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Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…
The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability... The usual procedure is to use discretiza-tion schemes…
We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…
We investigate the boundary local time on polygonal boundaries such as finite generations of the Koch snowflake. To reveal the role of angles, we first focus on wedges and obtain the mean boundary local time, its variance, and the…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
For a spectrally positive strictly stable process with index in (1,2), the paper obtains i) the density of the time when the process makes first exit from an interval by hitting the interval's lower end point before jumping over its upper…
In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…
Intracellular transport in living cells is often spatially inhomogeneous with an accelerated effective diffusion close to the cell membrane and a ballistic motion away from the centrosome due to active transport along actin filaments and…
We consider an anisotropic model case for a strictly convex domain of dimension $d\geq 2$ with smoothboundary and we describe dispersion forthe semi-classical Schr{\"o}dinger equation with Dirichlet boundary condition. More specifically, we…
We study 4 problems in the area of scattering of time harmonic acoustic or electromagnetic waves by unbounded rough surfaces/inhomogeneous layers. Specifically we study: i) a boundary value problem (BVP) for the Helmholtz equation, in both…
Solutions to the wave equation in the exterior of a polyhedral domain or a screen in $\mathbb{R}^3$ exhibit singular behavior from the edges and corners. We present quasi-optimal $hp$-explicit estimates for the approximation of the…
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…
In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…
We explain how to use smooth bivariate splines of arbitrary degree to solve the exterior Helmholtz equation based on a Perfectly Matched Layer (PML) technique. In a previous study (cf. [26]), it was shown that bivariate spline functions of…
Consider a two-dimensional continuous-time dynamical system, with an attracting fixed point $S$. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength $\epsilon$, the system state will eventually…
In the paper, we investigate the nonlinear thermoelasticity model in two- and three-dimensional convex and bounded domains. We propose new boundary conditions for the displacement. These conditions are not usual in thermoelasticity.…
We study the time-harmonic scattering by a heterogeneous object covered with a thin layer of randomly distributed sound-soft nanoparticles. The size of the particles, their distance between each other and the layer's thickness are all of…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
We consider the scattering of acoustic perturbations in a presence of a flow. We suppose that the space can be split into a zone where the flow is uniform and a zone where the flow is potential. In the first zone, we apply a Prandtl-Glauert…
We study exit times from time-dependent domains under joint perturbations of the trajectory and the domain. Representing a moving domain by a continuous barrier $\Phi$ on space-time, we reduce the exit problem to a one-dimensional…