Related papers: On the causality of real-valued semigroups and dif…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

We study a space-fractional diffusion problem, where the non-local diffusion flux involves the Caputo derivative of the diffusing quantity. We prove the unique existence of regular solutions to this problem by means of the semigroup theory.…

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

In this paper we consider a claim that in the natural world there is no fact of the matter about the spatio-temporal separation of events. In order to make sense of such a notion and construct useful models of the world, it is proposed to…

Causality -- referring to temporal, uni-directional cause-effect relationships between components -- underlies many complex generative processes, including videos, language, and robot trajectories. Current causal diffusion models entangle…

Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…

A quantum Markov semigroup can be represented via classical diffusion processes solving a stochastic Schr\"odinger equation. In this paper we first prove that a quantum Markov semigroup is irreducible if and only if classical diffusion…

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

This article starts over the backwards diffusion problem by replacing the \emph{noncausal} diffusion equation, the direct problem, by the \emph{causal} diffusion model developed in \cite{Kow11} for the case of constant diffusion speed. For…

This paper deals with a nonhomogeneous scalar parabolic equation with possibly degenerate diffusion term; the process has only one stationary state. The equation can be interpreted as modeling collective movements (crowd dynamics, for…

This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…

We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…

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 study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches \infty. The main theorems of the paper…

In this paper, we consider a continuous fragmentation--coagulation model in which the reacting particles can be transported in physical space through either advection or diffusion. We prove new results on the generation of $C_0$-semigroups…

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…