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

Unique existence of solutions to porous media equations driven by continuous linear multiplicative space-time rough signals is proven for initial data in $L^1(\mathcal {O})$ on bounded domains $\mathcal {O}$. The generation of a continuous,…

We study the generalized Forchheimer flows of slightly compressible fluids in heterogeneous porous media. The media's porosity and coefficients of the Forchheimer equation are functions of the spatial variables. The partial differential…

The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…

We consider the quickest change-point detection problem where the aim is to detect the onset of a pre-specified drift in "live"-monitored standard Brownian motion; the change-point is assumed unknown (nonrandom). The topic of interest is…

This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…

Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…

We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…

We show that locally bounded, local weak solutions to certain nonlocal, nonlinear diffusion equations modeled on the fractional porous media and fast diffusion equations given by \begin{align*} \partial_t u + (-\Delta)^s(|u|^{m-1}u) = 0…

We report on generic relations between fractional flow and pressure in steady two-phase flow in porous media. The main result is a differential equation for fractional flow as a function of phase saturation. We infer this result from two…

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

We establish a scaling limit for autonomous stochastic Newton equations, the solutions are often called nonlinear stochastic oscillators, where the nonlinear drift includes a mean field term of McKean type and the driving noise is Gaussian.…

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

We consider a stochastic parabolic partial differential equation with Dirichlet boundary conditions, multiplicative stochastic noise, and a monotone parabolic operator A. The growth and coercivity of A is controlled by a general N-function…

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative…

We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…