Related papers: From minimal embeddings to minimal diffusions
Despite their groundbreaking performance for many generative modeling tasks, diffusion models have fallen short on discrete data domains such as natural language. Crucially, standard diffusion models rely on the well-established theory of…
Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…
It is well known that given two probability measures $\mu$ and $\nu$ on $\mathbb{R}$ in convex order there exists a discrete-time martingale with these marginals. Several solutions are known (for example from the literature on the Skorokhod…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We establish a number of results concerning conditions for minimum energy dissipation and advective travel time in porous and fractured media. First, we establish a pair of converse results concerning fluid motion along a streamline between…
In this short note we provide an elementary proof that a certain type of nonuniform sequential Doeblin minorization condition implies non-uniform sequential "geometric" ergodicity. Using this result several limit theorems for inhomogeneous…
A coupled BEM/FEM formulation for the transient interaction between an acoustic field and a piezoelectric scatterer is proposed. The scattered part of the acoustic wave is represented in terms of retarded layer potentials while the elastic…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with…
We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
This article is concerned with the time-harmonic electromagnetic (EM) scattering from a generic inhomogeneous medium. It is shown that if there is a right corner on the support of the medium, then it scatters every pair of incident EM…
The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…
The weak correlation between spatiotemporal fluctuations in nonequilibrium complex systems is shown to govern the fluctuation distribution, maximizing the conditional entropy associated with such fluctuations. The result is illustrated in…
The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…
In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…