Related papers: On the inverse first-passage-time problem for a Wi…
Let $(W,H,\mu)$ be the classical Wiener space where $H$ is the Cameron-Martin space which consists of the primitives of the elements of $L^2([0,1],\,dt)\otimes \R^d$, we denote by $L^2_a(\mu,H)$ the equivalence classes w.r.t. $dt\times…
In this paper we consider first passage percolation on the square lattice \(\mathbb{Z}^d\) with edge passage times that are independent and have uniformly bounded second moment, but not necessarily identically distributed. For integer \(n…
In this paper, we investigate direct and inverse problems for the time-fractional heat equation with a time-dependent leading coefficient for positive operators. First, we consider the direct problem, and the unique existence of the…
Using a new Bayesian method for solving inverse quantum problems, potentials of quantum systems are reconstructed from coordinate measurements in non-stationary states. The approach is based on two basic inputs: 1. a likelihood model,…
An inverse source problem for the heat equation is considered. Extraction formulae for information about the time and location when and where the unknown source of the equation firstly appeared are given from a single lateral boundary…
We consider a semi-infinite one-dimensional phase-change material with two unknown constant thermal coefficients among the latent heat per unit mass, the specific heat, the mass density and the thermal conductivity. Aiming at the…
In this paper, we resolve a longstanding open statistical problem. The problem is to mathematically confirm Yule's 1926 empirical finding of "nonsense correlation" (\cite{Yule}). We do so by analytically determining the second moment of the…
First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…
Inverse problems of recovering space-dependent parameters, e.g., initial condition, space-dependent source or potential coefficient, in a subdiffusion model from the terminal observation have been extensively studied in recent years.…
An inverse problem is considered for an inhomogeneous Schr\"odinger equation. Assuming that the potential vanishes outside a finite interval and satisfies some other technical assumptions, one proves the uniqueness of the recovery of this…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…
As it is known various dynamical processes can be modeled through the systems of time-fractional order pseudo-differential equations. In the modeling process one frequently faces with determining the adequate orders of time-fractional…
The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…
The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…
In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…
We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…
The paper addresses the formulation and analysis of direct and inverse problems for a Langevin-type fractional differential equation under a non-local condition imposed on the time variable. An additional condition for solving the inverse…
In this paper, we study an inverse scattering problem associated with the time-harmonic Schr\"odinger equation where both the potential and the source terms are unknown. The source term is assumed to be a generalised Gaussian random…