Related papers: Monitoring L\'evy-Process Crossovers
We consider a situation commonly encountered in microfluidics: two streams of miscible liquids are brought at a junction to flow side by side within a microchannel, allowing solutes to diffuse from one stream to the other and possibly…
The crossover between dispersion patterns has been frequently observed in various systems. Inspired by the pathway-based kinetic model for E. coli chemotaxis that accounts for the intracellular adaptation process and noise, we propose a…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
We study the evolution of a system of free fermions in one dimension under the simultaneous effects of coherent tunneling and stochastic Markovian noise. We identify a class of noise terms where a hierarchy of decoupled equations for the…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
This paper introduces a novel framework for causal inference in spatial economics that explicitly models the stochastic transition from partial to general equilibrium effects. We develop a Denoising Diffusion Probabilistic Model (DDPM)…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…
The dispersion of solute in porous media shows a non-linear increase in the transition from diffusion to advection dominated dispersion as the flow velocity is raised. In the past, the behavior in this intermediate regime has been explained…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…
In heterogeneous environments, the diffusivity is not constant but changes with time. It is important to detect changes in the diffusivity from single-particle-tracking trajectories in experiments. Here, we devise a novel method for…
Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…
We study diffusion in a one-dimensional periodic array of scatterers modeled by a simple map. The chaotic scattering process for this map can be changed by a control parameter and exhibits the dynamics of a crisis in chaotic scattering. We…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…