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In the paper, we present a strategy for accelerating posterior inference for unknown inputs in time fractional diffusion models. In many inference problems, the posterior may be concentrated in a small portion of the entire prior support.…

Numerical Analysis · Mathematics 2017-07-03 Lijian Jiang , Na Ou

We use confocal microscopy to directly visualize the spatial fluctuations in fluid flow through a three-dimensional porous medium. We find that the velocity magnitudes and the velocity components both along and transverse to the imposed…

Soft Condensed Matter · Physics 2013-08-07 Sujit S. Datta , Harry Chiang , T. S. Ramakrishnan , David A. Weitz

A approach of finite size scaling theory for discontinous percolation with multiple giant clusters is developed in this paper. The percolation in generalized Bohman-Frieze-Wormald (BFW) model has already been proved to be discontinuous…

Statistical Mechanics · Physics 2017-10-10 Yong Zhu , Xiaosong Chen

We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…

Probability · Mathematics 2007-05-23 Kurt Johansson

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

The fluctuations of the passage time in first passage percolation are of great interest. We show that the non-random fluctuations in planar FPP are at least of order $\log(n)^\alpha$ for any $\alpha<1/2$ under some conditions that are known…

Probability · Mathematics 2025-11-11 Malte Hassler

The percolation threshold for flow or conduction through voids surrounding randomly placed spheres is rigorously calculated. With large scale Monte Carlo simulations, we give a rigorous continuum treatment to the geometry of the…

Disordered Systems and Neural Networks · Physics 2012-08-02 D. J. Priour

In this Letter, we show that the explosive percolation is a novel continuous phase transition. The order-parameter-distribution histogram at the percolation threshold is studied in Erd\H{o}s-R\'{e}nyi networks, scale-free networks, and…

Disordered Systems and Neural Networks · Physics 2012-02-22 Liang Tian , Da-Ning Shi

We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…

Probability · Mathematics 2020-11-02 Manan Bhatia

We introduce and study a model of directed last-passage percolation in planar layered environment. This environment is represented by an array of random exponential clocks arranged in blocks, for each block the average waiting times depend…

Probability · Mathematics 2025-04-01 Sergey Berezin , Eugene Strahov

Stochastic inference on Lie groups plays a key role in state estimation problems such as; inertial navigation, visual inertial odometry, pose estimation in virtual reality, etc. A key problem is fusing independent concentrated Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Yixiao Ge , Pieter van Goor , Robert Mahony

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Statistical Mechanics · Physics 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…

Probability · Mathematics 2023-10-09 Luiz Renato Fontes , Mariela Pentón Machado , Leonel Zuaznábar

In directed last passage site percolation with i.i.d.~random weights with finite support over a $n\times\lfloor n^{\alpha}\rfloor$ grid, we prove that for $n$ large enough, the order of the $r$-th central moment, $1\le r<+\infty$, of the…

Probability · Mathematics 2019-05-27 Christian Houdré , Chen Xu

The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its…

Probability · Mathematics 2021-01-07 Alan Hammond

Consider a realization of a Poisson process in R^2 with intensity 1 and take a maximal up/right path from the origin to (N,N) consisting of line segments between the points, where maximal means that it contains as many points as possible.…

Probability · Mathematics 2007-05-23 Kurt Johansson

We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…

Analysis of PDEs · Mathematics 2022-02-24 Jared C. Bronski , Lingyun Ding , Richard M. McLaughlin

We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…

Statistical Mechanics · Physics 2015-06-25 Satya N. Majumdar , Supriya Krishnamurthy , Mustansir Barma

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra
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