Related papers: Inverse local time of one-dimensional diffusions a…
We consider the inverse source problem arising in thermo- and photo-acoustic tomography. It consists in reconstructing the initial pressure from the boundary measurements of the acoustic wave. Our goal is to extend versatile time reversal…
Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…
Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…
We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…
We consider fractional diffusion-wave equations with source term which is represented in a form of a product of a temporal function and a spatial function. We prove the uniqueness for inveres source problem of determining spatially varying…
This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…
We propose an interpolation formula for the distribution of the reflection coefficient in the presence of time reversal symmetry for chaotic cavities with absorption. This is done assuming a similar functional form as that when time…
We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…
This paper is concerned with the inverse problem of determining the time and space dependent source term of diffusion equations with constant-order time-fractional derivative in $(0,2)$. We examine two different cases. In the first one, the…
Consider a class of null-recurrent randomly biased walks on a super-critical Gaton-Watson tree. We obtain the rates of convergence of the local times and the quenched local probability for the biased walk in the sub-diffusive case. These…
This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…
We determine the space-dependent source term for a two-parameter fractional diffusion problem subject to nonlocal non-self-adjoint boundary conditions and two local time-distinct datum. A bi-orthogonal pair of bases is used to construct a…
Inverse problems for a diffusion equation containing a generalized fractional derivative are studied. The equation holds in a time interval $(0,T)$ and it is assumed that a state $u$ (solution of diffusion equation) and a source $f$ are…
We consider a one-dimensional diffusion in a stable L\'evy environment. We show that the normalized local time process refocused at the bottom of the standard valley with height $\log t$, $(L_X(t,\mathfrak m_{\log t}+x)/t,x\in \R)$,…
We study a local data inverse problem for the time-dependent Convection-Diffusion Equation (CDE) in a bounded domain where a part of the boundary is treated to be inaccessible. Up on assuming the inaccessible part to be flat, we seek for…
We establish the consistency of a local time approximation of a diffusion at a sticky threshold based on high-frequency observations. First, we prove the result for sticky Brownian motion, and then extend it to It\^o diffusions with a…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…
We study some new invariant measures arising from local inverse iterates. Examples are also given.
This article proves the uniqueness for two kinds of inverse problems of identifying fractional orders in diffusion equations with multiple time-fractional derivatives by pointwise observation. By means of eigenfunction expansion and Laplace…
We demonstrate that the diffusion coefficient, $D$, for ultrasound propagating in a multiple scattering medium, such as a dense granular suspension, can be measured using a time reversal experiment. This requires an unprecedented…