Related papers: Diffusion processes in thin tubes and their limits…
This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…
The thin interface limit aims at minimizing the effects arising from a numerical interface thickness, inherent in diffuse interface models of solidification and microstructure evolution such as the phase field model. While the original…
While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…
Graph generation is a critical yet challenging task, as empirical analyses require a deep understanding of complex, non-Euclidean structures. Diffusion models have recently made significant advances in graph generation, but these models are…
This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…
We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…
We consider two-species exclusion processes on the d-dimensional discrete torus taking the effects of exchange, creation and annihilation into account. The model is, in general, of nongradient type. We prove that the (charged) particle…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…
A discrete drift-diffusion model is derived from a microscopic sequential tunneling model of charge transport in weakly coupled superlattices provided temperatures are low or high enough. Realistic transport coefficients and novel contact…
We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
Condition imposed on the nonlinear terms of a nonlinear diffusion equation with {R}obin boundary condition is the main focus of this paper. The degenerate parabolic equations, such as the {S}tefan problem, the {H}ele--{S}haw problem, the…
Existing approaches for diffusion on graphs, e.g., for label propagation, are mainly focused on isotropic diffusion, which is induced by the commonly-used graph Laplacian regularizer. Inspired by the success of diffusivity tensors for…
This study investigates the steady-state Darcy-Brinkman flow within a thin, saturated porous domain, focusing on the effects of viscous dissipation and non-homogeneous boundary condition for the temperature. Employing asymptotic techniques…
We study families of smooth immersed regular planar curves $ \alpha : \left [-1,1 \right ]\times \left [0,T \right )\to \mathbb{R}^{2}$ satisfying the fourth order nonlinear curve diffusion flow with generalised Neumann boundary conditions…
We establish several bounds for solutions to elliptic/parabolic cross-diffusion systems of $m$ equations ($m\ge2$) on 2d/3d domains $\Og$. We settle the existence and global existence problems in these cases and also provide new…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…