Related papers: Diffusion on a Hypersphere: Application to the Wri…
We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…
The Cambrian explosion of easily accessible pre-trained diffusion models suggests a demand for methods that combine multiple different pre-trained diffusion models without incurring the significant computational burden of re-training a…
In this survey paper we consider some applications of the Wright function with special emphasis of its key role in the partial differential equations of fractional order. It was found that the Green function of the time-fractional…
In this review paper we stress the importance of the higher transcendental Wright functions of the second kind in the framework of Mathematical Physics.We first start with the analytical properties of the classical Wright functions of which…
We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
In this paper we formulate and analyze an elementary model for the propagation of advancing autoignition fronts in reactive co-flow fuel/oxidizer jets injected into an aqueous environment at high pressure. This work is motivated by the…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…
The constructive martingale representation theorem of functional It\^o calculus is extended, from the space of square integrable martingales, to the space of local martingales. The setting is that of an augmented filtration generated by a…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order…
Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…
We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…
Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…
This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…
The classical Lippmann-Schwinger equation (LS equation) plays an important role in the scattering theory for the non-relativistic case (Schr\"odinger equation). In our previous paper arXiv:1801.05370, we consider the relativistic analogue…