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Consider a reflected diffusion on the positive half-line. We approximate it by solutions of stochastic differential equations using the penalty method: We emulate the "hard barrier" of reflection by a "soft barrier" of a large drift…

Probability · Mathematics 2016-10-17 Cameron Bruggeman , Andrey Sarantsev

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

The hydrodynamic phase field model is applied to the problem of film spreading on a solid surface. The disjoining potential, responsible for modification of the fluid properties near a three-phase contact line, is computed from the…

Fluid Dynamics · Physics 2009-11-06 Len M. Pismen , Yves Pomeau

Constant flux atom deposition into a porous medium is shown to generate a dense overlayer and a diffusion profile. Scaling analysis shows that the overlayer acts as a dynamic control for atomic diffusion in the porous substrate. This is…

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

We use the perturbation method to approximately solve subdiffusion-reaction equations. Within this method we obtain the solutions of the zeroth and the first order. The comparison our analytical solutions with the numerical results shown…

Statistical Mechanics · Physics 2012-01-18 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz , Mateusz Piwnik

Diffusion models have marked a significant breakthrough in the synthesis of semantically coherent images. However, their extensive noise estimation networks and the iterative generation process limit their wider application, particularly on…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Yuzhe Yao , Feng Tian , Jun Chen , Haonan Lin , Guang Dai , Yong Liu , Jingdong Wang

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

Predicting the permeability of porous media in saturated and partially saturated conditions is of crucial importance in many geo-engineering areas, from water resources to vadose zone hydrology or contaminant transport predictions. Many…

Reaction-diffusion models are common in many areas of statistical physics, where they describe the late-time dynamics of chemical reactions. Using a Bose gas representation, which maps the real-time dynamics of the reactants to the…

Statistical Mechanics · Physics 2022-02-25 Johannes Hofmann

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the…

Numerical Analysis · Mathematics 2014-12-22 Eric Cances , Virginie Ehrlacher , Frederic Legoll , Benjamin Stamm

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Analysis of PDEs · Mathematics 2021-05-28 Martin Heida , Stefan Neukamm , Mario Varga

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

Numerical Analysis · Mathematics 2015-01-26 Anotida Madzvamuse , Andy H. W. Chung

We present a generative modeling framework for synthesizing physically feasible two-dimensional incompressible flows under arbitrary obstacle geometries and boundary conditions. Whereas existing diffusion-based flow generators either ignore…

Fluid Dynamics · Physics 2026-02-23 Noah Trupin , Rahul Ghosh , Aadi Jangid

Unfolding is an ill-posed inverse problem in particle physics aiming to infer a true particle-level spectrum from smeared detector-level data. For computational and practical reasons, these spaces are typically discretized using histograms,…

Applications · Statistics 2022-10-19 Michael Stanley , Pratik Patil , Mikael Kuusela

This paper deals with the error estimate in problems of periodic homogenization. The methods used are those of the periodic unfolding. We give the upper bound of the distance between the unfolded gradient of a function belonging to…

Numerical Analysis · Mathematics 2011-09-12 Georges Griso

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly nonlinear dynamical system and affect the system's…

Dynamical Systems · Mathematics 2021-08-30 Christian Kuehn , Kerstin Lux

This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent…

Numerical Analysis · Mathematics 2025-08-27 Markus Bachmayr , Simon Boisserée