相关论文: On the reconstruction of the drift of a diffusion …

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Consider a one-dimensional diffusion process which has state-dependent drift and deviation and is reflected at the origin, which is called a one-side reflected diffusion or simply reflected diffusion. We are particularly interested in the…

We consider the inverse source problem in the parabolic equation, where the unknown source possesses the semi-discrete formulation. Theoretically, we prove that the flux data from any nonempty open subset of the boundary can uniquely…

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…

A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…

Using fully kinetic 3D simulations, the reconnection dynamics of asymmetric current sheets are examined at the Earth's magnetopause. The plasma parameters are selected to model MMS magnetopause diffusion region crossings with guide fields…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…

This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…

Revisiting charge transport in degenerate hopping systems we present a modification to the drift diffusion equation where instead of employing the generalized Einstein relation we add an energy flux term thus solving several…

This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…

We address some inverse problems for the first-passage place and the first-passage time of a one-dimensional diffusion process $\mathcal X(t)$ with stochastic resetting, starting from an initial position $\mathcal X(0)= \eta ;$ this type of…

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…

Inverting an evolving diffusive scalar field to reconstruct the underlying velocity field is an underdetermined problem. Here we show, however, that for two-dimensional incompressible flows, this inverse problem can still be uniquely solved…

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…