Related papers: A new technique for proving uniqueness for marting…
We prove an estimate for weighted $p$-th moments of the pathwise $r$-variation of a martingale in terms of the $A_{p}$ characteristic of the weight. The novelty of the proof is that we avoid real interpolation techniques.
In this work, we investigate the recovery of a parameter in a diffusion process given by the order of derivation in time for a class of diffusion type equations, including both classical and time-fractional diffusion equations, from the…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
We prove the uniqueness in determining both orders of fractional time derivatives and spatial derivatives in diffusion equations by pointwise data. The proof relies on the eigenfunction expansion and the asymptotics of the Mittag-Leffler…
A novel approach to Riemann--Hilbert problems of particular class is introduced. The approach is applicable to problems in which the multiplicative jump is set on a half-line. Such problems are linked to some Wiener--Hopf problems motivated…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…
We study the numerical approximation of singularly perturbed convection-diffusion problems on one-dimensional pipe networks. In the vanishing diffusion limit, the number and type of boundary conditions and coupling conditions at network…
In this paper we develop a Gidas-Ni-Nirenberg technique for polyharmonic equations and systems of Lane-Emden type. As far as we are concerned with Dirichlet boundary conditions, we prove uniqueness of solutions up to eighth order equations,…
We consider fractional diffusion-wave equations with source term which is represented in a form of a product of a temporal function and a spatial function. We prove the uniqueness for inveres source problem of determining spatially varying…
The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different…
We focus on open questions regarding the uniqueness of distributional solutions of the fast diffusion equation (FDE) with a given source term. When the source is sufficiently smooth, the uniqueness follows from standard results. Assuming…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
The discrete Schr\"odinger equation with the Dirichlet boundary condition is considered on a half-line lattice when the potential is real valued and compactly supported. The inverse problem of recovery of the potential from the so-called…
In this article, for a two dimensional fractional diffusion equation, we study an inverse problem for simultaneous restoration of the fractional order and the source term from the sparse boundary measurements. By the adjoint system…
A method is presented to investigate diffraction of an electromagnetic plane wave by an infinitely thin infinitely conducting circular cylinder with longitudinal slots. It is based on the use of the combined boundary conditions method that…
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…
We consider a semimartingale market model when the underlying diffusion has a singular volatility matrix and compute the hedging portfolio for a given payoff function. Recently, the representation problem for such degenerate diffusions with…