Related papers: Non Homogeneous Stochastic Diffusion on a Junction
This Communication reports a geometrical factor that is necessary in the diffusion boundary condition across surface steps. Specifically, this factor relates adatom concentration to its spatial gradient at a surface step, and it describes…
Graph is a prevalent discrete data structure, whose generation has wide applications such as drug discovery and circuit design. Diffusion generative models, as an emerging research focus, have been applied to graph generation tasks.…
In this paper we compare the Boltzmann distribution with a modified Boltzmann distribution, that results from an It\^o-process considering thermal equilibrium of a Brownian particle with coordinate dependent diffusion, in the light of an…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
Consider a fluid flowing through a junction between two pipes with different sections. Its evolution is described by the 2D or 3D Euler equations, whose analytical theory is far from complete and whose numerical treatment may be rather…
We deal with the change point problem in ergodic diffusion processes based on high frequency data. Tonaki et al. (2020, 2021) studied the change point problem for the ergodic diffusion process model. However, the change point problem for…
We analyse a multi-phase field model for an epithelial monolayer with pairwise adhesions between neighbouring cells following an Ornstein-Uhlenbeck process, representing the stochastic turnover of junctional molecular motors. These…
We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…
Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
Channel-mediated transport is ubiquitous in biology. A series of works by different theoreticians have sought to determine how the diffusive flux through a channel depends on (a) stochastic gating, (b) channel geometry, and (c)…
We follow-up on our works devoted to homogenization theory for linear second-order elliptic equations with coefficients that are perturbations of periodic coefficients. We have first considered equations in divergence form in [6, 7, 8]. We…
Pattern formation in reaction-diffusion systems where the diffusion terms correspond to a Sturm-Liouville problem are studied. These correspond to a problem where the diffusion coefficient depends on the spatial variable: $\nabla \cdot…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
In June 2012 on a conference in Bielefeld, after the author made the presentation of his theory of nonlinear Markov processes, Tom Kurtz asked him whether his methods would allow to get well-posedness for nonlinear McKean-Vlasov type…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…