Related papers: The Inverse first passage time method for a two di…
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…
Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…
We study the inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion with Hurst index $H\in(0,1)$. With the aid of a novel estimate, by using the operator approach we propose…
This paper investigates an inverse source problem for space-time fractional diffusion equations from a posteriori interior measurements. The uniqueness result is established by the memory effect of fractional derivatives and the unique…
Measurements of spatial diffusion of cold atoms in optical lattices have revealed anomalous super-diffusion, which is controlled by the depth of the optical lattice. We use first passage time statistics to derive the diffusion front of the…
We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…
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…
For $\mathcal{O}$ a bounded domain in $\mathbb{R}^d$ and a given smooth function $g:\mathcal{O}\to\mathbb{R}$, we consider the statistical nonlinear inverse problem of recovering the conductivity $f>0$ in the divergence form equation $$…
We consider first-passage percolation on a ladder, i.e. the graph {0,1,...}*{0,1} where nodes at distance 1 are joined by an edge, and the times are exponentially i.i.d. with mean 1. We find an appropriate Markov chain to calculate an…
The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…
This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…
In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…
Passive imaging involves recording waves generated by uncontrolled, random sources and utilizing correlations of such waves to image the medium through which they propagate. In this paper, we focus on passive inverse obstacle scattering…
We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein-Uhlenbeck type process, by using direct methods of calculus of variations.…
Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional brownian motion in an…