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We develop a general theory of transport-limited aggregation phenomena occurring on curved surfaces, based on stochastic iterated conformal maps and conformal projections to the complex plane. To illustrate the theory, we use stereographic…

Statistical Mechanics · Physics 2015-05-18 Jaehyuk Choi , Darren Crowdy , Martin Z. Bazant

This paper studies the large time behavior of aggregation-diffusion equations. For one spatial dimension with certain assumptions on the interaction potential, the diffusion index $m$, and the initial data, we prove the convergence to the…

Analysis of PDEs · Mathematics 2021-08-23 Ruiwen Shu

We study the question of periodic homogenization of a variably scaled reaction-diffusion problem with non-linear drift posed for a domain crossed by a flat composite thin layer. The structure of the non-linearity in the drift was obtained…

Analysis of PDEs · Mathematics 2021-07-20 Vishnu Raveendran , Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…

Numerical Analysis · Mathematics 2018-02-13 Lin Mu , Guannan Zhang

We present a new theoretical framework for Diffusion Limited Aggregation and associated Dielectric Breakdown Models in two dimensions. Key steps are understanding how these models interrelate when the ultra-violet cut-off strategy is…

Statistical Mechanics · Physics 2007-05-23 R. C. Ball , E. Somfai

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…

Machine Learning · Computer Science 2025-08-14 Denis Blessing , Julius Berner , Lorenz Richter , Gerhard Neumann

This paper deals with the diffusive limit of the Jin and Xin model and its approximation by an asymptotic preserving finite volume scheme. At the continuous level, we determine a convergence rate to the diffusive limit by means of a…

Numerical Analysis · Mathematics 2024-06-06 Marianne Bessemoulin-Chatard , Hélène Mathis

For real world systems, nonuniform medium is ubiquitous. Therefore, we investigate the diffusion-limited-aggregation process on a two dimensional directed small-world network instead of regular lattice. The network structure is established…

Computational Physics · Physics 2007-05-23 Jie Ren , Wen-Xu Wang , Gang Yan , Bing-Hong Wang

Diffusion models for continuous data gained widespread adoption owing to their high quality generation and control mechanisms. However, controllable diffusion on discrete data faces challenges given that continuous guidance methods do not…

Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…

Optimization and Control · Mathematics 2008-05-27 Zhibin Yan

We consider an aggregation-diffusion model, where the diffusion is nonlinear of porous medium type and the aggregation is governed by the Riesz potential of order s. The addition of a quadratic diffusion term produces a more precise…

Analysis of PDEs · Mathematics 2022-05-27 Yanghong Huang , Edoardo Mainini , Juan Luis Vázquez , Bruno Volzone

Diffusion models have shown remarkable capabilities in generating high-fidelity data across modalities such as images, audio, and video. However, their computational intensity makes deployment on edge devices a significant challenge. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-23 Dongqi Zheng

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity…

Analysis of PDEs · Mathematics 2022-02-01 Wenjia Jing

Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…

Risk Management · Quantitative Finance 2024-09-09 Jose Blanchet , Henry Lam , Yang Liu , Ruodu Wang

We consider nonlinear partial differential equations (PDEs) for advection-diffusion processes which are augmented by an auxiliary parameter $\delta$ such that $\delta=0$ corresponds to linear advection-diffusion. We derive potentially…

Analysis of PDEs · Mathematics 2025-12-16 T. Forrest Kieffer , Jakob Cupp , John S. Van Dyke , Paraj Titum , Michael L. Wall

We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…

Analysis of PDEs · Mathematics 2025-06-06 Henri Berestycki , Luca Rossi , Andrea Tellini

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini