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In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…
We numerically address the stability analysis of linear age-structured population models with nonlocal diffusion, which arise naturally in describing dynamics of infectious diseases. Compared to Laplace diffusion, models with nonlocal…
Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…
The dynamics of spin at finite temperature in the spin-1/2 Heisenberg chain was found to be superdiffusive in numerous recent numerical and experimental studies. Theoretical approaches to this problem have emphasized the role of nonabelian…
Diffusion model-based approaches have shown promise in data-driven planning, but there are no safety guarantees, thus making it hard to be applied for safety-critical applications. To address these challenges, we propose a new method,…
We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…
We discuss nonconforming virtual element method for convection dominated (diffusive coefficient is very small compared to convective coefficient and reac- tion coefficient ) convection-diffusion-reaction equation using L^2 projection…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…
Diffusion models have attracted a lot of attention in recent years. These models view speech generation as a continuous-time process. For efficient training, this process is typically restricted to additive Gaussian noising, which is…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
The variability of structure in a finite Markov equivalence class of causally sufficient models represented by directed acyclic graphs has been fully characterized. Without causal sufficiency, an infinite semi-Markov equivalence class of…
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…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…