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This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…

Numerical Analysis · Mathematics 2021-03-11 Jürgen Dölz , Olena Palii , Matthias Schlottbom

The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…

Soft Condensed Matter · Physics 2007-05-23 D. Volchenkov , R. Lima

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…

Machine Learning · Computer Science 2023-11-10 Nic Fishman , Leo Klarner , Emile Mathieu , Michael Hutchinson , Valentin de Bortoli

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…

Probability · Mathematics 2009-10-05 Martin Hairer , Charles Manson

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…

Quantum Physics · Physics 2018-03-29 Marco Patriarca

We study the rolling tachyon and the dissipative quantum mechanics using the Thirring model with a boundary mass. We construct a boundary state for the dissipative quantum system in one dimension, which describes the system at the…

High Energy Physics - Theory · Physics 2008-11-26 Taejin Lee

Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…

Machine Learning · Computer Science 2024-12-09 Zixiang Chen , Huizhuo Yuan , Yongqian Li , Yiwen Kou , Junkai Zhang , Quanquan Gu

Within the nonparametric diffusion model, we develop a multiple test to infer about similarity of an unknown drift $b$ to some reference drift $b_0$: At prescribed significance, we simultaneously identify those regions where violation from…

Statistics Theory · Mathematics 2024-04-17 Johannes Brutsche , Angelika Rohde

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…

Analysis of PDEs · Mathematics 2024-03-20 Charles Bertucci , Jean-Michel Lasry , Pierre Louis Lions

We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…

Probability · Mathematics 2025-12-11 Sandro Franceschi , Irina Kourkova , Maxence Petit

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

We study the finite element approximation of linear second-order elliptic partial differential equations in nondivergence form with highly heterogeneous diffusion and drift coefficients. A generalized Cordes condition is imposed to…

Numerical Analysis · Mathematics 2026-04-17 Moritz Hauck , Roland Maier , Timo Sprekeler

We study experimentally, numerically and analytically, the dynamics of a chiral active particle (cm-sized robots), pulled at a constant translational velocity. We show that the system can be mapped to a Brownian particle driven across a…

Statistical Mechanics · Physics 2025-06-26 Juan Pablo Carrillo-Mora , Adrià Garcés , Demian Levis

The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…

Analysis of PDEs · Mathematics 2020-03-20 Weihua Deng , Xudong Wang , Pingwen Zhang

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp