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We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…
We show that some boundary conditions assumed at a thin membrane may result in normal diffusion not being the stochastic Markov process. We consider boundary conditions defined in terms of the Laplace transform in which there is a linear…
When the parameters are independently and identically distributed (initialized) neural networks exhibit undesirable properties that emerge as the number of layers increases, e.g. a vanishing dependency on the input and a concentration on…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…
We study heat conduction in a one-dimensional {finite}, unpinned chain of atoms perturbed by stochastic momentum exchange and coupled to Langevin heat baths at {possibly} distinct temperatures placed at the endpoints of the chain. While…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
In this paper, we study the asymptotic behavior of the micropolar fluid flow through a thin domain assuming zero Dirichlet boundary condition on the top boundary, which is rapidly oscillating, and non-standard boundary conditions on the…
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
We consider an incompressible Bingham flow in a thin domain with rough boundary, under the action of given external forces and with no-slip boundary condition on the whole boundary of the domain. In mathematical terms, this problem is…
In a well-dispersed nanofluid with strong cluster-fluid attraction, thermal conduction paths can arise through percolating amorphous-like interfacial structures. This results in a thermal conductivity enhancement beyond the Maxwell limit of…
Suppose that under the action of gravity, liquid drains through the unit $d$-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…
Inside cells of living organisms, actin filaments and microtubules self-assemble and dissemble dynamically by incorporating actin or tubulin from the cell plasma or releasing it into their tips' surroundings. Such reaction-diffusion systems…