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Related papers: Coarsening dynamics in one dimension: The phase di…

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We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, which relies upon discrete-time observations of the state. The…

Machine Learning · Computer Science 2025-03-11 Riccardo Bonalli , Alessandro Rudi

We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…

Probability · Mathematics 2016-03-08 Pierre Henry-Labordere , Nadia Oudjane , Xiaolu Tan , Nizar Touzi , Xavier Warin

We consider a class of unstable surface growth models, z_t = -\partial_x J, developing a mound structure of size lambda and displaying a perpetual coarsening process, i.e. an endless increase in time of lambda. The coarsening exponents n,…

Statistical Mechanics · Physics 2007-05-23 Paolo Politi , Alessandro Torcini

The goal of this paper is to describe the metastable dynamics of the solutions to the reaction-diffusion equation with nonlinear phase-dependent diffusion $u_t=\varepsilon^2(D(u)u_x)_x-f(u)$, where $D$ is a strictly positive function and…

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…

Probability · Mathematics 2014-10-09 Le Chen

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are…

Machine Learning · Computer Science 2025-11-12 Simone Brugiapaglia , Nick Dexter , Samir Karam , Weiqi Wang

We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…

Statistical Mechanics · Physics 2007-05-23 Poul Olesen , Jesper Ferkinghoff-Borg , Mogens H. Jensen , Joachim Mathiesen

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…

Analysis of PDEs · Mathematics 2024-06-18 K. S. Priyendhu , P. Prakash , M. Lakshmanan

We propose novel less diffusive schemes for conservative one- and two-dimensional hyperbolic systems of nonlinear partial differential equations (PDEs). The main challenges in the development of accurate and robust numerical methods for the…

Numerical Analysis · Mathematics 2022-11-09 Alina Chertock , Shaoshuai Chu , Michael Herty , Alexander Kurganov , Maria Lukacova-Medvidova

Starting with sets of disorganized observations of spatially varying and temporally evolving systems, obtained at different (also disorganized) sets of parameters, we demonstrate the data-driven derivation of parameter dependent,…

Dynamical Systems · Mathematics 2022-04-27 David W. Sroczynski , Felix P. Kemeth , Ronald R. Coifman , Ioannis G. Kevrekidis

Diffusion models have garnered significant attention since they can effectively learn complex multivariate Gaussian distributions, resulting in diverse, high-quality outcomes. They introduce Gaussian noise into training data and reconstruct…

Computer Vision and Pattern Recognition · Computer Science 2023-12-27 Vidya Prasad , Chen Zhu-Tian , Anna Vilanova , Hanspeter Pfister , Nicola Pezzotti , Hendrik Strobelt

We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…

Statistical Mechanics · Physics 2009-10-31 T. J. Newman , Z. Toroczkai

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…

Statistical Mechanics · Physics 2019-06-26 Gabriela Raluca Mocanu

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…

Probability · Mathematics 2017-04-18 Feng-Yu Wang

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

Standard diffusion equation is based on Brownian motion of the dispersing species without considering persistence in the movement of the individuals. This description allows for the instantaneous spreading of the transported species over an…

Pattern Formation and Solitons · Physics 2020-07-13 Pushpita Ghosh , Deb Shankar Ray
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