Related papers: Diffusion Limit of Poisson Limit-Order Book Models
We study the asymptotic behavior of a size-marked point process of centers of large cells in a stationary and isotropic Poisson hyperplane mosaic in dimension $d \ge 2$. The sizes of the cells are measured by their inradius or their $k$th…
Diffusion models have become a powerful family of deep generative models, with record-breaking performance in many applications. This paper first gives an overview and derivation of the basic theory of diffusion models, then reviews the…
In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…
We consider the diffusion equation in the setting of operator theory. In particular, we study the characterization of the limit of the diffusion operator for diffusivities approaching zero on a subdomain $\Omega_1$ of the domain of…
In this paper, we consider the dispersive limit of the Euler-Poisson system for ion-acoustic waves. We establish that under the Gardner-Morikawa type transformations, the solutions of the Euler-Poisson system converge globally to the…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
The large-time asymptotics of the density matrix solving a drift-diffusion-Poisson model for the spin-polarized electron transport in semiconductors is proved. The equations are analyzed in a bounded domain with initial and Dirichlet…
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
The aim of this paper is the accurate numerical study of the KP equation. In particular we are concerned with the small dispersion limit of this model, where no comprehensive analytical description exists so far. To this end we first study…
Diffusion probabilistic models have made their way into a number of high-profile applications since their inception. In particular, there has been a wave of research into using diffusion models in the prediction and design of biomolecular…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We introduce a Darcy-scale model to describe compressible multi-component flow in a fully saturated porous medium. In order to capture cross-diffusive effects between the different species correctly, we make use of the Maxwell--Stefan…
A superconductive model characterized by a third order parabolic operator L" is analysed. When the viscous terms, represented by higher - order deriva- tives, tend to zero, a hyperbolic operator L0 appears. Furthermore, if P" is the…
The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary…
We consider the contour representation of the infinite volume Ising model at low temperature. Fix a subset V of Z^d, and a (large) N such that calling G_{N,V} the set of contours of length at least N intersecting V, there are in average one…
This paper treats a random collision model of three species, which is represented by the random time change of three standard Poisson processes. The prey-predator relation in the random collision model looks like paper-scissors-stone game,…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
The shadow limit is a versatile tool used to study the reduction of reaction-diffusion systems into simpler PDE-ODE models by letting one of the diffusion coefficients tend to infinity. This reduction has been used to understand different…