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We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…
The paper considers an inverse source problem for a one-dimensional time-fractional heat equation with the generalized impedance boundary condition. The inverse problem is the time dependent source parameter identification together with the…
In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…
In this article we study inverse source problems for time-fractional diffusion equations from \textit{a posteriori} boundary measurement. Using the memory effect of these class of equations, we solve these inverse problems for several class…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…
We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
In this paper, we prove the local uniqueness of an inverse problem arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The direct problem is an initial-boundary…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…
In the Hilbert space $H$, the inverse problem of determining the right-hand side of the abstract subdiffusion equation with the fractional Caputo derivative is considered. For the forward problem, a non-local in time condition $u(0)=u(T)$…
We consider the inverse problem of determining the initial states or the source term of a hyperbolic equation damped by some non-local time-fractional derivative. This framework is relevant to medical imaging such as thermoacoustic or…
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…
We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…
In this paper, we consider forward and inverse problems for subdiffusion equations with time-dependent coefficients. The fractional derivative is taken in the sense of Riemann-Liouville. Using the classical Fourier method, the theorem of…
A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…
We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…