H\"older estimates for nonlocal-diffusion equation…

We present a method to derive local estimates for some classes of fully nonlinear elliptic equations. The advantage of our method is that we derive Hessian estimates directly from $C^0$ estimates. Also, the method is flexible and can be…

We consider a nonlocal aggregation equation with nonlinear diffusion which arises from the study of biological aggregation dynamics. As a degenerate parabolic problem, we prove the well-posedness, continuation criteria and smoothness of…

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…

In \cite{CordobaCordobaFontelos05}, C\'ordoba, C\'ordoba, and Fontelos proved that for some initial data, the following nonlocal-drift variant of the 1D Burgers equation does not have global classical solutions \[ \partial_t \theta +u \;…

We propose a wavelet-based approach to construct consistent estimators of the pointwise H\"older exponent of a multifractional Brownian motion, in the case where this underlying process is not directly observed. The relative merits of our…

We study the dispersive properties of a linear equation in one spatial dimension which is inspired by models in peridynamics. The interplay between nonlocality and dispersion is analyzed in detail through the study of the asymptotics at low…

In this paper, a posteriori error estimates of functional type for a stationary diffusion problem with nonsymmetric coefficients are derived. The estimate is guaranteed and does not depend on any particular numerical method. An algorithm…

The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

We present an alternative proof for local H\"older regularity of the solutions of the fractional p-Laplace equations, based on clustering and expansion (more precisely, recentering) of positivity.

We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…

We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…

In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…

We consider the fractional Laplace framework and provide models and theorems related to nonlocal diffusion phenomena. Some applications are presented, including: a simple probabilistic interpretation, water waves, crystal dislocations,…

A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…

Motivated by the critical dissipative quasi-geostrophic equation, we prove that drift-diffusion equations with L^2 initial data and minimal assumptions on the drift are locally Holder continuous. As an application we show that solutions of…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…