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The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…

Populations and Evolution · Quantitative Biology 2018-10-31 Conrad J. Burden , Robert C. Griffiths

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

Chemical Physics · Physics 2022-10-10 Denis S. Grebenkov

In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…

Statistical Mechanics · Physics 2022-11-23 Paul C Bressloff

This work presents a mathematical model to enable rapid prediction of airborne contaminant transport based on scarce sensor measurements. The method is designed for applications in critical infrastructure protection (CIP), such as…

Numerical Analysis · Mathematics 2026-02-05 Marco Mattuschka , Daniel Walter , Max von Danwitz , Alexander Popp

We consider an inverse source problem in the two-time-scale mobile-immobile fractional diffusion model from partial interior observation. Theoretically, we combine the fractional Duhamel's principle with the weak vanishing property to…

Numerical Analysis · Mathematics 2026-04-02 Zhiwei Yang , Yikan Liu

Stochastic neurons and hard non-linearities can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such…

Machine Learning · Computer Science 2013-08-16 Yoshua Bengio , Nicholas Léonard , Aaron Courville

We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step $h>0$, a large-deviations rate functional $J_h$ characterizes the…

Probability · Mathematics 2015-05-18 Stefan Adams , Nicolas Dirr , Mark Peletier , Johannes Zimmer

The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…

Subcellular Processes · Quantitative Biology 2018-10-17 Kanishka Basnayake , Claire Guerrier , Zeev Schuss , David Holcman

Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…

Fluid Dynamics · Physics 2020-11-30 Leonhard A. Leppin , Michael Wilczek

We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles…

Probability · Mathematics 2025-02-19 Zachary P. Adams , Maximilian Engel , Rishabh S. Gvalani

This work is concerned with numerically recovering multiple parameters simultaneously in the subdiffusion model from one single lateral measurement on a part of the boundary, while in an incompletely known medium. We prove that the boundary…

Numerical Analysis · Mathematics 2023-07-10 Siyu Cen , Bangti Jin , Yikan Liu , Zhi Zhou

We consider an inverse source problem in the stationary radiative transport through an absorbing and scattering medium in two dimensions. Using the angularly resolved radiation measured on an arc of the boundary, we propose a numerical…

Numerical Analysis · Mathematics 2023-06-08 Hiroshi Fujiwara , Kamran Sadiq , Alexandru Tamasan

We present an efficient method to solve the narrow capture and narrow escape problems for the sphere. The narrow capture problem models the equilibrium behavior of a Brownian particle in the exterior of a sphere whose surface is reflective,…

Numerical Analysis · Mathematics 2021-08-03 Jason Kaye , Leslie Greengard

How do diffusion generative models convert pure noise into meaningful images? In a variety of pretrained diffusion models (including conditional latent space models like Stable Diffusion), we observe that the reverse diffusion process that…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

Understanding the evolution of cellular microenvironments in spatiotemporal data is essential for deciphering tissue development and disease progression. While experimental techniques like spatial transcriptomics now enable high-resolution…

Machine Learning · Computer Science 2025-12-29 Kristiyan Sakalyan , Alessandro Palma , Filippo Guerranti , Fabian J. Theis , Stephan Günnemann

The analysis of weak variations in the energetic particle flux, as detected by neutron or muon monitors, can often be considerably improved by analysing data from monitor networks and thereby exploiting the spatial coherence of the flux. We…

Data Analysis, Statistics and Probability · Physics 2008-07-29 T. Dudok de Wit , A. A. Chilingarian , G. G. Karapetyan

Source localization is the inverse problem of graph information dissemination and has broad practical applications. However, the inherent intricacy and uncertainty in information dissemination pose significant challenges, and the ill-posed…

Machine Learning · Computer Science 2023-04-19 Bosong Huang , Weihao Yu , Ruzhong Xie , Jing Xiao , Jin Huang

In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…

Statistical Mechanics · Physics 2020-01-29 Gabriel Mercado-Vásquez , Denis Boyer

We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…

Statistical Mechanics · Physics 2025-09-24 Fernando Peruani , Debasish Chaudhuri

Given a sound field generated by a sparse distribution of impulse image sources, can the continuous 3D positions and amplitudes of these sources be recovered from discrete, bandlimited measurements of the field at a finite set of locations,…

Sound · Computer Science 2022-12-08 Tom Sprunck , Yannick Privat , Cédric Foy , Antoine Deleforge
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