Related papers: A shape calculus based method for a transmission p…
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…
We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…
We consider the inverse problem of determining an elastic dislocation that models a seismic fault in the quasi-static regime of aseismic, creeping faults, from displacement measurements made at the surface of Earth. We derive both a…
We study the asymptotic behaviour of a system of nonlinear reaction--diffusion--advection equations in a domain consisting of two bulk regions connected via microscopic channels distributed within a thin membrane. Both the width of the…
This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach formulates the parameter estimation problem of It\^o drift…
Among the main actors of organism development there are morphogens, which are signaling molecules diffusing in the developing organism and acting on cells to produce local responses. Growth is thus determined by the distribution of such…
Diffusion through tubular networks with variable radius arises in a wide range of biological, engineering, and physical applications. The Fick-Jacobs equation is the standard one-dimensional reduction of this problem, briefly derived nearly…
We consider a transmission problem consisting of a semilinear parabolic equation in a general non-smooth setting with emphasis on rough interfaces which bear a fractal-like geometry and nonlinear dynamic (possibly, nonlocal)\ boundary…
This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…
The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…
The derivation of suitable analytical models is an important step for the design and analysis of molecular communication systems. However, many existing models have limited applicability in practical scenarios due to various simplifications…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
In this work, we investigate a novel approach for the simulation of two-dimensional, brittle, quasi-static fracture problems based on a shape optimization approach. In contrast to the commonly-used phase-field approach, this proposed…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…
Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…
A numerical method is described for studying how elastic waves interact with imperfect contacts such as fractures or glue layers existing between elastic solids. These contacts have been classicaly modeled by interfaces, using a simple…
Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…
Point-like topological defects are singular configurations that occur in a variety of in and out of equilibrium systems with two-dimensional orientational order. As they are associated with a nonzero circuitation condition, the presence of…