Related papers: One-dimensional reflected diffusions with two boun…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
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…
In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the…
In this article we study inverse source problems for time-fractional diffusion equations from \textit{a posteriori} boundary measurement. Using the memory effect of these class of equations, we solve these inverse problems for several class…
We study the time delay of reflected and transmitted waves in 1D disordered media with high transmission. Highly transparent and translucent random media are found in nature or can be synthetically produced. We perform numerical simulations…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…
In this work, we consider an inverse problem of determining a time dependent coefficient in a fully fractional diffusion equation with a nonlinear source term. The nonlocal initial-boundary value problem refers to the forward model: the…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
This paper considers the inverse problem of recovering state-dependent source terms in a reaction-diffusion system from overposed data consisting of the values of the state variables either at a fixed finite time (census-type data) or a…
For a given barrier $S$ and a one-dimensional jump-diffusion process $X(t),$ starting from $x<S,$ we study the probability distribution of the integral $A_S(x)= \int_0 ^ {\tau_S(x)}X(t) \ dt$ determined by $X(t)$ till its first-crossing…
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…
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 this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…
In this paper the author studies the problem of the homogenization of a diffusion perturbed by a periodic reflection invariant vector field. The vector field is assumed to have fixed direction but varying amplitude. The existence of a…
This paper is concerned with the problem of scattering of time-harmonic electromagnetic waves from an impenetrable obstacle in a piecewise homogeneous medium. The well-posedness of the direct problem is established, employing the integral…
This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…
Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…
We outline a global approach to scattering theory in one dimension that allows for the description of a large class of scattering systems and their $\mathcal{P}$-, $\mathcal{T}$-, and $\mathcal{P}\mathcal{T}$-symmetries. In particular, we…