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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…
We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We study the following 1D two-species reaction diffusion model : there is a small concentration of B-particles with diffusion constant $D_B$ in an homogenous background of W-particles with diffusion constant $D_W$; two W-particles of the…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
Diffusion models have demonstrated strong generative capabilities across domains ranging from image synthesis to complex reasoning tasks. However, most inference-time scaling methods rely on fixed denoising schedules, limiting their ability…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
The transient growth of disturbances made possible by the non-normality of the linearized Navier-Stokes equations plays an important role in bypass transition for many shear flows. Transient growth is typically quantified by the maximum…
We study the reaction front for the process A+B -> C in which the reagents move subdiffusively. Our theoretical description is based on a fractional reaction-subdiffusion equation in which both the motion and the reaction terms are affected…
The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…
Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…
We examine numerically different zero-dimensional reaction-diffusion processes as candidate toy models for high-energy QCD evolution. Of the models examined -- Reggeon Field Theory, Directed Percolation and Reversible Processes -- only the…
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…
Recent advancements in video diffusion models based on Diffusion Transformers (DiTs) have achieved remarkable success in generating temporally coherent videos. Yet, a fundamental question persists: how do these models internally establish…
This paper presents a homogenisation-based constitutive model to describe the effective tran- sient diffusion behaviour in heterogeneous media in which there is a large contrast between the phase diffusivities. In this case mobile species…
Transparent objects remain notoriously hard for perception systems: refraction, reflection and transmission break the assumptions behind stereo, ToF and purely discriminative monocular depth, causing holes and temporally unstable estimates.…
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parameter $f$ over the unit ball in $\mathbb{R}^d$, which depends…