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The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
The unique determination of a measurable conductivity from the Dirichlet-to-Neumann map of the equation $\mathrm{div} (\sigma \nabla u) = 0$ is the subject of this note. A new strategy, based on Clifford algebras and a higher dimensional…
A formalism proposed to study transverse Lambda polarization in unpolarized hadronic processes, based on a generalized pQCD factorization theorem, is extended to semi-inclusive DIS. Analytical expressions and examples of numerical estimates…
We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…
This paper is concerned with an inverse obstacle problem for the Laplace's equation. The aim is to recover the constant conductivity coefficient in the equation and the boundary of a Dirichlet polygonal obstacle from a single pair of Cauchy…
We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…
This paper suggests a new interpretation of the Dempster-Shafer theory in terms of probabilistic interpretation of plausibility. A new rule of combination of independent evidence is shown and its preservation of interpretation is…
We consider a time-independent variable coefficients fractional porous medium equation and formulate an associated inverse problem. We determine both the conductivity and the absorption coefficient from exterior partial measurements of the…
We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…
This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…
We consider the inverse problem of recovering an isotropic quasilinear conductivity from the Dirichlet-to-Neumann map when the conductivity depends on the solution and its gradient. We show that the conductivity can be recovered on an open…
I calculate the limitations on the widely-used forward-only (uni-directional) propagation assumption by considering the effects of transverse effects (e.g. diffraction). The starting point is the scalar second order wave equation, and…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Often, the unknown diffusivity in diffusive processes is structured by piecewise constant patches. This paper is devoted to efficient methods for the determination of such structured diffusion parameters by exploiting shape calculus. A…
We study the inverse problem of recovering a tree graph together with the weights on its edges (equivalently a metric tree) from the knowledge of the Dirichlet-to-Neumann matrix associated with the Laplacian. We prove an explicit formula…
A probabilistic framework for studying single-particle diffusion in partially absorbing media has recently been developed in terms of an encounter-based approach. The latter computes the joint probability density (generalized propagator)…
This paper deals with the solution of Maxwell's equations to model the electromagnetic fields in the case of a layered earth. The integrals involved in the solution are approximated by means of a novel approach based on the splitting of the…
We show uniqueness results for the anisotropic Calder\'{o}n problem stated on transversally anisotropic manifolds. Moreover, we give a convexity result for the range of Dirichlet-to-Neumann maps on general Riemannian manifolds near the zero…
The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…