Related papers: Penalty Method for Reflected Diffusions on the Hal…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…
In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize…
The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…
We consider nonconvex constrained optimization problems and propose a new approach to the convergence analysis based on penalty functions. We make use of classical penalty functions in an unconventional way, in that penalty functions only…
This paper describes the spherical concave mirror method for measuring the index of refraction of transparent liquids. We derived the refractive index equation using Snell's law and the small-angle approximation. We also verified the…
The problem of diffraction of a waveguide mode by a thin Neumann screen is considered. The incident mode is assumed to have frequency close to the cut-off. The problem is reduced to a propagation problem on a branched surface and then is…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We study light scattering by a hedgehog-like and linear disclination topological defects in a nematic liquid crystal by a metric approach. Light propagating near such defects feels an effective metric equivalent to the spatial part of the…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…
We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the…
Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…
On the basis of general theoretical results developed previously in [JETP 112, 246 (2011)], we analyze the reflection of quasiresonant light from a plane surface of dense and disordered ensemble of motionless point scatters. Angle…
Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…
We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…
In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…
A formalism is introduced for the non-perturbative, purely numerical, solution of the reduced Rayleigh equation for the scattering of light from two-dimensional penetrable rough surfaces. As an example, we apply this formalism to study the…