Related papers: Intrinsic Geometry and Analysis of Diffusion Proce…
Chemical space which encompasses all stable compounds is unfathomably large and its dimension scales linearly with the number of atoms considered. The success of machine learning methods suggests that many physical quantities exhibit…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
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…
We deal with the obstacle problem for the porous medium equation in the slow diffusion regime $m>1$. Our main interest is to treat fairly irregular obstacles assuming only boundedness and lower semicontinuity. In particular, the considered…
This paper investigates score-based diffusion models when the underlying target distribution is concentrated on or near low-dimensional manifolds within the higher-dimensional space in which they formally reside, a common characteristic of…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
Geological parameterization entails the representation of a geomodel using a small set of latent variables and a mapping from these variables to grid-block properties such as porosity and permeability. Parameterization is useful for data…
Image generation models trained on large datasets can synthesize high-quality images but often produce spatially inconsistent and distorted images due to limited information about the underlying structures and spatial layouts. In this work,…
For nonlinear functions f of a random vector Y, E[f(Y)] and f(E[Y]) usually differ. Consequently the mathematical expectation of Y is not intrinsic: when we change coordinate systems, it is not invariant.This article is about a fundamental…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
In this paper we consider a very singular elliptic equation that involves an anisotropic diffusion operator, including one-Laplacian, and is perturbed by a $p$-Laplacian-type diffusion operator with $1<p<\infty$. This equation seems…
In this paper, we introduce a denoising diffusion algorithm to discover microstructures with nonlinear fine-tuned properties. Denoising diffusion probabilistic models are generative models that use diffusion-based dynamics to gradually…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
Given suitable functions $V, \Psi:[0,\infty) \to [0,\infty)$, we obtain necessary and sufficient conditions on $V,\Psi$ for the existence of a metric measure space and a symmetric diffusion process that satisfies sub-Gaussian heat kernel…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
Using analytical calculations and computer simulations we consider both the lateral diffusion of a membrane protein and the fluctuation spectrum of the membrane in which the protein is embedded. The membrane protein interacts with the…
In this article, we prove that, on the diffusive time scale, condensing zero-range processes converge to a dimension-decaying diffusion process on the simplex \[ \Sigma = \{(x_1,\dots,x_S) : x_i \ge 0,\; \sum_{i\in S} x_i = 1\}, \] where…
One of the Darken equations gives a relationship between the intrinsic and the tracer diffusion coefficients, $D_A$ and $D_A^*$, of species $A$ in a solid binary mixture. In its original version, the equation reads $D_A = D_A^* \Gamma$,…