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We develop a differential theory for the polarity transform parallel to that for the Legendre transform, which is applicable when the functions studied are "geometric convex", namely convex, non-negative and vanish at the origin. This…
Diffusion models have made remarkable progress in solving various inverse problems, attributing to the generative modeling capability of the data manifold. Posterior sampling from the conditional score function enable the precious data…
This work presents algebraic closure models associated with advective transport and nonlinear reactions in a Reynolds-averaged Navier-Stokes context for a system of species subject to binary reactions and transport by advection and…
We study the inverse problem of recovering a semilinear diffusion term $a(t,\lambda)$ as well as a quasilinear convection term $\mathcal B(t,x,\lambda,\xi)$ in a nonlinear parabolic equation $$\partial_tu-\textrm{div}(a(t,u) \nabla…
Consider a reflected diffusion on the positive half-line. We approximate it by solutions of stochastic differential equations using the penalty method: We emulate the "hard barrier" of reflection by a "soft barrier" of a large drift…
We construct anisotropic conductivities with the same Dirichlet-to-Neumann map as a homogeneous isotropic conductivity. These conductivities are singular close to a surface inside the body.
We consider the inverse scattering problem associated with any number of interacting modes in one-dimensional structures. The coupling between the modes is contradirectional in addition to codirectional, and may be distributed continuously…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…
We consider the transmission problem for the Laplace equation on an infinite three-dimensional wedge, determining the complex parameters for which the problem is well-posed, and characterizing the infinite multiplicity nature of the…
In this paper we prove a uniqueness result for the Calder\'{o}n problem for the quasilinear conductivity equation on a bounded domain $\R^2$. The proof of the result is based on the higher order linearization method, which reduces the…
In this paper, we consider the inverse scattering problem associated with an inhomogeneous media with a conductive boundary. First, we discuss the inverse conductivity problem of reconstructing the conductivity parameter from scattering…
Scattering on the ${\cal PT}$-symmetric Coulomb potential is studied along a U-shaped trajectory circumventing the origin in the complex $x$ plane from below. This trajectory reflects ${\cal PT}$ symmetry, sets the appropriate boundary…
We consider two-dimensional percolation in the scaling limit close to criticality and use integrable field theory to obtain universal predictions for the probability that at least one cluster crosses between opposite sides of a rectangle of…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…
Mathematical diffraction theory is concerned with the analysis of the diffraction measure of a translation bounded complex measure $\omega$. It emerges as the Fourier transform of the autocorrelation measure of $\omega$. The mathematically…