Related papers: Probabilistic Interpretation of the Calder\'on Pro…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…
We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…
We show, that under natural assumptions, solutions of Dirichlet problems for uniformly elliptic divergence form operator can be approximated pointwise by solutions of some versions of Robin problems. The proof is based on stochastic…
We study the inverse conductivity problem of how to reconstruct an isotropic electrical conductivity distribution $\gamma$ in an object from static electrical measurements on the boundary of the object. We give an exact reconstruction…
We study an inverse resonance problem on the line in which we aim at determining a compactly supported and integrable perturbation of a fixed P\"oschl-Teller potential. We define the resonances as the poles of the reflection coefficients…
The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…
We introduce a method for solving Calder\'on type inverse problems for semilinear equations with power type nonlinearities. The method is based on higher order linearizations, and it allows one to solve inverse problems for certain…
The linear transport theory is developed to describe the time dependence of the number density of tracer particles in porous media. The advection is taken into account. The transport equation is numerically solved by the analytical discrete…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
This work derives explicit series reversions for the solution of Calder\'on's problem. The governing elliptic partial differential equation is $\nabla\cdot(A\nabla u)=0$ in a bounded Lipschitz domain and with a matrix-valued coefficient.…
We study the Dirichlet boundary value problem for viscoelastic diffusion in polymers. We show that its weak solutions generate a dissipative semiflow. We construct the minimal trajectory attractor and the global attractor for this problem.
In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
The inversion theorem and convolution theorem of the conformable fractional Laplace transforms are developed. All the elementary properties of the classical Laplace transform are extended to the conformable fractional transform, and using…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
We consider the scattering problem governed by the Helmholtz equation with inhomogeneity in both `conductivity' in the divergence form and `potential' in the lower order term. The support of the inhomogeneity is assumed to contain a convex…