Related papers: Dual Stochastic Transformations of Solvable Diffus…
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…
We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a branching diffusion system of particles, each…
We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative…
We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribution when the terminal state (at a latter time) is…
We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
In this work, a two-dimensional time-fractional subdiffusion model is developed to investigate the underlying transport phenomena evolving in a binary medium comprised of two sub-domains occupied by homogeneous material. We utilise an…
Using a matrix product method the steady-state of a family of disordered reaction-diffusion systems consisting of different species of interacting classical particles moving on a lattice with periodic boundary conditions is studied. A new…
We present a complete analysis of the problem of convection-diffusion in low Re, 2-dimensional flows with distributions of singularities, such as those found in open-space microfluidics and in groundwater flows. Using Boussinesq…
Diffusion models have recently achieved remarkable success in generative modeling, yet they are commonly formulated as black-box stochastic systems with limited interpretability and few structural guarantees. In this paper, we establish a…
For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions,…
For a class of particle systems in continuous space with local interactions, we show that the asymptotic diffusion matrix is an infinitely differentiable function of the density of particles. Our method allows us to identify relatively…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
A thermodynamic approach to rapid phase transformations within a diffuse interface in a binary system is developed. Assuming an extended set of independent thermodynamic variables formed by the union of the classic set of slow variables and…
We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…
We consider the transport of conserved charges in spatially inhomogeneous quantum systems with a discrete lattice symmetry. We analyse the retarded two point functions involving the charge and the associated currents at long wavelengths,…
Double-diffusive convection driven by both thermal and compositional buoyancy in a rotating spherical shell can exhibit a rather large number of behaviours often distinct from that of the single diffusive system. In order to understand how…