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相关论文: Stochastic Generalized Porous Media and Fast Diffu…

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We analyze long-time behavior of solutions to a class of problems related to very fast and singular diffusion porous medium equations having nonhomogeneous in space and time source terms with zero mean. In dimensions two and three, we…

偏微分方程分析 · 数学 2022-10-24 Georgy Kitavtsev , Roman M. Taranets

We study existence and uniqueness of distributional solutions to the stochastic partial differential equation $dX - ( \nu \Delta X + \Delta \psi (X) ) dt = \sum_{i=1}^N \langle b_i, \nabla X \rangle \circ d\beta_i$ in $]0,T[ \times…

概率论 · 数学 2021-05-04 Mattia Turra

We study the "stiff pressure limit" of a nonlinear drift-diffusion equation, where the density is constrained to stay below the maximal value one. The challenge lies in the presence of a drift and the consequent lack of monotonicity in…

偏微分方程分析 · 数学 2017-08-22 Inwon Kim , Norbert Požár , Brent Woodhouse

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

概率论 · 数学 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the…

概率论 · 数学 2015-07-30 Franco Flandoli , Elena Issoglio , Francesco Russo

We prove the existence of self-similar fundamental solutions (SSF) of the anisotropic porous medium equation in the suitable fast diffusion range. Each of such SSF solutions is uniquely determined by its mass. We also obtain the asymptotic…

偏微分方程分析 · 数学 2023-04-25 Filomena Feo , Juan Luis Vázquez , Bruno Volzone

We prove the existence and uniqueness of probabilistically strong solutions to stochastic porous media equations driven by time-dependent multiplicative noise on a general measure space $(E, \mathscr{B}(E), \mu)$, and the Laplacian replaced…

概率论 · 数学 2023-03-30 Michael Röckner , Weina Wu , Yingchao Xie

We prove finite time extinction for stochastic sign fast diffusion equations driven by linear multiplicative space-time noise, corresponding to the Bak-Tang-Wiesenfeld model for self-organized criticality. This solves a problem posed and…

概率论 · 数学 2015-06-17 Benjamin Gess

We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global…

概率论 · 数学 2023-09-06 Jani Nykänen

We present a unified framework to efficiently approximate solutions to fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point of view that the solution is obtained by a matrix-vector…

数值分析 · 数学 2021-04-19 Tobias Danczul , Clemens Hofreither , Joachim Schöberl

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

偏微分方程分析 · 数学 2019-01-09 Benjamin Fehrman , Benjamin Gess

Equations governing the flow of a polar fluid, with pressure-dependent Newtonian viscosity, through a variable-porosity medium are developed. Averaged equations are obtained using intrinsic volume averaging. A drag function is introduced to…

流体动力学 · 物理学 2025-12-04 M. H. Hamdan , D. C. Roach

We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…

偏微分方程分析 · 数学 2024-05-14 Noemi David , Filippo Santambrogio , Markus Schmidtchen

A system of stochastic differential equations describing diffusive phenomena, which has arbitrary friction depending on both state and distribution is investigated. The Smoluchowski-Kramers approximation is seen to describe dynamics in the…

概率论 · 数学 2024-06-27 Xueru Liu , Qianqian Jiang , Wei Wang

We show that advection-diffusion equations with porous media type diffusion and integrable initial data are globally solvable under very mild conditions. Some generalizations and related results are also given.

偏微分方程分析 · 数学 2018-05-22 N. M. L. Diehl , L. Fabris , P. R. Zingano

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

概率论 · 数学 2021-06-08 Longjie Xie , Li Yang

We prove finite speed of propagation for stochastic porous media equations perturbed by linear multiplicative space-time rough signals. Explicit and optimal estimates for the speed of propagation are given. The result applies to any…

概率论 · 数学 2012-10-10 Benjamin Gess

We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study…

数学物理 · 物理学 2012-08-22 Scott Hottovy , Giovanni Volpe , Jan Wehr

A notion of measure solution is formulated for a coagulation-diffusion equation, which is the natural counterpart of Smoluchowski's coagulation equation in a spatially inhomogeneous setting. Some general properties of such solutions are…

偏微分方程分析 · 数学 2014-08-25 James Norris

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

统计力学 · 物理学 2013-05-24 T. Koide , T. Kodama