Related papers: Stochastic processes associated to multidimensiona…
We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…
In this paper, we study inverse boundary problems associated with semilinear parabolic systems in several scenarios where both the nonlinearities and the initial data can be unknown. We establish several simultaneous recovery results…
Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
The main result establishes the existence of a solution in a generalized sense for a nonlinear Dirichlet problem driven by a competing operator and exhibiting a convection term composed with an intrinsic operator. A finite dimensional…
This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…
We analyze the parabolic Dirac operator $D \pm i\partial_t$ in a biquaternionic setting, characterizing its kernel via generalized div-curl systems and Cauchy-Riemann-type relations between the real and imaginary parts. Using the machinery…
We study a homogenization question for stochastic divergence type operator
We put forward a conjecture about an universal asymptotical behaviour of the symbol of the Dirichlet-to-Neumann operator (considered as a pseudodifferential operator) in the 2D exterior problem for the Hemholtz equation. The conjecture is…
We obtain asymptotic formulas for the spectral data of perturbed Stark operators associated with the differential expression \[ -\frac{d^2}{dx^2} + x + q(x), \quad x\in [0,\infty), \quad q\in L^1(0,\infty), \] and having either Dirichlet or…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand side of the equation. We introduce a new function space…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
In this paper we study the Dirichlet problem for the Kobayashi--Warren--Carter system. This system of parabolic PDE's models the grain boundary motion in a polycrystal with a prescribed orientation at the boundary of the domain. We obtain…
We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…