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The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…

Social and Information Networks · Computer Science 2015-08-28 Wai Hong Ronald Chan , Matthias Wildemeersch , Tony Q. S. Quek

Score-based diffusion models in infinite-dimensional function spaces provide a mathematically principled framework for modelling function-valued data, offering key advantages such as resolution invariance and the ability to handle irregular…

Machine Learning · Computer Science 2026-05-06 James Rowbottom , Elizabeth L. Baker , Nick Huang , Ben Adcock , Carola-Bibiane Schönlieb , Alexander Denker

Inferring the true demand for a product or a service from aggregate data is often challenging due to the limited available supply, thus resulting in observations that are censored and correspond to the realized demand, thereby not…

Machine Learning · Computer Science 2025-01-22 Filipe Rodrigues

A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…

Mathematical Physics · Physics 2012-09-24 James Q. Feng

Motivated by application in wireless networks, cloud computing, data centers etc, Stochastic Processing Networks have been studied in the literature under various asymptotic regimes. In the heavy-traffic regime, the steady state mean queue…

Probability · Mathematics 2020-03-18 Daniela Hurtado-Lange , Sushil Mahavir Varma , Siva Theja Maguluri

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…

Probability · Mathematics 2011-04-26 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…

Probability · Mathematics 2021-02-10 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

In this paper we show that a process modeled by a strongly continuous real-valued semigroup (that has a space convolution operator as infinitesimal generator) cannot satisfy causality. We present and analyze a causal model of diffusion that…

Analysis of PDEs · Mathematics 2012-03-05 Richard Kowar

We study large-scale systems operating under the JSQ$(d)$ policy in the presence of stringent task-server compatibility constraints. Consider a system with $N$ identical single-server queues and $M(N)$ task types, where each server is able…

Probability · Mathematics 2020-08-25 Daan Rutten , Debankur Mukherjee

We present a machine learning based approach to address the study of transport processes, ubiquitous in continuous mechanics, with particular attention to those phenomena ruled by complex micro-physics, impractical to theoretical…

Plasma Physics · Physics 2022-06-16 Francesco Miniati , Gianluca Gregori

We use a semiclassical approach to study out of equilibrium dynamics and transport in quantum systems with massive quasiparticle excitations having internal quantum numbers. In the universal limit of low energy quasiparticles, the system is…

Statistical Mechanics · Physics 2019-03-20 Márton Kormos , Catalin Pascu Moca , Gergely Zaránd

We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…

Probability · Mathematics 2015-03-17 Alexander L. Stolyar , Elena Yudovina

Diffusion models are a class of generative models that serve to establish a stochastic transport map between an empirically observed, yet unknown, target distribution and a known prior. Despite their remarkable success in real-world…

Machine Learning · Computer Science 2025-03-13 Puheng Li , Zhong Li , Huishuai Zhang , Jiang Bian

Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…

Probability · Mathematics 2017-10-13 Reza Aghajani , Kavita Ramanan

This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

A hallmark of a plethora of intracellular signaling pathways is the spatial separation of activation and deactivation processes that potentially results in precipitous gradients of activated proteins. The classical Metabolic Control…

Analysis of PDEs · Mathematics 2007-05-23 Mark A. Peletier , Hans V. Westerhoff , Boris N. Kholodenko

We study Markov processes on weighted directed hypergraphs where the state of at most one vertex can change at a time. Our setting is general enough to include simplicial epidemic processes, processes on multilayered networks or even the…

Probability · Mathematics 2024-10-10 Dániel Keliger , Balázs Ráth

Understanding the nature of traffic heterogeneity is of major importance, given the widespread adoption of micromobility in cities. Based on massive field data and a nonequilibrium model, we demonstrate that heterogeneous, multispecies…

Applied Physics · Physics 2025-01-07 Georg Anagnostopoulos , Nikolas Geroliminis