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A novel unified Bayesian framework for network detection is developed, under which a detection algorithm is derived based on random walks on graphs. The algorithm detects threat networks using partial observations of their activity, and is…
Hydrogen embrittlement in metals is strongly governed by hydrogen diffusion and trapping, yet predicting these effects in polycrystalline systems remains challenging. This work introduces a multiscale modeling framework that links atomistic…
We present an Instantaneous Normal Modes analysis of liquid HF aimed to clarify the origin of peculiar dynamical properties which are supposed to stem from the arrangement of molecules in linear hydrogen-bonded network. The present study…
For an arbitrary initial configuration of discrete loads over vertices of a distributed graph, we consider the problem of minimizing the {\em discrepancy} between the maximum and minimum loads among all vertices. For this problem, this…
Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
We provide an illustration of a mechanism for Arnold's diffusion following a nonvariational approach and find explicit estimates for the diffusion time.
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We study diffusion and wave equations in networks. Combining semigroup and variational methods we obtain well-posedness and many nice properties of the solutions in general L^p -context. Following earlier articles of other authors, we…
Recent studies have indicated that the coarse grained dynamics of a large class of traffic models and driven-diffusive systems may be described by urn models. We consider a class of one-dimensional urn models whereby particles hop from an…
Due to network operation and maintenance relying heavily on network traffic monitoring, traffic matrix analysis has been one of the most crucial issues for network management related tasks. However, it is challenging to reliably obtain the…
We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…
Diffusion rates are calculated on the basis of van Hove's formula for the dynamical structure factor (DSF) related to particle scattering at mobile adsorbates. The formula is evaluated quantum mechanically using eigenfunctions obtained from…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We describe an analysis of neutron transport in the interior of model pebble bed reactor (PBR) cores, considering both crystal and random pebble arrangements. Monte Carlo codes were developed for (i) generating random realizations of the…
This letter describes a method for estimating regions of attraction and bounds on permissible perturbation amplitudes in nonlinear fluids systems. The proposed approach exploits quadratic constraints between the inputs and outputs of the…
In recent years, some researchers have applied diffusion models to multivariate time series anomaly detection. The partial diffusion strategy, which depends on the diffusion steps, is commonly used for anomaly detection in these models.…
Traditionally, time-development of the mean square displacement has been employed to determine the diffusion coefficient from the trajectories of single particles. However, this approach is sensitive to the noise and the motion blur upon…
In a convergence of machine learning and biology, we reveal that diffusion models are evolutionary algorithms. By considering evolution as a denoising process and reversed evolution as diffusion, we mathematically demonstrate that diffusion…