Related papers: On the causality of real-valued semigroups and dif…
Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
Discrete diffusion models offer a flexible, controllable approach to structured sequence generation, yet they still lag behind causal language models in expressive power. A key limitation lies in their reliance on the Markovian assumption,…
We study the effects of spatially inhomogeneous diffusion on the non-equilibrium phase transition in the contact process. The directed-percolation critical point in the contact process is known to be stable against the addition of a…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
We consider a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious epidemic model in which the transmission intensity function is time-dependent. Such a model is well suited to…
This paper studies the loss of the semimartingale property of the process $g(Y)$ at the time a one-dimensional diffusion $Y$ hits a level, where $g$ is a difference of two convex functions. We show that the process $g(Y)$ can fail to be a…
We study the large-time behaviour of nonnegative solutions to the Cauchy problem for a nonlocal heat equation with a nonlinear convection term. The diffusion operator is the infinitesimal generator of a stable L\'evy process, which may be…
The theory of causal fermion systems is a recent approach to fundamental physics. Giving quantum mechanics, general relativity and quantum field theory as limiting cases, it is a candidate for a unified physical theory. The dynamics is…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
For the classical reaction diffusion equation, the priori speed of fronts is determined exactly in the pioneering paper (R.D. Benguria and M.C. Depassier, {\em Commun. Math. Phys.} 175:221--227, 1996) by variational characterization method.…
We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…
Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…
Subdiffusion on graphs is often modeled by time-fractional diffusion equations, yet its structural and dynamical consequences remain unclear. We show that subdiffusive transport on graphs is a memory-driven process generated by a random…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…