Related papers: Diffusion processes in thin tubes and their limits…
We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…
We will discuss a one-dimensional approximation for the problem of wave propagation in networks of thin fibers. The main objective here is to describe the boundary (gluing) conditions at branching points of the limiting one-dimensional…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
Diffusion models achieve state-of-the-art performance in generating realistic objects and have been successfully applied to images, text, and videos. Recent work has shown that diffusion can also be defined on graphs, including graph…
For a class of degenerate diffusion processes of rank 2, i.e. when only Poisson brackets of order one are needed to span the whole space, we obtain a parametrix representation of the density from which we derive some explicit Gaussian…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
We consider an explicitly solvable model (formulated in the Riemannian geometry terms) for a stationary wave process in a specific thin domain with the Dirichlet boundary conditions on the boundary of the domain. The transition from the…
Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…
We report a critical narrowing of resonances of a driven potential well, when their eigenfrequencies approach the edge of the continuum. The resonances also obtain unusual sharp-peak shapes at the continuum boundary. The situation can be…
In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…
Diffusion models have successfully been applied to generative tasks in various continuous domains. However, applying diffusion to discrete categorical data remains a non-trivial task. Moreover, generation in continuous domains often…
We study a pattern forming instability in a laser driven optically thick cloud of cold two-level atoms with a planar feedback mirror. A theoretical model is developed, enabling a full analysis of transverse patterns in a medium with…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…
Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…
We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…