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

The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The Stroock-Varopoulos inequality is identified as a key tool in…

In this article we study the solution of the Kuramoto-Sivashinsky equation (for surface erosion or surface growth) on a bounded interval subject to a random forcing term. We show that a unique solution to the equation exists for all time…

This paper concerns the study and resolution of wave equations in the space of Schwartz distributions. Wave phenomena are widespread in many branches of physics and chemistry, such as optics, gravitation, quantum mechanics, chemical waves…

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

This paper is focused on the generalized Forchheimer flows for slightly compressible fluids. We prove the existence and uniqueness of the differential system for stationary problem. The technique of semi-discretization in time is used to…

The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…

We consider a class of $L^1$ critical nonlocal aggregation equations with linear or nonlinear porous media-type diffusion which are characterized by a long-range interaction potential that decays faster than the Newtonian potential at…

The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…

We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…

We consider the free boundary incompressible porous media equation which describes the dynamics of a density transported by a Darcy flow in the field of gravity, with a free boundary between the fluid region and the dry region above it. For…

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…

This paper is devoted to the study of the stochastic-periodic homogenization of Poisson-Nernst-Planck equations in porous media. It is shown by the stochastic two-scale convergence method extended to periodic surfaces that results in a…

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…