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Physics-guided sampling with diffusion priors has recently shown strong performance in solving complex systems of partial differential equations (PDEs) from sparse observations. However, these methods are typically evaluated on benchmark…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…
We extensively investigate in-plane light diffusion in systems with thickness larger than but comparable with the transport mean free path. By exploiting amplified spontaneous emission from dye molecules placed in the same holder of the…
Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…
In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from a final observation. We first drive the…
We describe a time-resolved monitoring technique for heterogeneous media. Our approach is based on the spatial variations of the cross-coherence of coda waveforms acquired at fixed positions but at different dates. To locate and…
In an act of sabotage or terrorism, hazardous material might be released deliberately into the atmosphere to threaten individuals, e.g., those operating critical infrastructure. Hazardous materials in such a scenario include toxic…
Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
Naviers Stokes and energy equations of hydrocarbon liquid droplet in evaporation in natural convection are solved numerically using PLIC VOF method. Our new technique allows us to observe clearly the droplet radius regression in each cell…
The random diffusion model is a continuum model for a conserved scalar density field driven by diffusive dynamics where the bare diffusion coefficient is density dependent. We generalize the model from one with a sharp wavenumber cutoff to…
In this paper, we introduce a frequency-domain approach to extract information on the trajectory of a moving point source. The method hinges on the analysis of multi-frequency near-field data recorded at one and sparse observation points in…
We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
This paper is concerned with the inverse problem to recover the scalar, complex-valued refractive index of a medium from measurements of scattered time-harmonic electromagnetic waves at a fixed frequency. The main results are two…
Disorder can fundamentally modify the transport properties of a system. A striking example is Anderson localization, suppressing transport due to destructive interference of propagation paths. In inhomogeneous many-body systems, not all…
We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…