Related papers: Reflecting Diffusion Process on Time-Inhomogeneous…
Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…
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 consider the time dependent Maxwell system in the sense of distributions in the context of temporal interfaces. Just as with spatial interfaces, electromagnetic waves at temporal interfaces scatter and create a transmitted and reflected…
We tackle the problem of generating highly realistic and plausible mirror reflections using diffusion-based generative models. We formulate this problem as an image inpainting task, allowing for more user control over the placement of…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…
In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…
We study Bragg scattering at 1D atomic lattices. Cold atoms are confined by optical dipole forces at the antinodes of a standing wave generated inside a laser-driven cavity. The atoms arrange themselves into an array of lens-shaped layers…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
We present the model of a diffusion-absorption process in a system which consists of two media separated by a thin partially permeable membrane. The kind of diffusion as well as the parameters of the process may be different in both media.…
The general reflection and refraction laws at the metasurface with the abrupt phase shift were derived by two different methods of Fermat's principle and the boundary conditions respectively. It is found that one or two critical angles for…
The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We establish a connection between anomalous heat conduction and anomalous diffusion in one dimensional systems. It is shown that if the mean square of the displacement of the particle is $<\Delta x^2> =2Dt^{\alpha} (0<\alpha\le 2)$, then…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
A problem of diffraction by an elongated body of revolution is studied. The incident wave falls along the axis. The wavelength is small comparatively to the dimensions of the body. The parabolic equation of the diffraction theory is used to…
In this article, we study the unique determination of convection term and the time-dependent density coefficient appearing in a convection-diffusion equation from partial Dirichlet to Neumann map measured on boundary.
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
Subdiffusion with reaction $A+B\rightarrow B$ is considered in a system which consists of two homogeneous media joined together; the $A$ particles are mobile whereas $B$ are static. Subdiffusion and reaction parameters, which are assumed to…