Related papers: Reflected diffusions defined via the extended Skor…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
Electrochemical strains are a ubiquitous feature of solid state ionic devices ranging from ion batteries and fuel cells to electroresistive and memristive memories. Recently, we proposed a scanning probe microscopy (SPM) based approach,…
In this paper, we study reflected backward stochastic differential equation (reflected BSDE in abbreviation) with rank-based data in a Markovian framework; that is, the solution to the reflected BSDE is above a prescribed boundary process…
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 phenomenon of selective diffraction is extended to in-plane elastic waves and we design surface corrugated periodic laminates that incorporate crystal momentum transfer which, due to the rich physics embedded within the vector elastic…
A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…
This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…
We introduce the first learning-based dense matching algorithm, termed Equirectangular Projection-Oriented Dense Kernelized Feature Matching (EDM), specifically designed for omnidirectional images. Equirectangular projection (ERP) images,…
Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…
We study the problem of approximation of solutions of the Skorokhod problem and reflecting stochastic differential equations (SDEs) with jumps by sequences of solutions of equations with penalization terms. Applications to discrete…
Diffusion models have recently received increasing research attention for their remarkable transfer abilities in semantic segmentation tasks. However, generating fine-grained segmentation masks with diffusion models often requires…
In this paper, we study the doubly conditional reflected backward stochastic differential equations (BSDEs), where constraints are made on the conditional expectation of the first component of the solution with respect to a general…
Exceptional points (EPs) are complex singularities of parametric linear operators where two or more eigenvalues and eigenvectors coalesce. EPs are attracting increasing interest in mechanical metamaterials due to their strong potentials for…
We consider rotational diffusion for two systems - a macrospin under external magnetic field, and a particle diffusing on the surface of a sphere under external torque. Microstates in the two cases transform differently under time-reversal.…
We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law of the solution (and not on the paths). We require that some…
The reflection and transmission amplitudes of waves in disordered multimode waveguides are studied by means of numerical simulations based on the invariant embedding equations. In particular, we analyze the influence of surface-type…
We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…
We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…