Related papers: On the submartingale problem for reflected diffusi…
Linear and nonlinear mechanisms for conical wave propagation in two-dimensional lattices are explored in the realm of phononic crystals. As a prototypical example, a statically compressed granular lattice of spherical particles arranged in…
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large deviation principle, a large deviation for short…
We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…
Interaction of a domain wall with boundaries of a system is studied for a class of stochastic driven particle models. Reflection maps are introduced for the description of this process. We show that, generically, a domain wall reflects…
In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…
This work is concerned with the propagation of electromagnetic waves in isotropic chiral media and with the effects produced by a plane boundary between two such media. In analogy with the phenomena of reflection and refraction of plane…
Despite its generality and powerful convergence properties, Milstein's method for functionals of spatially bounded stochastic differential equations is widely regarded as difficult to implement. This has likely prevented it from being…
In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…
Conventional mirrors obey Snell's reflection law: a plane wave is reflected as a plane wave, at the same angle. To engineer spatial distributions of fields reflected from a mirror, one can either shape the reflector (for example, creating a…
This paper is devoted to study the wave propagation and its stability for a class of two-component discrete diffusive systems. We first establish the existence of positive monotone monostable traveling wave fronts. Then, applying the…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
We present Wideband Back-Projection Diffusion, an end-to-end probabilistic framework for approximating the posterior distribution induced by the inverse scattering map from wideband scattering data. This framework produces highly accurate…
While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…
This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients. The…
The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We prove existence and uniqueness of solutions of reflected backward stochastic differential equations in time-dependent adapted and c\`adl\`ag convex regions $\mathcal{D}=\{D_t;t\in[0,T]\}$. We also show that the solution may be…
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…