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Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…

Statistics Theory · Mathematics 2024-01-30 Richard Nickl

In this article we deal with one-dimensional inverse problems concerning the Burgers equation and some related nonlinear systems (involving heat effects and/or variable density). In these problems, the goal is to find the size of the…

Analysis of PDEs · Mathematics 2022-01-05 J. Apraiz , A. Doubova , E. Fernández-Cara , M. Yamamoto

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…

chao-dyn · Physics 2007-05-23 Ch. Renner , B. Reisner , St. Lück , J. Peinke , R. Friedrich

This paper proposes a new mathematical formulation for flow measurement based on the inverse source problem for wave equations with partial boundary measurement. Inspired by the design of acoustic Doppler current profilers (ADCPs), we…

Optimization and Control · Mathematics 2025-03-19 Jiwei Li , Lingyun Qiu , Zhongjing Wang , Hui Yu

An initial-boundary value problem for a subdiffusion equation with an elliptic operator $A(D)$ in $\mathbb{R}^N$ is considered. The existence and uniqueness theorems for a solution of this problem are proved by the Fourier method.…

Analysis of PDEs · Mathematics 2020-09-25 A. R. Ashurov , R. T. Zunnunov

Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we solve analytically a one-dimensional fractional diffusion-advection equation for the particle density. We…

Space Physics · Physics 2015-06-23 Yuri E. Litvinenko , Frederic Effenberger

We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…

Numerical Analysis · Mathematics 2017-08-11 Ke Chen , Qin Li , Li Wang

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…

Analysis of PDEs · Mathematics 2023-02-07 Li Li

This paper provides a new analytical method to obtain Green's functions of linear dispersive partial differential equations. The Euler-Bernoulli beam equation and the one-dimensional heat conduction equation (dissipation equation) under…

Classical Physics · Physics 2022-09-20 Minjiang Zhu

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

In this paper, we investigate the interior transmission eigenvalue problem for an inhomogeneous media with conductive boundary conditions. We prove the discreteness and existence of the transmission eigenvalues. We also investigate the…

Analysis of PDEs · Mathematics 2016-10-31 Oleksandr Bondarenko , Isaac Harris , Andreas Kleefeld

The spatio-temporal dynamics of the deformation of a vibrated plate is measured by a high speed Fourier transform profilometry technique. The space-time Fourier spectrum is analyzed. It displays a behavior consistent with the premises of…

Chaotic Dynamics · Physics 2011-07-13 Nicolas Mordant

A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…

Numerical Analysis · Mathematics 2022-12-20 Jose Luis Gracia , Eugene O'Riordan

This paper addresses the inverse source problem for a mixed-type fractional wave-diffusion-wave equation posed in a cylindrical domain. The governing equation involves a time-dependent variable-order fractional derivative, which enables the…

Analysis of PDEs · Mathematics 2026-05-05 Erkinjon Karimov , Muzaffar Toshpulatov

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…

Optimization and Control · Mathematics 2008-09-23 Jesper Carlsson

We study by means of numerical simulations the model of dissipative particle dynamics with energy conservation for the simple case of thermal conduction. It is shown that the model displays correct equilibrium fluctuations and reproduces…

Statistical Mechanics · Physics 2016-08-31 Marisol Ripoll , Pep Español , Matthieu H. Ernst

This article addresses the inverse source problem for a nonlocal heat equation involving the fractional Laplacian. The primary goal is to reconstruct the spatial component of the source term from partial observations of the system's state…

Numerical Analysis · Mathematics 2025-10-17 Galina García , Joaquín Vidal , Sebastián Zamorano

This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…

Numerical Analysis · Mathematics 2017-11-08 Tianyu Qiu , Alexander Rieder , Francisco-Javier Sayas , Shougui Zhang