The logarithmic Sobolev inequality for the Wasserstein diffusion

We prove that the Dirichlet form associated with the Wasserstein diffusion on the set of all probability measures on the unit interval, introduced in von Renesse and Sturm (Entropic measure and Wasserstein diffusion. Ann Probab, 2008) satisfies a logarithmic Sobolev inequality. This implies hypercontractivity of the associated transition semigroup. We also study functional inequalities for related diffusion processes.     

The strong weak convergence of the quasi-EA

In this paper, we investigate the convergence of a novel simulation scheme to the target diffusion process. This scheme, the Quasi-EA, is closely related to the Exact Algorithm (EA) for diffusion processes, as it is obtained by neglecting the rejection step in EA. We prove the existence of a myopic coupling between the Quasi-EA and the diffusion. Moreover, an upper bound for the coupling probability is given. Consequently we establish the convergence of the Quasi-EA to the diffusion with respect to the total variation distance.     

The effective boundary conditions and their lifespan of the logistic diffusion equation on a coated body

We consider the logistic diffusion equation on a bounded domain, which has two components with a thin coating surrounding a body. The diffusion tensor is isotropic on the body, and anisotropic on the coating. The size of the diffusion tensor on these components may be very different; within the coating, the diffusion rates in the normal and tangent directions may be in different scales. We find effective boundary conditions (EBCs) that are approximately satisfied by the solution of the diffusion equation on the boundary of the body. We also prove that the lifespan of each EBC, which measures how long the EBC remains effective, is infinite. The EBCs enable us to see clearly the effect of the coating and ease the difficult task of solving the PDE in a thin region with a small diffusion tensor. The motivation of the mathematics includes a nature reserve surrounded by a buffer zone.     

On the wave front solution of a competition–diffusion system in population dynamics

In this paper, we consider a competition–diffusion system of two equations [Zhou and Pao, Asymptotic behavior of a competition–diffusion system in population dynamics, Nonlinear Anal. 6 (11) (1982) 1163–1184]. The diffusion coefficients of the system are not equal. We prove existence of a wave front solution which connects two nonzero restpoints of the system. In the proof, we rely essentially on the results of Kolmogorov et al. [A study of diffusion with increase in the quantity of matter, and its application to a biological problem, Bull. Moscow State Univ. 17 (1937) 1–72]. We also estimate the wave speed.     

Generalized eigenvalue decomposition of the field autocorrelation in correlation diffusion of photons in turbid media

We propose a novel numerical method based on a generalized eigenvalue decomposition for solving the diffusion equation governing the correlation diffusion of photons in turbid media. Medical imaging modalities such as diffuse correlation tomography and ultrasound‐modulated optical tomography have the (elliptic) diffusion equation parameterized by a time variable as the forward model. Hitherto, for the computation of the correlation function, the diffusion equation is solved repeatedly over the time parameter. We show that the use of a certain time‐independent generalized eigenfunction basis results in the decoupling of the spatial and time dependence of the correlation function, thus allowing greater computational efficiency in arriving at the forward solution. Besides presenting the mathematical analysis of the generalized eigenvalue problem on the basis of spectral theory, we put forth the numerical results that compare the proposed numerical method with the standard technique for solving the diffusion equation. Copyright © 2012 John Wiley & Sons, Ltd.     

On the differentiability of the solution to the Hamilton–Jacobi equation with critical fractional diffusion

We prove that the Hamilton–Jacobi equation for an arbitrary Hamiltonian H (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical C1,α solutions. The proof is achieved using a new Hölder estimate for solutions of advection–diffusion equations of order one with bounded vector fields that are not necessarily divergence free.     

Cauchy Matrices in the Observation of Diffusion Equations

Observability Gramians of diffusion equations have been recently connected to infinite Pick and Cauchy matrices. In fact, inverse or observability inequalities can be obtained after estimating the extreme eigenvalues of these structured matrices,with respect to the diffusion semi-group matrix. The purpose is hence to conduct a spectral study of a subclass of symmetric Cauchy matrices and present an algebraic way to show the desired observability results. We revisit observability inequalities for three different observation problems of the diffusion equation and show how they can be (re)stated through simple proofs.     

分数扩散测度的分部积分公式及鞅表示定理

本文研究由分数扩散过程决定的测度(分数扩散测度)的随机分析理论.首先,利用Bismut方法给出拉回公式,得到了分数扩散测度的分部积分公式.进一步,利用此公式,将Wiener测度下的经典的鞅表示定理推广到分数扩散测度下的鞅表示定理.     

Positivity and time behavior of a linear reaction–diffusion system,non-local in space and time

We consider a general linear reaction–diffusion system in three dimensions and time, containing diffusion (local interaction), jumps (nonlocal interaction) and memory effects. We prove a maximum principle and positivity of the solution and investigate its asymptotic behavior. Moreover, we give an explicit expression of the limit of the solution for large times. In order to obtain these results, we use the following method: We construct a Riemannian manifold with complicated microstructure depending on a small parameter. We study the asymptotic behavior of the solution to a simple diffusion equation on this manifold as the small parameter tends to zero. It turns out that the homogenized system coincides with the original reaction–diffusion system. Using this and the facts that the diffusion equation on manifolds satisfies the maximum principle and its solution converges to a easily calculated constant, we can obtain analogous properties for the original system. Copyright © 2008 John Wiley & Sons, Ltd.     

A uniform estimate for the MMOC for two‐dimensional advection‐diffusion equations

We prove an optimal‐order error estimate in a weighted energy norm for the modified method of characteristics (MMOC) and the modified method of characteristics with adjusted advection (MMOCAA) for two‐dimensional time‐dependent advection‐diffusion equations, in the sense that the generic constants in the estimates depend on certain Sobolev norms of the true solution but not on the scaling diffusion parameter ε. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

The space-time fractional diffusion equation with Caputo derivatives

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order β∈(0, 2] and the first-order time derivative with Caputo derivative of order α∈(0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.     

Anomalous Diffusion in the Gaussian Core Model (GCM)-Liquid

By means of molecular dynamics simulation we investigate the diffusion behaviour of a fluid system interacting via a Gaussian core pair potential. We observe anomalous diffusion when the dimensionless density becomes larger than 0.35. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Noise can create periodic behavior and stabilize nonlinear diffusions

It is shown that unlike nondegenerate (linear) diffusion processes, nonlinear diffusion processes can have a periodic law. We provide an example of a nonlinear diffusion for which periodic behavior is even created by the noise, i.e. no periodicity occurs when the noise is turned off. In the second part of the paper we give an example of a one-dimensional nonlinear diffusion which can be stabilized by noise. Finally we show also that the N-dimensional (N ≥ 2) ‘linear’ diffusion approximations of that system are stabilized by noise.     

The hydrodynamic limit for the reaction diffusion equation — An approach in terms of the GPV method

We study the hydrodynamic limit of the reaction diffusion process by means of the GPV technique (Guoet al. ⁽⁴⁾). To this end, we first derivea priori bounds on the moments of the occupation numbers using the local central limit theorem and results of stochastic analysis. The result of De Masi and Presutti⁽²⁾ for the hydrodynamic limit of the reaction diffusion process is generalized here.     

Random perturbations of 2-dimensional hamiltonian flows

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the homogenized process - that is diffusion process with the constant diffusion matrix (effective diffusivity). We obtain the asymptotics of the effective diffusivity when the molecular diffusion tends to zero.     

Analytical examples of diffusive waves generated by a traveling wave

We construct analytical solutions for a system composed of a reaction–diffusion equation coupled with a purely diffusive equation. The question is to know if the traveling wave solutions of the reaction–diffusion equation can generate a traveling wave for the diffusion equation. Our motivation comes from the calcic wave, generated after fertilization within the egg cell endoplasmic reticulum, and propagating within the egg cell. We consider both the monostable (Fisher–KPP type) and bistable cases. We use a piecewise linear reaction term so as to build explicit solutions, which leads us to compute exponential tails whose exponents are roots of second-, third-, or fourth-order polynomials. These raise conditions on the coefficients for existence of a traveling wave of the diffusion equation. The question of positivity and monotonicity is only partially answered.     

On the Vlasov-Fokker-Planck equation

We study a modification of the Vlasov-Poisson equation, obtained by adding a diffusion term with respect to velocity. It describes, from a physical point of view, a plasma in thermal equilibrium, in a mean field limit situation. We find that the already known results concerning existence and uniqueness of the solutions for the ordinary Vlasov equation (constructive results and counterexamples) translate to our case.     

Carleman estimates for the one-dimensional heat equation with a discontinuous coefficient and applications to controllability and an inverse problem

We study the observability and some of its consequences (controllability, identification of diffusion coefficients) for one-dimensional heat equations with discontinuous coefficients (piecewise C¹). The observability, for a linear equation, is obtained by a Carleman-type estimate. This kind of observability inequality yields controllability results for a semi-linear equation as well as a stability result for the identification of the diffusion coefficient.     

On the goodness-of-fit testing for a switching diffusion process

We study the asymptotic behavior of the Cramér–von Mises type statistic in the goodness-of-fit hypotheses testing problem for ergodic diffusion processes. The basic (simple) hypothesis is defined by the stochastic differential equation with sign-type trend coefficient and known diffusion coefficient. It is shown that the limit distribution of the proposed test statistic (under hypothesis) is defined by the integral type functional of continuous Gaussian process. We provide the Karhunen–Loève expansion of the corresponding limiting process and show that the eigenfunctions in this expansion are expressed in terms of Bessel functions. This representation for the limit statistic allows us to approximate the threshold.