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Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

Detailed calculations of the transport coefficients of a recently introduced particle-based model for fluid dynamics with a non-ideal equation of state are presented. Excluded volume interactions are modeled by means of biased stochastic…

Soft Condensed Matter · Physics 2010-12-06 Thomas Ihle

A computational model study for complete frequency redistribution linear incoherent two-level atomic radiation trapping in optically dense media using the multiple scattering representation is presented. This model study discuss at length…

Physics Education · Physics 2009-11-13 A. R. Alves-Pereira , E. J. Nunes-Pereira , J. M. G. Martinho , M. N. Berberan-Santos

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…

Soft Condensed Matter · Physics 2024-05-29 Amit Federbush , Amit Moscovich , Yohai Bar-Sinai

We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…

Statistical Mechanics · Physics 2018-07-12 Thibault Bertrand , Yongfeng Zhao , Olivier Bénichou , Julien Tailleur , Raphaël Voituriez

In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…

Probability · Mathematics 2018-06-29 N. Nuesken , G. A. Pavliotis

Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…

Mesoscale and Nanoscale Physics · Physics 2015-05-19 Wolfgang Riefler , Gerhard Schmid , P Sekhar Burada , Peter Hanggi

This work derives the Navier--Stokes hydrodynamic equations for a model of a confined, quasi-two-dimensional, $s$-component mixture of inelastic, smooth, hard spheres. Using the inelastic version of the revised Enskog theory, macroscopic…

Soft Condensed Matter · Physics 2026-03-27 David González Méndez , Vicente Garzó

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

Statistical Mechanics · Physics 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the…

Disordered Systems and Neural Networks · Physics 2018-03-21 Giovanni M. Cicuta , Johannes Krausser , Rico Milkus , Alessio Zaccone

We study the transport properties of an impurity in a sheared granular gas, in the framework of the Boltzmann equation for inelastic Maxwell models. We investigate here the impact of a nonequilibrium phase transition found in such systems,…

Statistical Mechanics · Physics 2016-07-15 Vicente Garzó , Emmanuel Trizac

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

The literature on statistical learning for time series often assumes asymptotic independence or "mixing" of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing coefficients…

Statistics Theory · Mathematics 2016-02-09 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish

Charge transport in disordered two-dimensional (2D) systems showcases a myriad of unique phenomenologies that highlight different aspects of the underlying quantum dynamics. Electrons in such systems undergo a crossover from ballistic…

Mesoscale and Nanoscale Physics · Physics 2025-11-18 H. P. Veiga , S. M. João , J. M. Alendouro Pinho , J. P. Santos Pires , J. M. Viana Parente Lopes

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

Probability · Mathematics 2025-11-03 Karol Bołbotowski

The operation of a novel nonvolatile memory device based on a conductive ferroelectric/non-ferroelectric thin film multilayer stack is simulated numerically. The simulation involves the self-consistent steady state solution of Poisson's…

Materials Science · Physics 2007-05-23 Rene Meyer , Hermann Kohlstedt

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

The prediction of diffusion in solids is necessary to understand the microstructure evolution in materials out of equilibrium. Although one can reasonably predict diffusive transport coefficients using atomistic methods, these approaches…

Materials Science · Physics 2025-08-07 Jacob Jeffries , Emilio Mendoza Reyes , Fadi Abdeljawad , Murray Daw , Enrique Martinez
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