Related papers: One-dimensional reflected diffusions with two boun…
We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…
We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…
We consider a fixed angle inverse scattering problem in the presence of a known Riemannian metric. First, assuming a no caustics condition, we study the direct problem by utilizing the progressing wave expansion. Under a symmetry assumption…
Consider the incidence of a time-harmonic electromagnetic plane wave onto a biperiodic dielectric grating, where the surface is assumed to be a small and smooth perturbation of a plane. The diffraction is modeled as a transmission problem…
Uniformly distributed point sets on the unit sphere with and without symmetry constraints have been found useful in many scientific and engineering applications. Here, a novel variant of the Thomson problem is proposed and formulated as an…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…
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…
We derive time reflection and transmission coefficients for 1D acoustic waves encountering a time boundary at which the properties of the medium change instantaneously. The time reflection and transmission coefficients are shown to be…
Using martingale theory, we compute, in very few lines, exact analytical expressions for various first-exit-time statistics associated with one-dimensional biased diffusion. Examples include the distribution for the first-exit time from an…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. In particular, such problems describe chemical reactions and biological processes in which…
In this paper we consider a connection between the famous Skorohod embedding problem and the Shiryaev inverse problem for the first hitting time distribution of a Brownian motion: given a probability distribution, $F$, find a boundary such…
We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…
Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…
Diffusion models have achieved excellent success in solving inverse problems due to their ability to learn strong image priors, but existing approaches require a large training dataset of images that should come from the same distribution…
In this article, for a time-fractional diffusion-wave equation $\pppa u(x,t) = -Au(x,t)$, $0<t<T$ with fractional order $\alpha \in (1,2)$, we consider the backward problem in time: determine $u(\cdot,t)$, $0<t<T$ by $u(\cdot,T)$ and…
A 3-D inverse medium problem in the frequency domain is considered. Another name for this problem is Coefficient Inverse Problem. The goal is to reconstruct spatially distributed dielectric constants from scattering data. Potential…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
We present a conditional diffusion model for electromagnetic inverse design that generates structured media geometries directly from target differential scattering cross-section profiles, bypassing expensive iterative optimization. Our 1D…
This paper is concerned with uniqueness for reconstructing a periodic inhomogeneous medium covered on a perfectly conducting plate. We deal with the problem in the frame of time-harmonic Maxwell systems without TE or TM polarization. An…