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In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…

Machine Learning · Computer Science 2026-01-15 Michael Plainer , Hao Wu , Leon Klein , Stephan Günnemann , Frank Noé

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

Probability · Mathematics 2014-03-06 Enrico Bibbona , Susanne Ditlevsen

We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and time dependent diffusion matrix and drift term. We show how to construct the solution, for arbitrary initial distributions, as an…

Statistical Mechanics · Physics 2020-07-15 Adel Bilal

The neutron transport equation (NTE) describes the flux of neutrons across a planar cross-section in an inhomogeneous fissile medium when the process of nuclear fission is active. Classical work on the NTE emerges from the applied…

Probability · Mathematics 2020-03-18 Simon C. Harris , Emma Horton , Andreas E. Kyprianou

Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…

Disordered Systems and Neural Networks · Physics 2011-10-28 Nicolas Cherroret , Thomas Wellens

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

Probability · Mathematics 2019-10-22 Huaiqian Li , Dejun Luo

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…

Analysis of PDEs · Mathematics 2018-08-02 Jean Dolbeault , Xingyu Li

This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

Probability · Mathematics 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

The equilibrium-dispersive model of the linear GC (gas chromatography) was derived using both assumptions and the method of its derivation different from the known in literature. It was concluded that this model is a specific case of the…

Statistical Mechanics · Physics 2016-05-31 Zenon Gniazdowski , Pawel Kowalski

A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Simone Calogero

Consider the unsteady neutron transport equation with diffusive boundary condition in 2D convex domains. We establish the diffusive limit with both initial layer and boundary layer corrections. The major difficulty is the lack of regularity…

Analysis of PDEs · Mathematics 2019-05-22 Lei Wu

In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…

Analysis of PDEs · Mathematics 2016-03-03 Alpár Richárd Mészáros , Filippo Santambrogio

We develop a mathematical framework allowing to study anomalous transport in homogeneous solids. The main tools characterizing the anomalous transport properties are spectral and diffusion exponents associated to the covariant Hamiltonians…

Condensed Matter · Physics 2015-06-25 H. Schulz-Baldes , J. Bellissard

We test approximate approaches to solving a neutrino transport problem that presents itself in the analysis of some accretion-disk models. Approximation #1 consists of replacing the full, angular- dependent, distribution function by a…

Astrophysics · Physics 2016-08-30 R. F. Sawyer

Albeit the past intensive research, the governing equation of anomalous diffusion which is observed for the transport of particles underground is still an open problem. In this paper, as a governing equation, the advection-diffusion…

Analysis of PDEs · Mathematics 2025-05-27 Manabu Machida

We present a new model of electron transport in warm and hot dense plasmas which combines the quantum Landau-Fokker-Planck equation with the concept of mean-force scattering. We obtain electrical and thermal conductivities across several…

Plasma Physics · Physics 2020-05-27 Nathaniel R. Shaffer , Charles E. Starrett

In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear…

Analysis of PDEs · Mathematics 2025-02-14 Kyeongbae Kim , Ho-Sik Lee , Simon Nowak

The basics of focused transport as applied to solar energetic particles are reviewed, paying special attention to areas of common misconception. The micro-physics of charged particles interacting with slab turbulence are investigated to…

Space Physics · Physics 2020-12-15 J. P. van den Berg , R. D. Strauss , F. Effenberger