Related papers: Discrete approximations to local times for reflect…

We address the problem of determining a natural local neighbourhood or "cluster" associated to a given seed vertex in an undirected graph. We formulate the task in terms of absorption times of random walks from other vertices to the vertex…

We consider the inverse source problem of determining a source term depending on both time and space variable for fractional and classical diffusion equations in a cylindrical domain from boundary measurements. With suitable boundary…

We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

We develop the theory of discrete time Lagrangian mechanics on Lie groups, originated in the work of Veselov and Moser, and the theory of Lagrangian reduction in the discrete time setting. The results thus obtained are applied to the…

Usually, given a continuous-time nonlinear model, a closed form solution for an exact discretization cannot be found explicitly, originating the need of approximating discrete-time models. This note studies the preservation of the Lipschitz…

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for the joint density of all local times on the range, at any…

A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…

In a major advance and simplification of this field, we show that A Local Resolution of the Problem of Time - also viewable as A Local Theory of Background Independence - can at the classical level be described solely by of Lie's…

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

This paper presents the first analysis of a space--time hybridizable discontinuous Galerkin method for the advection--diffusion problem on time-dependent domains. The analysis is based on non-standard local trace and inverse inequalities…

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…

We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on Lipschitz domains. We consider conforming subspaces for the…

In this paper we analyze the relaxation to steady-state of intracellular diffusion in a pair of cells with gap-junction coupling. Gap junctions are prevalent in most animal organs and tissues, providing a direct diffusion pathway for both…

In materials science, wedge disclinations are defects caused by angular mismatches in the crystallographic lattice. To describe such disclinations, we introduce an atomistic model in planar domains. This model is given by a…

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

A general problem of current interest is the analysis of diffusion problems in singularly perturbed domains, within which small subdomains are removed from the domain interior and boundary conditions imposed on the resulting holes. One…

We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…