Related papers: Interlacing Diffusions
We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…
In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
We model the flow behaviour of dense melts of flexible and semiflexible ring polymers in the presence of walls using a hybrid multiscale approach. Specifically, we perform molecular dynamics simulations and apply the Irving-Kirkwood formula…
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
Supersonic turbulence is a large reservoir of suprathermal energy in the interstellar medium. Its dissipation, because it is intermittent in space and time, can deeply modify the chemistry of the gas. We further explore a hybrid method to…
Different theoretical methods used for the description of diffractive processes in small-x deep inelastic scattering are reviewed. The semiclassical approach, where a partonic fluctuation of the incoming virtual photon scatters off a…
Ice melting into saline water plays a fundamental role in the dynamics near the ice-ocean interface in polar oceans. The physics of ice melting involves a non-trivial interplay between thermodynamics at the interface, hydrodynamic transport…
In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Molecular clouds exhibit lognormal probability density functions (PDF) of mass densities, which are thought to arise as a consequence of isothermal, supersonic turbulence. Star formation is then widely assumed to occur in perturbations in…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
In this paper the Turing pattern formation mechanism of a two component reaction-diffusion system modeling the Schnakenberg chemical reaction coupled to linear cross-diffusion terms is studied. The linear cross-diffusion terms favors the…
Based on the technique of quasiclassical Green's functions, we construct a theoretical framework for describing heterostructures consisting of superconductors and/or spin-polarized materials. The necessary boundary conditions at the…
Understanding the physics of the integrable spin-1/2 XXZ chain has witnessed substantial progress, due to the development and application of sophisticated analytical and numerical techniques. In particular, infinite-temperature…
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…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…