Related papers: Convergence of Non-Symmetric Diffusion Processes o…
For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…
Discrete diffusion models are a class of generative models that construct sequences by progressively denoising samples from a categorical noise distribution. Beyond their rapidly growing ability to generate coherent natural language, these…
In this paper we carry out analysis and geometry for a class of infinite dimensional manifolds, namely, compound configuration spaces as a natural generalization of the work \cite{AKR97}. More precisely a differential geometry is…
The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…
Continuity, compactness, the spectrum and ergodic properties of the differentiation operator are investigated, when it acts in the Fr\'echet space of all Dirichlet series that are uniformly convergent in all half-planes $\{s \in \mathbb{C}…
We present two variational formulae for the capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We present a comprehensive study of hydrodynamic theories for superfluids with dipole symmetry. Taking diffusion as an example, we systematically construct a hydrodynamic framework that incorporates an intrinsic dipole degree of freedom in…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We study a prominent two-parametric family of diffusion processes $X_{z,z'}$ on an infinite-dimensional Thoma simplex. The family was constructed by Borodin and Olshanski in 2007 and it closely resembles Ethier-Kurtz's…
We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…
Ricci-type symplectic manifolds have been introduced and extensively studied by M. Cahen et al.. In this note, we describe their deformation quantizations in the split solvable symmetric case. In particular, we introduce the notion of…
We prove that E. De Giorgi's conjecture for the nonlocal approximation of free-discontinuity problems extends to the case of functionals defined in terms of the symmetric gradient of the admissible field. After introducing a suitable class…