Related papers: Beyond Wentzell-Freidlin: semi-deterministic appro…
This paper considers particle propagation in a cylindrical molecular communication channel, e.g. a simplified model of a blood vessel. Emitted particles are influenced by diffusion, flow, and a vertical force induced e.g. by gravity or…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where…
We propose the implementation of two ingredients in the phenomenological applications of the unitary approach based on the $z$-expansion of hadronic form factors, commonly referred to as the Boyd-Grinstein-Lebed (BGL) $z$-expansion [1-4].…
We present a novel approach for generating minority samples that live on low-density regions of a data manifold. Our framework is built upon diffusion models, leveraging the principle of guided sampling that incorporates an arbitrary…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…
In this paper we present the theory of lacunary trigonometric sums and lacunary sums of dilated functions, from the origins of the subject up to recent developments. We describe the connections with mathematical topics such as…
Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…
In this paper we study a large deviation principle of Freidlin-Wentzell type for pinned hypoelliptic diffusion measures associated with a natural sub-Laplacian on a compact sub-Riemannian manifold. To prove this large deviation principle,…
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…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…
Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study
In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence…
We prove several new results about bounded uniform and small-bias distributions. A main message is that, small-bias, even perturbed with noise, does not fool several classes of tests better than bounded uniformity. We prove this for…
Diffusion models cannot enforce hard constraints, yet applications in the physical sciences demand exact satisfaction of conservation laws, boundary conditions, and observational consistency. In this work, we identify a corrector kernel…
We investigate the effect of linear diffusion and interactions with the domain boundary on swarm equilibria by analyzing critical points of the associated energy functional. Through this process we uncover two properties of energy…