相关论文: Local and Non-local Fractional Porous Media Equati…
The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…
A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…
We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where…
With the discovery of new superconductors there was a running to find the justifications for the new properties found in these materials. In order to describe these new effects some theories were adapted and some others have been tried. In…
The final goal of this paper is to prove existence of local (strong) solutions to a (fully nonlinear) porous medium equation with blow-up term and nondecreasing constraint. To this end, the equation, arising in the context of Damage…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
We show that when Brownian motion takes place in a heterogeneous medium, the presence of local forces and transport coefficients leads to deviations from a Gaussian probability distribution that make that the ratio between forward and…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…
We consider nonlinear nonlocal diffusive evolution equations, governed by fractional Laplace-type operators, fractional time derivative and involving porous medium type nonlinearities. Existence and uniqueness of weak solutions are…
We consider the nonlinear degenerate parabolic equation of porous medium type, whose diffusion is driven by the (spectral) fractional Laplacian on the hyperbolic space. We provide existence results for solutions, in an appropriate weak…
In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…
In this work, Bayesian inversion with global-local forwards models is used to identify the parameters based on hydraulic fractures in porous media. It is well-known that using Bayesian inversion to identify material parameters is…
Non-local elasticity models in continuum mechanics can be treated with two different approaches: the gradient elasticity models (weak non-locality) and the integral non-local models (strong non-locality). This article focuses on the…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
In this paper, we propose a rigorous and accurate non-local (in the oversampled region) upscaling framework based on some recently developed multiscale methods [10]. Our proposed method consists of identifying multi-continua parameters via…
The relationship between the microstructure of a porous medium and the observed flow distribution is still a puzzle. We resolve it with an analytical model, where the local correlations between adjacent pores, which determine the…
Local volatility is a versatile option pricing model due to its state dependent diffusion coefficient. Calibration is, however, non-trivial as it involves both proposing a hypothesis model of the latent function and a method for fitting it…
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…
We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…