Related papers: A note on symmetries of diffusions within a martin…
We present two generalizations of the popular diffusion maps algorithm. The first generalization replaces the drift term in diffusion maps, which is the gradient of the sampling density, with the gradient of an arbitrary density of interest…
In this work, Lie symmetry analysis is performed on a coupled nonlinear cross-diffusion system with varying cross-section geometry. The system describes two interacting quantities whose material properties, namely the capacity functions and…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…
Symmetry methods are by now recognized as one of the main tools to attack deterministic differential equations (both ODEs and PDEs); the situation is quite different for what concerns stochastic differential equations: here, symmetry…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
The chaotic diffusion for a family of Hamiltonian mappings whose angles diverge in the limit of vanishingly action is investigated by using the solution of the diffusion equation. The system is described by a two-dimensional mapping for the…
We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
Modelling diffusion processes in heterogeneous media requires addressing inherent discontinuities across interfaces, where specific conditions are to be met. These challenges fall under the purview of Mathematical Analysis as…
This paper uses Lie symmetry methods to analyze boundary crossing probabilities for a large class of diffusion processes. We show that if Fokker--Planck--Kolmogorov equation has non-trivial Lie symmetry, then boundary crossing identity…
Sampling viable 3D structures (e.g., molecules and point clouds) with SE(3)-invariance using diffusion-based models proved promising in a variety of real-world applications, wherein SE(3)-invariant properties can be naturally characterized…
We present an algorithm for determining the Lie point symmetries of differential equations on fixed non transforming lattices, i.e. equations involving both continuous and discrete independent variables. The symmetries of a specific…
A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…
In this article we propose to extend the model of simulation of dispersions in turning based on the geometrical specifications. Our study is articulated around two trends of development: the first trend relates to the geometrical model. The…
The distribution of radiation is investigated for the modeless laser having a multilobe mirror with the lobes (planes) inclined by small angles to optical axis. It is shown that change of the direction resulting from many passages of a ray…
The problem of inpainting involves reconstructing the missing areas of an image. Inpainting has many applications, such as reconstructing old damaged photographs or removing obfuscations from images. In this paper we present the directional…
This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…