Related papers: Uniform asymptotic approximation of diffusion to a…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
This work consists in the asymptotic analysis of the solution of Poisson equation in a bounded domain of $\mathbb{R}^{P}$ $(P=2,3)$ with a thin layer. We use a method based on hierarchical variational equations to derive asymptotic…
In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…
Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…
We examine by extensive computer simulations the self-diffusion of anisotropic star like particles in crowded two-dimensional solutions. We investigate the implications of the area coverage fraction $\phi$ of the crowders and the…
We study the problem of training neural stochastic differential equations, or diffusion models, to sample from a Boltzmann distribution without access to target samples. Existing methods for training such models enforce time-reversal of the…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…
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…
We present an asymptotic form of the Boussinesq equations in the limit of small Peclet numbers i.e. when the time scale of motions is much larger than the time scale of thermal diffusion. We find that, in this limit, the effects of thermal…
In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the…
We use a lattice model to study first-passage time distributions of target finding events through complex environments with elongated fibers distributed with different anisotropies and volume occupation fractions. For isotropic systems and…
We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…
As a highly expressive generative model, diffusion models have demonstrated exceptional success across various domains, including image generation, natural language processing, and combinatorial optimization. However, as data distributions…
In this paper, as an improvement of the paper [K. Ishige, T. Kawakami and H. Michihisa, SIAM J. Math. Anal. 49 (2017) pp. 2167--2190], we obtain the higher order asymptotic expansions of the large time behavior of the solution to the Cauchy…
The derivation of suitable analytical models is an important step for the design and analysis of molecular communication systems. However, many existing models have limited applicability in practical scenarios due to various simplifications…
Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…
We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple,…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…