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Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…

Probability · Mathematics 2020-08-26 Dmitry Dolgopyat , Ilya Goldsheid

I calculate the limitations on the widely-used forward-only (uni-directional) propagation assumption by considering the effects of transverse effects (e.g. diffraction). The starting point is the scalar second order wave equation, and…

Optics · Physics 2012-06-26 P. Kinsler

In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…

Probability · Mathematics 2021-11-17 Vygantas Paulauskas

We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process…

Probability · Mathematics 2008-08-30 Mikhail V. Menshikov , Marina Vachkovskaia , Andrew R. Wade

We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…

Probability · Mathematics 2018-10-16 Ismael Bailleul , Laurent Mesnager , James Norris

Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…

Probability · Mathematics 2024-03-08 Yutaka Takeuchi

We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…

Analysis of PDEs · Mathematics 2019-02-20 Adam Gregosiewicz

Generation of graphs is a major challenge for real-world tasks that require understanding the complex nature of their non-Euclidean structures. Although diffusion models have achieved notable success in graph generation recently, they are…

Machine Learning · Computer Science 2024-06-04 Jaehyeong Jo , Dongki Kim , Sung Ju Hwang

We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…

Probability · Mathematics 2024-11-15 Alexis Anagnostakis , Antoine Lejay , Denis Villemonais

This paper introduces an approach to endow generative diffusion processes the ability to satisfy and certify compliance with constraints and physical principles. The proposed method recast the traditional sampling process of generative…

Machine Learning · Computer Science 2024-11-05 Jacob K Christopher , Stephen Baek , Ferdinando Fioretto

In this paper, we derive theoretical bounds for the long-term influence of a node in an Independent Cascade Model (ICM). We relate these bounds to the spectral radius of a particular matrix and show that the behavior is sub-critical when…

Probability · Mathematics 2014-07-18 Remi Lemonnier , Kevin Scaman , Nicolas Vayatis

We consider diffusion processes on metric graphs with semipermeable sticky membranes in each vertex. We prove that the process is governed by a Feller semigroup and find its asymptotic behavior as diffusion's speed increases to infinity…

Probability · Mathematics 2022-01-25 Adam Gregosiewicz

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

An oxidation process is simulated for a bundle of metal tubes in a cross-flow. A fluid flow is governed by the incompressible Navier-Stokes equations. To describe the transport of oxygen, the corresponding convection-diffusion equation is…

Computational Engineering, Finance, and Science · Computer Science 2017-08-15 Alexander G. Churbanov , Oleg Iliev , Valery F. Strizhov , Petr N. Vabishchevich

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart

We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…

Probability · Mathematics 2020-03-05 Pratima Hebbar , Leonid Koralov , James Nolen

We analyze the Fick's diffusion of a gas inside porous nanomaterials through the one-dimensional diffusion equation in nanopores for various cases of boundary conditions for homogeneous and non-homogeneous problems. We study the diffusion…

Soft Condensed Matter · Physics 2019-07-25 Leandro N. Acquaroli

In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…

Physics and Society · Physics 2016-08-10 Rubén J. Requejo , Albert Díaz Guilera
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