Related papers: Boundary Feller-Dynkin processes associated with L…
We consider consistent diffusion dynamics, leaving the celebrated Hua-Pickrell measures, depending on a complex parameter $s$, invariant. These, give rise to Feller-Markov processes on the infinite dimensional boundary $\Omega$ of the…
We investigate the intertwining of Laguerre processes of parameter $\alpha$ in different dimensions. We introduce a Feller kernel that depends on $\alpha $ and intertwines the $\alpha$-Laguerre process in $N+1$ dimensions and that in $N$…
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
In the boundary layer of multicomponent fluid mixtures, the species-specific mass flux in the wall-normal direction is determined by the combination of turbulent-diffusiophoretic diffusion due to composition gradients, and diffusion due to…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
We propose a time-domain boundary integral method to model linear wave propagation with refractive, focusing, and Doppler effects arising from medium heterogeneities and moving obstacles. In contrast to existing techniques, our method…
This paper uses Lie symmetry methods to analyze boundary crossing probabilities for a large class of diffusion processes. We show that if Fokker--Planck--Kolmogorov equation has non-trivial Lie symmetry, then boundary crossing identity…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
The boundary integral method is extended to derive closed integro-differential equations applicable to computation of the shape and propagation speed of a steadily moving spot and to the analysis of dynamic instabilities in the sharp…
Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…
We study diffusion-controlled growth of a spherical droplet with a moving boundary using a physics-informed neural network (PINN) formulation. The governing diffusion equation is coupled to the interfacial mass balance, with the droplet…
In this paper, we consider control constrained $L^2-$Dirichlet boundary control of a convection-diffusion equation on a two dimensional convex polygonal domain. We discretize the control problem based on the local discontinuous Galerkin…
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…
We study a driven many particle system comprising of two identical lanes of finite lengths. On one lane, particles hop diffusively with a bias in a specific direction. On the other lane, particles hop in a specific direction obeying mutual…
The immersed boundary method is an approach to fluid-structure interaction that uses a Lagrangian description of the structural deformations, stresses, and forces along with an Eulerian description of the momentum, viscosity, and…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…