Related papers: Reflecting Diffusion Process on Time-Inhomogeneous…
Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with possible boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…
Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…
The time-dependent Bragg diffraction by multilayer gratings working by reflection or by transmission is investigated. The study is performed by generalizing the time-dependent coupled-wave theory previously developed for one-dimensional…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
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…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
We propose a new method for calculating reflection and transmission coefficients for an arbitrarily polarized electromagnetic plane wave incident on a one-dimensional dielectric medium of finite thickness and with dielectric permittivity…
The development of simple and fast hypergraph spectral methods has been hindered by the lack of numerical algorithms for simulating heat diffusions and computing fundamental objects, such as Personalized PageRank vectors, over hypergraphs.…
In this paper we examine boundary effects in a fractional chemotactic equation derived from a kinetic transport model describing cell movement in response to chemical gradients (chemotaxis). Specifically, we analyze reflecting boundary…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
In pseudo integrable systems diffractive scattering caused by wedges and impurities can be described within the framework of Geometric Theory of Diffraction (GDT) in a way similar to the one used in the Periodic Orbit Theory of Diffraction…
The reflection and transmission of a few-cycle laser pulse impinging on two parallel thin metal layers have been analyzed. The two layers, with a thickness much smaller than the skin depth of the incoming radiation field, are represented by…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…