Related papers: Exact results on diffusion in a piecewise linear p…
This paper is dedicated to addressing the simultaneous inversion problem involving the initial value and space-dependent source term in a time-fractional diffusion-wave equation. Firstly, we establish the uniqueness of the inverse problem…
We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
This article is devoted to a generalized version of Smoluchowski's coagulation equation. This model describes the time evolution of a system of aggregating particles under the effect of external input and output particles. We show that for…
The harmonic oscillator with a time-dependent frequency has a family of linear quantum invariants for the time-dependent Schr\"{o}dinger equation, which are determined by any two independent solutions to the classical equation of motion.…
We study the inverse problem for determining the time-dependent matrix potential appearing in the wave equation. We prove the unique determination of potential from the knowledge of solution measured on a part of the boundary.
A probabilistic method is derived for solution of ohmic circuit problems. It is compared to the standard approach, which is construction and solution of a set of coupled, linear equations manifesting Kirchhoff's laws. An example is made of…
We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…
We derive the limiting waiting-time distribution $F_W$ of a model described by the Lindley-type equation $W=\max\{0, B - A - W\}$, where $B$ has a polynomial distribution. This exact solution is applied to derive approximations of $F_W$…
This paper considers the temporal discretization of an inverse problem subject to a time fractional diffusion equation. Firstly, the convergence of the L1 scheme is established with an arbitrary sectorial operator of spectral angle $< \pi/2…
We address the inverse problem of identifying a time-dependent potential coefficient in a one-dimensional diffusion equation subject to Dirichlet boundary conditions and a nonlocal integral overdetermination constraint reflecting spatially…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
We consider Smoluchowski's coagulation equation with a kernel of the form $K = 2 + \epsilon W$, where $W$ is a bounded kernel of homogeneity zero. For small $\epsilon$, we prove that solutions approach a universal, unique self-similar…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
In these lectures I give an introduction to the time-dependent approach to inverse scattering, that has been developed recently. The aim of this approach is to solve various inverse scattering problems with time-dependent methods that…
The exact evolution in time and space of a distribution of the temperature (or density of diffusing matter) in an isotropic homogeneous medium is determined where the initial distribution is described by a piecewise polynomial. In two…