Related papers: On low frequency inference for diffusions without …

Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…

The Hot Spots constant for bounded smooth domains was recently introduced by Steinerberger (2021) as a means to control the global extrema of the first nontrivial eigenfunction of the Neumann Laplacian by its boundary extrema. We generalize…

This paper is concerned with the inverse problem on determining an orbit of the moving source in a fractional diffusion(-wave) equations in a connected bounded domain of $\mathbb R^d$ or in the whole space $\mathbb R^d$. Based on a newly…

This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…

We give an elementary new proof of the hot spots conjecture for L-shaped domains. This result, in addition to a new eigenvalue inequality, allows us to locate the hot spots in Swiss cross translation surfaces. We then prove, in several…

We introduce a new variational principle for the study of eigenvalues and eigenfunctions of the Laplacians with Neumann and Dirichlet boundary conditions on planar domains. In contrast to the classical variational principles, its minimizers…

Let $\Omega \subset \mathbb{R}^2$ be a bounded, convex domain and let $-\Delta \phi_1 = \mu_1 \phi_1$ be the first nontrivial Laplacian eigenfunction with Neumann boundary conditions. The Hot Spots conjecture claims that the maximum and…

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

This paper is concerned with an inverse source problem for the three-dimensional Helmholtz equation by a single boundary measurement at a fixed frequency. We show the Lipschitz stability under the assumption that the source function is…

In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

The second eigenfunction of the Neumann Laplacian on convex, planar domains is considered. Inspired by the famous hot spots conjecture and a related result of Steinerberger, we show that potential critical points of this eigenfunction (and,…

We prove the Hot Spot conjecture on the Vicsek set. Specifically, we show that every eigenfunction of the second smallest eigenvalue of the Neumann Laplacian on the Vicsek set attains its maximum and minimum on the boundary.

We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a general posterior contraction rate theorem in $L^2$-loss, which…

A fundamental small-noise sensitivity analysis of spike localization in the presence of adversarial perturbations and an arbitrary point spread function (PSF) is presented. The analysis leverages the local Lipschitz property of the inverse…