Related papers: Drift-diffusion processes from elimination of fast…
Charged particles in a magnetosphere are spontaneously attracted to a planet while increasing their kinetic energy via inward diffusion process. A constraint on particles' micro-scale adiabatic invariants restricts the class of motions…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
We study an individual-based model in which two spatially-distributed species, characterized by different diffusivities, compete for resources. We consider three different ecological settings. In the first, diffusing faster has a cost in…
We consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for…
Relaxations of localized over-density in a plane transverse to the magnetic field are numericallyinvestigated under the effect of drift-wave and interchange drives in SOL conditions. Such a controlleddeparture from thermodynamic equilibrium…
We present a generative modeling framework for synthesizing physically feasible two-dimensional incompressible flows under arbitrary obstacle geometries and boundary conditions. Whereas existing diffusion-based flow generators either ignore…
Heavy particles suspended in turbulent flow possess inertia and are ejected from violent vortical structures by centrifugal forces. Once piled up along particle paths, this small-scale mechanism leads to an effective large-scale drift. This…
This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invariant domain. We demonstrate that, when the drift and…
We study the problem of Arnold's diffusion in an example of isochronous system by using a geometrical method known as Windows Method. Despite the simple features of this example, we show that the absence of an anisochrony term leads to…
Diffusion models typically generate data through a fixed denoising trajectory that is shared across all samples. However, generation targets can differ in complexity, suggesting that a single pre-defined diffusion process may not be optimal…
The hydrodynamic phase field model is applied to the problem of film spreading on a solid surface. The disjoining potential, responsible for modification of the fluid properties near a three-phase contact line, is computed from the…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…
Streamer electrical discharges are often investigated with computer simulations of density models (also called drift-diffusion-reaction models). We review these models, detailing their physical foundations, their range of validity and the…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
Heavy vehicles (HVs) pose a significant challenge to maintaining a smooth traffic flow on the freeway because they are slower moving and create large blind spots. It is therefore desirable for the followers of HVs to perform lane changes…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
Motivated by the problem of pursuit-evasion, we present a motion planning framework that combines energy-based diffusion models with artificial potential fields for robust real time trajectory generation in complex environments. Our…