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Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…

Numerical Analysis · Mathematics 2023-02-01 Zhengqi Zhang , Zhi Zhou

For the classical reaction diffusion equation, the priori speed of fronts is determined exactly in the pioneering paper (R.D. Benguria and M.C. Depassier, {\em Commun. Math. Phys.} 175:221--227, 1996) by variational characterization method.…

Analysis of PDEs · Mathematics 2020-06-24 Tianyuan Xu , Shanming Ji , Ming Mei , Jingxue Yin

Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…

Machine Learning · Statistics 2024-12-25 Badr Moufad , Yazid Janati , Lisa Bedin , Alain Durmus , Randal Douc , Eric Moulines , Jimmy Olsson

In this paper, we study the inverse problem of finding a time-dependent multiplier of the right-hand side of a time-fractional one-dimensional diffusion equation with variables coefficients in the case where the usual Cauchy, homogeneous…

Analysis of PDEs · Mathematics 2024-11-15 D. K. Durdiev

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Statistics Theory · Mathematics 2020-07-22 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

This paper is concerned with the inverse problem of scattering of time-harmonic acoustic waves by an inhomogeneous penetrable obstacle in a piecewise homogeneous medium. The well-posedness of the direct problem is first established by using…

Analysis of PDEs · Mathematics 2009-12-16 Xiaodong Liu , Bo Zhang

The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

In this work we investigate an inverse problem of recovering point sources and their time-dependent strengths from {a posteriori} partial internal measurements in a subdiffusion model which involves a Caputo fractional derivative in time…

Analysis of PDEs · Mathematics 2024-12-12 Kuang Huang , Bangti Jin , Yavar Kian , Georges Sadaka , Zhi Zhou

Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…

Machine Learning · Computer Science 2025-08-05 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

We analyze the Fick's diffusion of a gas inside porous nanomaterials through the one-dimensional diffusion equation in nanopores for various cases of boundary conditions for homogeneous and non-homogeneous problems. We study the diffusion…

Soft Condensed Matter · Physics 2019-07-25 Leandro N. Acquaroli

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

The porous media equation has been proposed as a phenomenological ``non-extensive'' generalization of classical diffusion. Here, we show that a very similar equation can be derived, in a systematic manner, for a classical fluid by assuming…

Statistical Mechanics · Physics 2007-05-23 James F. Lutsko , Jean Pierre Boon

In the present work, we discuss a unique solvability of an inverse-source problem with integral transmitting condition for time-fractional mixed type equation in a rectangular domain, where the unknown source term depends on space variable…

Analysis of PDEs · Mathematics 2016-04-01 Erkinjon Karimov , Nasser Al-Salti , Sebti Kerbal

We study the inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion with Hurst index $H\in(0,1)$. With the aid of a novel estimate, by using the operator approach we propose…

Probability · Mathematics 2021-06-03 Daxin Nie , Weihua Deng

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

Statistical Mechanics · Physics 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

In this paper, we consider forward and inverse problems for subdiffusion equations with time-dependent coefficients. The fractional derivative is taken in the sense of Riemann-Liouville. Using the classical Fourier method, the theorem of…

Analysis of PDEs · Mathematics 2023-05-02 Ravshan Ashurov , Yusuf Fayziev , Muattar Khudoykulova

Given a connected compact Riemannian manifold $(M,g)$ without boundary, $\dim M\ge 2$, we consider a space--time fractional diffusion equation with an interior source that is supported on an open subset $V$ of the manifold. The…

Analysis of PDEs · Mathematics 2019-03-12 Tapio Helin , Matti Lassas , Lauri Ylinen , Zhidong Zhang

In this paper we study the inverse problem of identifying a source or an initial state in a time-fractional diffusion equation from the knowledge of a single boundary measurement. We derive logarithmic stability estimates for both…

Analysis of PDEs · Mathematics 2021-12-22 Yavar Kian , Eric Soccorsi , Faouzi Triki

Predicting counterfactual outcomes in longitudinal data, where sequential treatment decisions heavily depend on evolving patient states, is critical yet notoriously challenging due to complex time-dependent confounding and inadequate…

Machine Learning · Statistics 2026-04-15 Farbod Alinezhad , Jianfei Cao , Gary J. Young , Brady Post