Related papers: From Feynman-Kac Formulae to Numerical Stochastic …
In this paper, we perform a numerical analysis in frequency domain for various electromagnetic problems based on discrete exterior calculus (DEC) with an arbitrary 2-D triangular or 3-D tetrahedral mesh. We formulate the governing equations…
The asymptotic Dirichlet problem for harmonic maps from the hyperbolic plane into conformally compact Einstein manifolds is used to give a holographic characterization of conformal geodesics on the boundary at infinity, in a way deeply…
We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…
We prove quantitative norm bounds for a family of operators involving impedance boundary conditions on convex, polygonal domains. A robust numerical construction of Helmholtz scattering solutions in variable media via the…
A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…
Based on the Lie symmetry method, we investigate a Feynman-Kac formula for the classical geometric mean reversion process, which effectively describing the dynamics of short-term interest rates. The Lie algebra of infinitesimal symmetries…
We develop a boundary integral equation-based numerical method to solve for the electrostatic potential in two dimensions, inside a medium with piecewise constant conductivity, where the boundary condition is given by the complete electrode…
We consider the Dirichlet problem for elliptic systems with periodically distributed inclusions whose conduction parameter exhibits a significant contrast compared to the background media. We develop a unified method to quantify the…
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap…
This work extends the results of [Garde and Hyv\"onen, Math. Comp. 91:1925-1953] on series reversion for Calder\'on's problem to the case of realistic electrode measurements, with both the internal admittivity of the investigated body and…
In the framework of stochastic functional differential equations (SFDE's) and the corresponding calculus developed in the recent years by F. Yan and S. Mohammed, we provide a series of representation formulae for a variety of highly…
Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…
The paper deals with the numerical treatment of index-1 stochastic differential-algebraic equations (SDAEs) with nonlinear coefficients that satisfy the local Lipschitz and the Khasminskii conditions. The key challenge here is the presence…
A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…
The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the prescribed input-output statistics data, utilize strictly positive Feynman-Kac kernels. This implies that the related Markov diffusion…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
The unique determination of electrical conductivity is extensively studied for isotropic conductivity ever since Calderon's suggestion of the EIT (Electrical Impedance Tomography) problem. However, it is known that there are many…
In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…
In this paper we consider the inverse problem of determining on a compact Riemannian manifold the electric potential and the absorption coefficient in the wave equation with Dirichlet data from measured Neumann boundary observations. This…
We study the homogenization of the equation $-A(\frac{\cdot}{\varepsilon}):D^2 u_{\varepsilon} = f$ posed in a bounded convex domain $\Omega\subset \mathbb{R}^n$ subject to a Dirichlet boundary condition and the numerical approximation of…