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We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…

Computational Physics · Physics 2019-03-27 Narain Karedla , Jan Christoph Thiele , Ingo Gregor , Jörg Enderlein

A new acceptance-rejection method is proposed and investigated for the Bingham distribution on the sphere using the angular central Gaussian distribution as an envelope. It is shown to have high efficiency and to be straightfoward to use.…

Statistics Theory · Mathematics 2013-10-31 John T. Kent , Asaad M. Ganeiber , Kanti V. Mardia

In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…

Atmospheric and Oceanic Physics · Physics 2017-02-22 A. G. O. Goulart , M. J. Lazo , J. M. S. Suarez , D. M. Moreira

Recent progresses in single particle tracking have shown evidences of non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. A similar behavior has also been observed in…

Biological Physics · Physics 2019-05-30 Yann Lanoiselée , Denis S. Grebenkov

For the sake of computational efficiency and for theoretical purposes, in mathematical modelling, the Dirac Delta distributions are often utilized as a replacement for cells or vesicles, since the size of cells or vesicles is much smaller…

Numerical Analysis · Mathematics 2023-11-09 Qiyao Peng , Sander C. Hille

The Gaussian diffusion model, initially designed for image generation, has recently been adapted for 3D point cloud generation. However, these adaptations have not fully considered the intrinsic geometric characteristics of 3D shapes,…

Graphics · Computer Science 2024-08-01 Dengsheng Chen , Jie Hu , Xiaoming Wei , Enhua Wu

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…

Machine Learning · Statistics 2024-06-21 Omar Chehab , Anna Korba

We present a simulation algorithm that accurately propagates a molecule pair using large time steps without the need to invoke the full exact analytical solutions of the Smoluchowski diffusion equation. Because the proposed method only uses…

Quantitative Methods · Quantitative Biology 2015-09-24 Thorsten Prüstel , Martin Meier-Schellersheim

In this paper we study $g$-fractional diffusion on bounded domains in $\mathbb{R}^d$ with absorbing boundary conditions. We show the explicit representation of the solution and then we study the first passage time distribution, showing the…

Analysis of PDEs · Mathematics 2023-03-09 L. Angelani , R. Garra

Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…

Machine Learning · Computer Science 2023-11-01 Aaron Lou , Minkai Xu , Stefano Ermon

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…

Computational Physics · Physics 2023-08-09 Fabian Mies , Mohsen Sadr , Manuel Torrilhon

We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…

Statistics Theory · Mathematics 2022-12-06 Benjamin Eltzner , Pernille Hansen , Stephan F. Huckemann , Stefan Sommer

We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It…

Mathematical Physics · Physics 2015-12-22 Jacek Grela

We present an exact mathematical transformation which converts a wide class of advection-diffusion equations into a form allowing simple and direct spatial discretization in all dimensions, and thus the construction of accurate and more…

Computational Physics · Physics 2009-11-10 R. Grima , T. J. Newman

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

This paper considers particle propagation in a cylindrical molecular communication channel, e.g. a simplified model of a blood vessel. Emitted particles are influenced by diffusion, flow, and a vertical force induced e.g. by gravity or…

Computational Physics · Physics 2019-02-26 Maximilian Schäfer , Wayan Wicke , Rudolf Rabenstein , Robert Schober

We introduce a diffusion-based generative model to describe the distribution of galaxies in our Universe directly as a collection of points in 3-D space (coordinates) optionally with associated attributes (e.g., velocities and masses),…

Cosmology and Nongalactic Astrophysics · Physics 2024-12-24 Carolina Cuesta-Lazaro , Siddharth Mishra-Sharma