Related papers: Diffusion on a Hypersphere: Application to the Wri…
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…
The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a…
We consider the sensitivity, with respect to a parameter \theta, of parametric families of operators A_{\theta}, vectors \pi_{\theta} corresponding to the adjoints A_{\theta}^{*} of A_{\theta} via A_{\theta}^{*}\pi_{\theta}=0 and one…
It is widely known that the paradigmatic Chirikov-Taylor model presents enhanced diffusion for specific intervals of its stochasticity parameter due to islands of stability, which are elliptic orbits surrounding accelerator mode fixed…
Eigenvalues and eigenfunctions of Mathieu's equation are found in the short wavelength limit using a uniform approximation (method of comparison with a `known' equation having the same classical turning point structure) applied in Fourier…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…
We introduce a framework for designing efficient diffusion models for $d$-dimensional symmetric-space Riemannian manifolds, including the torus, sphere, special orthogonal group and unitary group. Existing manifold diffusion models often…
We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It…
The statistical distribution of eigenfunctions for the Rosenzweig-Porter model is derived for the region where eigenfunctions have fractal behaviour. The result is based on simple physical ideas and leads to transparent explicit formulas…
Generalized eigenfunctions may be regarded as vectors of a basis in a particular direct integral of Hilbert spaces or as elements of the antidual space $\Phi^\times$ in a convenient Gelfand triplet…
Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schr{\"o}dinger equation with random fluctuations. The wave field $ {\psi} $ is expanded in terms of eigenfunctions: $ {\psi} = \sum_{n} a_{n}…
For any d-dimensional self-interacting fermionic model, all coefficients in the high-temperature expansion of its grand canonical partition function can be put in terms of multivariable Grassmann integrals. A new approach to calculate such…
We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…
We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
Maxwell's equations for propagation of electromagnetic waves in dispersive and absorptive (passive) media are represented in the form of the Schr\"odinger equation $i\partial \Psi/\partial t = {H}\Psi$, where ${H}$ is a linear differential…
Resonances are omnipresent in physics and essential for the description of wave phenomena. We present an approach for computing eigenfrequency sensitivities of resonances. The theory is based on Riesz projections and the approach can be…