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The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

This study presents a systematic machine learning approach for creating efficient hybrid models and discovering sorption uptake models in non-linear advection-diffusion-sorption systems. It demonstrates an effective method to train these…

Computational Engineering, Finance, and Science · Computer Science 2023-04-27 Vinicius V. Santana , Erbet Costa , Carine M. Rebello , Ana Mafalda Ribeiro , Chris Rackauckas , Idelfonso B. R. Nogueira

Soft porous crystals are flexible metal-organic frameworks that respond to physical stimuli such as temperature, pressure, and gas adsorption by large changes in their structure and unit cell volume. While they have attracted a lot of…

Statistical Mechanics · Physics 2012-10-19 David Bousquet , François-Xavier Coudert , Anne Boutin

Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These processes are often characterized by time-varying dynamics,…

Statistical Mechanics · Physics 2025-03-11 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomańska , Diego Krapf

Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…

Statistics Theory · Mathematics 2023-01-27 Shuang Zhou , Debdeep Pati , Tianying Wang , Yun Yang , Raymond J. Carroll

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

In the present manuscript, we formulate a 3D mathematical model describing the capture of a contaminant in an adsorption column. The novelty of our approach involves the description of mass transfer by adsorption via a nonlinear evolution…

Fluid Dynamics · Physics 2025-07-29 Maria Aguareles , Francesc Font

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

A two-dimensional, transient, multi-scale modeling approach is presented for predicting the magnitude and rate of percolation segregation for binary mixtures of granular material in a rotating drum and conical hopper. The model utilizes…

Soft Condensed Matter · Physics 2018-10-08 Yu Liu , Marcial Gonzalez , Carl Wassgren

In a broad and fundamental type of ''inverse problems'' in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field…

Methodology · Statistics 2014-09-09 Zepu Zhang

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which…

Applications · Statistics 2025-09-04 Beatriz Farah , Aurélien Latouche , Olivier Bouaziz

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…

Machine Learning · Statistics 2025-04-03 Daniel Frisch , Uwe D. Hanebeck

Biochemical signal transduction, a form of molecular communication, can be modeled using graphical Markov channels with input-modulated transition rates. Such channel models are strongly non-Gaussian. In this paper we use a linear noise…

Quantitative Methods · Quantitative Biology 2019-08-30 Gregory R. Hessler , Andrew W. Eckford , Peter J. Thomas

The goal of this study is to propose an efficient numerical model for the predictions of capillary adsorption phenomena in a porous material. The Scharfetter-Gummel numerical scheme is proposed to solve an advection-diffusion equation with…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Ainagul Jumabekova , Julien Berger , Denys Dutykh , Hervé Le Meur , Aurélie Foucquier , Mickaël Pailha , Christophe Ménézo

The simulation of non-equilibrium electron distributions is essential for capturing light-metal interactions and therefore the study of photoabsorption, photocatalysis, laser ablation, and many other phenomena. Current methodologies, such…

Materials Science · Physics 2025-03-13 M. Uehlein , H. T. Snowden , C. Seibel , T. Held , S. T. Weber , R. J. Maurer , B. Rethfeld

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new…

Machine Learning · Statistics 2026-04-02 Brianna Binder , Agnimitra Dasgupta , Assad Oberai
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