Related papers: Diffusion on a Hypersphere: Application to the Wri…
Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…
We consider the spreading dynamics of some insoluble surface-active species along an aqueous interface. The model includes both diffusion, Marangoni convection and first-order reaction kinetics. An exact solution of the nonlinear transport…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
The transition distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree of…
In this paper, we investigated a density-dependent reaction-diffusion equation, $u_t = (u^{m})_{xx} + u - u^{m}$. This equation is known as the extension of the Fisher or Kolmogoroff-Petrovsky-Piscounoff equation which is widely used in the…
The interdiffusion of a solvent into a polymer melt has been studied using large scale molecular dynamics and Monte Carlo simulation techniques. The solvent concentration profile and weight gain by the polymer have been measured as a…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
We provide new examples of diffusion operators in dimension 2 and 3 which have orthogonal polynomials as eigenvectors. Their construction rely on the finite subgroups of O(3) and their invariant polynomials.
Self-diffusion of a sphere in a network of rods is analyzed theoretically. Hydrodynamic interactions are taken into account according to the model of Dhont et al., under the assumption that $\ka << 1$ and $\bar{a}/L<<1$, where $1/\kappa$ is…
It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…
The coupled Wright-Fisher diffusion is a multi-dimensional Wright-Fisher diffusion for multi-locus and multi-allelic genetic frequencies, expressed as the strong solution to a system of stochastic differential equations that are coupled in…
Within the context of constraining an expansion of the dark energy equation of state w(z) we show that the eigendecomposition of Fisher matrices is sensitive to both the maximum order of the expansion and the basis set choice. We…
In our recent work on concentrated suspensions of uniformly porous colloidal spheres with excluded volume interactions, a variety of short-time dynamic properties were calculated, except for the rotational self-diffusion coefficient. This…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…
A description in terms of transition rates among cells is used to analyze self-diffusion of hard spheres in the fluid phase. Cell size is assumed much larger than the mean free path. Transition state theory is used to obtain an equation…
The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…