相关论文: On Positive Recurrence of Constrained Diffusion Pr…

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…

In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…

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…

In this paper the author studies the problem of the homogenization of a diffusion perturbed by a periodic reflection invariant vector field. The vector field is assumed to have fixed direction but varying amplitude. The existence of a…

We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…

Reactio-nonlocal diffusion equations model nonlocal transport and anomalous diffusion by replacing the Laplacian with a fractional power, capturing diffusion mechanisms beyond Brownian motion. We primarily study the semilinear problem \[…

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

We consider the inverse source problem of determining a source term depending on both time and space variable for fractional and classical diffusion equations in a cylindrical domain from boundary measurements. With suitable boundary…

Consider the scattering of the two- or three-dimensional Helmholtz equation where the source of the electric current density is assumed to be compactly supported in a ball. This paper concerns the stability analysis of the inverse source…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Given a domain G, a reflection vector field d(.) on the boundary of G, and drift and dispersion coefficients b(.) and \sigma(.), let L be the usual second-order elliptic operator associated with b(.) and \sigma(.). Under suitable…

We study the global existence and stability of surface diffusion flow (the normal velocity is given by the Laplacian of the mean curvature) of smooth boundaries of subsets of the $n$--dimensional flat torus. More precisely, we show that if…

In this paper, a new stabilized discontinuous Galerkin method within a new function space setting is introduced, which involves an extra stabilization term on the normal fluxes across the element interfaces. It is different from the general…

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

Diffusion models have shown remarkable promise for image restoration by leveraging powerful priors. Prominent methods typically frame the restoration problem within a Bayesian inference framework, which iteratively combines a denoising step…

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…

We consider a finite element method which couples the continuous Galerkin method away from internal and boundary layers with a discontinuous Galerkin method in the vicinity of layers. We prove that this consistent method is stable in the…