相关论文: An inverse random source problem for the Helium pr…
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with Hurst parameter lesser than $1/2$ in a Hilbert space. We…
To address the ill-posedness of the inverse source problem for the one-dimensional stochastic Helmholtz equations without attenuation, this study develops a novel computational framework designed to mitigate this inherent challenge at the…
We consider a fractional diffusion equations of order $\alpha\in(0,1)$ whose source term is singular in time: $(\partial_t^\alpha+A)u(x,t)=\mu(t)f(x)$, $(x,t)\in\Omega\times(0,T)$, where $\mu$ belongs to a Sobolev space of negative order.…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Brownian motion. Both cases where the scaling parameter of the…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
A diffusion's induced transport is defined for a linear model of a Fokker-Plank equation under periodic boundary conditions in one-dimensional geometry. The flow is generated by a diffusion and a periodic deriving force induced by a…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
This article is concerned with the inverse problem on determining the temporal component of the source term in a coupled system of time-fractional diffusion equations by single point observation. Under a non-degeneracy condition on the…
Inverse problems for a diffusion equation containing a generalized fractional derivative are studied. The equation holds in a time interval $(0,T)$ and it is assumed that a state $u$ (solution of diffusion equation) and a source $f$ are…
In this paper, we consider two linear inverse problems for the time-fractional wave equation, assuming that its right-hand side takes the separable form $f(t)h(x)$, where $t \geq 0$ and $x \in \Omega \subset R^N $. The objective is to…
We consider an inverse source problem for partially coherent light propagating in the Fresnel regime. The data is the coherence of the field measured away from the source. The reconstruction is based on a minimum residue formulation, which…
Diffusion models have recently achieved remarkable success in generative modeling, yet they are commonly formulated as black-box stochastic systems with limited interpretability and few structural guarantees. In this paper, we establish a…
Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…
We investigate the inverse problem consisting in the identification of constant coefficients for a fractional-in-time partial differential equation governed by a finite sum of positive self-adjoint operators on a Hilbert space under…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
We study an inverse source problem for a semilinear parabolic equation in a bounded domain, where the nonlinearity depends on the unknown function and its gradient through a quadratic reaction term and a Burgers-type convection term. From…
We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with…