Related papers: An Optimal Skorokhod Embedding for Diffusions
This paper focuses on the time-harmonic electromagnetic (EM) scattering problem in a general medium which may possess a nontrivial topological structure. We model this by an inhomogeneous and possibly anisotropic medium with embedded…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…
We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by…
We study Galerkin finite element methods for an incompressible miscible flow in porous media with the commonly-used Bear-Scheidegger diffusion-dispersion tensor $D({\bf u}) = \Phi d_m I + |{\bf u}| \big ( \alpha_T I + (\alpha_L - \alpha_T)…
We consider optimal distributed computation of a given function of distributed data. The input (data) nodes and the sink node that receives the function form a connected network that is described by an undirected weighted network graph. The…
We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…
We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…
Despite the widespread use of Scanning Transmission Electron Microscopy (STEM) for observing the structure of materials at the atomic scale, a detailed understanding of some relevant electron beam damage mechanisms is limited. Recent…
Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…
Fully discrete Galerkin finite element methods are studied for the equations of miscible displacement in porous media with the commonly-used Bear--Scheidegger diffusion-dispersion tensor: $$ D({\bf u}) = \gamma d_m I + |{\bf u}|\bigg(…
We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
In this paper, one considers the coupling of a Brinkman model and Stokes equations with jump embedded transmission conditions. In this model, one assumes that the viscosity in the porous region is very small. Then we derive a…
Diffusion models have achieved state-of-the-art performance in generating images, audio, and video, but their adaptation to text remains challenging due to its discrete nature. Prior approaches either apply Gaussian diffusion in continuous…
Run-and-tumble is a basic model of persistent motion and a motility strategy widespread in micro-organisms and individual cells. In many natural settings, movement occurs in the presence of confinement. While accumulation at the surface has…
We study a particle system with the following diffusion-branching-selection mechanism. Particles perform independent one dimensional Brownian motions and on top of that, at a constant rate, a pair of particles is chosen uniformly at random…
We study the motion of Brownian particle in modulated media in the strong damping limit by using {\em toy model}, with special emphasis on the transition from localise to diffusive behavior. By using model potential we have seen the…