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We establish the existence and uniqueness of strong solutions to stochastic porous media equations driven by L\'{e}vy noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and with the Laplacian replaced by a negative definite…

概率论 · 数学 2023-04-06 Weina Wu , Jianliang Zhai

We investigate the non-Langevin relative of the L\'{e}vy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional…

统计力学 · 物理学 2020-10-22 P. Garbaczewski , M. Zaba

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

计算工程、金融与科学 · 计算机科学 2019-09-24 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri

This paper is concerned with qualitative properties of solutions to nonlocal reaction-diffusion equations of the form$$ \int\_{\mathbb{R}^N\setminus K} J(x-y)\,\big( u(y)-u(x) \big)\,\D y+f(u(x))=0, \quad x\in\R^N\setminus K,$$set in a…

偏微分方程分析 · 数学 2017-12-29 Julien Brasseur , Jérôme Coville , Francois Hamel , Enrico Valdinoci

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

概率论 · 数学 2016-02-05 Arun Kumar , N. S. Upadhye

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…

数值分析 · 数学 2018-10-17 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…

概率论 · 数学 2020-08-20 Robert Denk , Michael Kupper , Max Nendel

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

概率论 · 数学 2018-11-15 Luisa Beghin , Costantino Ricciuti

This is the first of a series of two papers which studies the fractional porous medium equation on a Riemannian manifold with isolated conical singularities. In this article, we show $R$-sectoriality for the fractional powers of possibly…

偏微分方程分析 · 数学 2022-03-15 Nikolaos Roidos , Yuanzhen Shao

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

概率论 · 数学 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang

We study the effective reduction for a nonlocal stochastic partial differential equation with oscillating coefficients. The nonlocal operator in this stochastic partial differential equation is the generator of non-Gaussian L\'{e}vy…

概率论 · 数学 2020-08-04 Li Lin , Meihua Yang , Jinqiao Duan

We study the nonlinear and nonlocal Cauchy problem \[ \partial_{t}u+\mathcal{L}\varphi(u)=0 \quad\text{in }\mathbb{R}^{N}\times\mathbb{R}_+,\qquad u(\cdot,0)=u_0, \] where $\mathcal{L}$ is a L\'evy-type nonlocal operator with a kernel…

偏微分方程分析 · 数学 2016-03-15 Arturo de Pablo , Fernando Quirós , Ana Rodríguez

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

概率论 · 数学 2018-02-15 Suprio Bhar , Rajeev Bhaskaran , Barun Sarkar

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

概率论 · 数学 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

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…

偏微分方程分析 · 数学 2013-10-08 Nathaël Alibaud , Simone Cifani , Espen R. Jakobsen

The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…

偏微分方程分析 · 数学 2018-07-13 Moritz Kassmann , Andrey Piatnitski , Elena Zhizhina

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

概率论 · 数学 2020-09-08 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

We analyse the underlying nonlinear partial differential equation which arises in the study of gravitating flat fluid plates of embedding class one. Our interest in this equation lies in discussing new solutions that can be found by means…

广义相对论与量子宇宙学 · 物理学 2015-05-19 A. M. Msomi , K. S. Govinder , S. D. Maharaj

In this thesis we investigate how the nonlocalities affect the study of different PDEs coming from physics, and we analyze these equations under almost optimal assumptions of the nonlinearity. In particular, we focus on the fractional…

偏微分方程分析 · 数学 2024-02-14 Marco Gallo

We consider periodic homogenization problems for the L{\'e}vy operators with asymmetric L{\'e}vy densities. The formal asymptotic expansion used for the $\a$-stable (symmetric) L{\'e}vy operators ($\a\in (0,2)$) is not applicable directly…

偏微分方程分析 · 数学 2010-12-15 M. Arisawa