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We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…
We consider a class of diffusion equations with the Caputo time-fractional derivative $\partial_t^\alpha u=L u$ subject to the homogeneous Dirichlet boundary conditions. Here, we consider a fractional order $0<\alpha < 1$ and a second-order…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…
Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…
The time-frequency integrals and the two-dimensional stationary phase method are applied to study the electromagnetic waves radiated by moving modulated sources in dispersive media. We show that such unified approach leads to explicit…
The diffraction pattern of a single non-periodic compact object, such as a molecule, is continuous and is proportional to the square modulus of the Fourier transform of that object. When arrayed in a crystal, the coherent sum of the…
We construct non-symmetric diffusion processes associated with Dirichlet forms consisting of uniformly elliptic forms and derivation operators with killing terms on RCD spaces by aid of non-smooth differential structures introduced by Gigli…
We extend the phase field crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of…
We employ the recently introduced conformal iterative construction of Diffusion Limited Aggregates (DLA) to study the multifractal properties of the harmonic measure. The support of the harmonic measure is obtained from a dynamical process…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
In analogy with the Poisson summation formula, we identify when the fractional Fourier transform, applied to a Dirac comb in dimension one, gives a discretely supported measure. We describe the resulting series of complex multiples of delta…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
We prove that any perturbation of the symplectic part of the derivative of a Poisson diffeomorphism can be realized as the derivative of a $C^1$-close Poisson diffeomorphism. We also show that a similar property holds for the Poincar\'e map…
In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
The class of Divergence-free symmetric tensors is ubiquitous in Continuum Mechanics. We show its invariance under projective transformations of the independent variables. This action, which preserves the positiveness, extends Sophus Lie's…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…