Related papers: An invariance principle to Ferrari-Spohn diffusion…
We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…
This work considers the inverse dynamic source problem arising from the time-domain fluorescence diffuse optical tomography (FDOT). We recover the dynamic distributions of fluorophores in biological tissue by the one single boundary…
We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\R^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the…
In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…
In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…
A variational principle is derived for two-dimensional incompressible rotational fluid flow with a free surface in a moving vessel when both the vessel and fluid motion are to be determined. The fluid is represented by a stream function and…
Following the approach of [E1, M1, M2, S1, S2, SZJV] for reaction diffusion systems, we justify rigorously the Eckhaus stability criterion for stability of convective Turing patterns, as derived formally by complex Ginzburg-Landau…
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…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
We study the Sinai model for the diffusion of a particle in a one dimension random potential in presence of a small concentration $\rho$ of perfect absorbers using the asymptotically exact real space renormalization method. We compute the…
We consider a one-dimensional Swift-Hohenberg equation coupled to a conservation law, where both equations contain additional dispersive terms breaking the reflection symmetry $x \mapsto -x$. This system exhibits a Turing instability and we…
We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a…
We establish a symmetry in a variety of integrable stochastic systems: Certain multi-point distributions of natural observables are unchanged under a shift of a subset of observation points. The property holds for stochastic vertex models,…
Diffusion-limited erosion is a distinct universality class of fluctuating interfaces. Although its dynamical exponent $z=1$, none of the known variants of conformal invariance can act as its dynamical symmetry. In $d=1$ spatial dimensions,…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
We consider a continuum percolation built over stationary ergodic point processes. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies volume regularity and isoperimetric condition, we prove a quenched…
We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…
We show that there exist solutions of drift-diffusion equations in two dimensions with divergence-free super-critical drifts, that become discontinuous in finite time. We consider classical as well as fractional diffusion. However, in the…
In this work, we investigate an inverse problem of recovering multiple orders in a time-fractional diffusion model from the data observed at one single point on the boundary. We prove the unique recovery of the orders together with their…