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Related papers: One-dimensional reflected diffusions with two boun…

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In this work we investigate an inverse coefficient problem for the one-dimensional subdiffusion model, which involves a Caputo fractional derivative in time. The inverse problem is to determine two coefficients and multiple parameters (the…

Analysis of PDEs · Mathematics 2024-03-19 Siyu Cen , Bangti Jin , Yavar Kian , Eric Soccorsi , Rachid Zarouf , Zhi Zhou

We consider the inverse scattering problem associated with any number of interacting modes in one-dimensional structures. The coupling between the modes is contradirectional in addition to codirectional, and may be distributed continuously…

Mathematical Physics · Physics 2011-11-10 Ole Henrik Waagaard , Johannes Skaar

We consider stochastic differential equations with (oblique) reflection in a $2$-dimensional domain that has a cusp at the origin, i..e. in a neighborhood of the origin has the form $\{(x_1,x_2):0<x_1\leq\delta_0,\psi_1(x_1)<x_2<\psi_…

Probability · Mathematics 2019-02-14 Cristina Costantini , Thomas G. Kurtz

Consider time-harmonic acoustic scattering from a bounded penetrable obstacle $D\subset \mathbb R^N$ embedded in a homogeneous background medium. The index of refraction characterizing the material inside $D$ is supposed to be H\"older…

Analysis of PDEs · Mathematics 2015-07-29 Guanghui Hu , Mikko Salo , Esa V. Vesalainen

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…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. V. Savin , H. -J. Sommers

Given a connected compact Riemannian manifold $(M,g)$ without boundary, $\dim M\ge 2$, we consider a space--time fractional diffusion equation with an interior source that is supported on an open subset $V$ of the manifold. The…

Analysis of PDEs · Mathematics 2019-03-12 Tapio Helin , Matti Lassas , Lauri Ylinen , Zhidong Zhang

In this paper, we investigate the interior transmission eigenvalue problem for an inhomogeneous media with conductive boundary conditions. We prove the discreteness and existence of the transmission eigenvalues. We also investigate the…

Analysis of PDEs · Mathematics 2016-10-31 Oleksandr Bondarenko , Isaac Harris , Andreas Kleefeld

In this work, an inverse problem in the fractional diffusion equation with random source is considered. The measurements used are the statistical moments of the realizations of single point data $u(x_0,t,\omega).$ We build the…

Analysis of PDEs · Mathematics 2020-04-09 Shubin Fu , Zhidong Zhang

In this paper, we aim to study solutions of reflected generalized BSDEs, involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary. We consider both a finite random terminal and a…

Probability · Mathematics 2010-11-16 Auguste Aman , Abouo Elouaflin , Modeste N'zi

This article is concerned with an inverse problem of simultaneously determining a spatially varying coefficient and a Robin coefficient for a one-dimensional fractional diffusion equation with a time-fractional derivative of order…

Analysis of PDEs · Mathematics 2024-10-23 Xiaohua Jing , Zhiyuan Li , Masahiro Yamamoto

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

Probability · Mathematics 2023-03-28 Ashot Aleksian , Pierre del Moral , Aline Kurtzmann , Julian Tugaut

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…

Optics · Physics 2013-12-16 Zhaona Wang , Yanyan Sun , Lu Han , Dahe Liu

An inverse obstacle problem for the wave governed by the wave equation in a two layered medium is considered under the framework of the time domain enclosure method. The wave is generated by an initial data supported on a closed ball in the…

Analysis of PDEs · Mathematics 2018-07-09 Masaru Ikehata , Mishio Kawashita , Wakako Kawashita

The scattering of quasiperiodic waves for a two-dimensional Helmholtz equation with a constant refractive index perturbed by a function which is periodic in one direction and of finite support in the other is considered. The scattering…

Mathematical Physics · Physics 2019-10-23 P. Zhevandrov , A. Merzon , M. I. Romero Rodríguez , J. E. de la Paz Méndez

Given $(M,g)$, a compact connected Riemannian manifold of dimension $d \geq 2$, with boundary $\partial M$, we consider an initial boundary value problem for a fractional diffusion equation on $(0,T) \times M$, $T>0$, with time-fractional…

Analysis of PDEs · Mathematics 2016-01-06 Yavar Kian , Lauri Oksanen , Eric Soccorsi , Masahiro Yamamoto

In this paper, we will consider the problem that how far from Hunt's hypothesis (H) to symmetrization for a general 1-dimensional diffusion. A characterization of (H) involving the classification of points for this diffusion will be first…

Probability · Mathematics 2021-07-26 Liping Li

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

Inverse problems of recovering space-dependent parameters, e.g., initial condition, space-dependent source or potential coefficient, in a subdiffusion model from the terminal observation have been extensively studied in recent years.…

Numerical Analysis · Mathematics 2022-10-17 Bangti Jin , Yavar Kian , Zhi Zhou