Related papers: Uncertainty Quantification for PDEs with Anisotrop…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
We consider a quasilinear parabolic Cauchy problem with spatial anisotropy of orthotropic type and study the spatial localization of solutions. Assuming the initial datum is localized with respect to a coordinate having slow diffusion rate,…
A semilinear singularly perturbed reaction-diffusion equation with Dirichlet boundary conditions is considered in a convex unbounded sector. The singular perturbation parameter is arbitrarily small, and the "reduced equation" may have…
We introduce several new models whose common feature is to take into account effects from topological vorticity. The macroscopic unknown is driven by a dissipative anomalous diffusion (of SQG-type) and is coupled with the orientation of the…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We establish the existence of a solution to a non-linearly coupled elliptic-parabolic system of PDEs describing the single-phase, miscible displacement of one incompressible fluid by another in a porous medium. We consider a…
Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…
The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
We consider the linear field-road system, a model for fast diffusion channels in population dynamics and ecology. This system takes the form of a system of PDEs set on domains of different dimensions, with exchange boundary conditions.…
The extended boundary condition method can be used to study planewave scattering by an ellipsoid composed of an orthorhombic dielectric-magnetic material whose relative permittivity dyadic is a scalar multiple of its relative permeability…
In this paper, we investigate a generalization of Kiselev black holes by introducing a varying equation of state parameter for the anisotropic fluid surrounding the black hole. We extend this model by allowing $w$ in the expression…
We theoretically analyze diffusion trajectories of an anisotropic object moving on a two dimensional space in the absence of an external field. In determining diffusion parameters associated with the shape anisotropy, we devise a measure…
In the standard diffusive picture for transport of cosmic rays (CRs), a gradient in the CR density induces a typically small, dipolar anisotropy in their arrival directions. This has been widely advertised as a tool for finding nearby…
Exciton diffusion length plays a vital role in the function of opto-electronic devices. Oftentimes, the domain occupied by an organic semiconductor is subject to surface measurement error. In many experiments, photoluminescence over the…
We consider the Dirichlet problem for elliptic systems with periodically distributed inclusions whose conduction parameter exhibits a significant contrast compared to the background media. We develop a unified method to quantify the…
We have discovered analytical expressions for the probability density function (PDF) of photons that are multiply scattered in relativistic flows, under the assumption of isotropic and inelastic scattering. These expressions characterize…