Related papers: A Class of Infinite Dimensional Diffusion Processe…

In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval $[0,1]$) that are stationary with the Poisson--Dirichlet laws with parameters…

We present a generative modeling framework for synthesizing physically feasible two-dimensional incompressible flows under arbitrary obstacle geometries and boundary conditions. Whereas existing diffusion-based flow generators either ignore…

This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

In this article, we investigate the condensation phenomena for a class of nonreversible zero-range processes on a fixed finite set. By establishing a novel inequality bounding the capacity between two sets, and by developing a robust…

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

Score-based diffusion models (SBDM) have recently emerged as state-of-the-art approaches for image generation. Existing SBDMs are typically formulated in a finite-dimensional setting, where images are considered as tensors of finite size.…

One-dimensional Fisher-Wright diffusion process on the interval $(0,1)$ with mutations is considered. This is a widely known model in population genetics. The goal of the paper is an exponential recurrence of the process, which also implies…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

The measure-valued Fleming-Viot process is a diffusion which models the evolution of allele frequencies in a multi-type population. In the neutral setting the Kingman coalescent is known to generate the genealogies of the "individuals" in…

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…

The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…

We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…

As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…

Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…

A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…

We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…

Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…