相关论文: Darcy's Law with a Source term

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

A uniform bounded variation estimate for finite volume approximations of the nonlinear scalar conservation law $\partial_t \alpha + \mathrm{div}(\boldsymbol{u}f(\alpha)) = 0$ in two and three spatial dimensions with an initial data of…

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…

We consider the Cauchy problem for one-dimensional p-system with damping of space-dependent coefficient. This system models the compressible flow through porous media in the Lagrangean coordinate. Our concern is an asymptotic behavior of…

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

We consider the inverse source problem of determining a source term depending on both time and space variable for fractional and classical diffusion equations in a cylindrical domain from boundary measurements. With suitable boundary…

A stochastic approach to the filling dynamics of an open topology porous structure permeated with a perfectly wetting fluid is presented. From the discrete structure of the disordered voids network with only nearest neighbors links, we…

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…

The goal of scenario reduction is to approximate a given discrete distribution with another discrete distribution that has fewer atoms. We distinguish continuous scenario reduction, where the new atoms may be chosen freely, and discrete…

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…

We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

We present a fully discrete particle approximation for one-dimensional scalar conservation laws. Under suitable monotonicity assumptions on the macroscopic velocity, we construct a vacuum-compatible family of time-discrete particle…

In this manuscript we consider a porous medium equation with non-local diffusion effects given by a fractional heat operator $\partial_t + (-\Delta)^s$ in two space dimensions. Global in time existence of weak solutions is shown by…

Hyperbolic conservation laws with stiff source terms appear in the study of a variety of physical systems. Early work showed that the use of formally second-order accurate semi-implicit methods could lead to a substantial loss of accuracy,…

We consider the spreading of a thin two-dimensional droplet on a solid substrate. We use a model for viscous fluids where the evolution is governed by Darcy's Law. At the triple point where air and liquid meet the solid substrate, the…