Related papers: A random string with reflection in a convex domain
For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field omega defined on the model set Lambda that satisfies a…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
The reflection matrix R=S^{\dagger}S, with S being the scattering matrix, differs from the unit one, when absorption is finite. Using the random matrix approach, we calculate analytically the distribution function of its eigenvalues in the…
We study various properties of closed relativistic strings. In particular, we characterize their closure under uniform convergence, extending a previous result by Y. Brenier on graph-like unbounded strings, and we discuss some related…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
We study the uniqueness and accuracy of the numerical solution of the problem of reconstruction of the shape and trajectory of a reflecting obstacle moving in an inhomogeneous medium from travel times, start and end points, and initial…
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
We study the inverse problem of locating gas leaks from line-of-sight concentration measurements using a convection-diffusion model with the source term a Radon measure. By imposing sparsity-promoting regularisation on this measure, we…
It is proposed to create materials with a desired refraction coefficient in a bounded domain $D\subset \R^3$ by embedding many small balls with constant refraction coefficients into a given material. The number of small balls per unit…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
In this paper we show for the first time the phenomenon of negative reflection in a simple mechanical structure. The latter is a grating of fixed inclusions embedded in a linear elastic matrix. Numerical analyses for out-of-plane shear…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
We present a generalization of continuous position measurements that accounts for a spatially inhomogeneous measurement strength. This describes many real measurement scenarios, in which the rate at which information is extracted about…
The purpose of this paper is to study the reflections of a convex body. In particular, we are interested in orthogonal reflections of its sections that can be extended to reflections of the whole body. For this reason, we need to study the…
The reflection of a normally incident wideband pulse by a half-space whose permittivity and permeability obey the one-resonance Lorentz model is calculated. The results are compared with those from frequency-domain reflection analysis. In…