Related papers: Generalized master equation for first-passage prob…
We consider a system of partial differential equations describing mass transport in a multicomponent isothermal compressible fluid. The diffusion fluxes obey the Fick-Onsager or Maxwell-Stefan closure approach. Mechanical forces result into…
Long time-duration low-thrust nonlinear optimal spacecraft trajectory global search is a computationally and time expensive problem characterized by clustering patterns in locally optimal solutions. During preliminary mission design,…
In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractional kinetic (GFK) and telegraph-type equations depending by…
A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…
Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…
Diffusion models recently developed for generative AI tasks can produce high-quality samples while still maintaining diversity among samples to promote mode coverage, providing a promising path for learning stochastic closure models.…
Polaron-transformed quantum master equation (PQME) offers a unified framework to describe the dynamics of quantum systems in both limits of weak and strong couplings to environmental degrees of freedom. Thus, PQME serves as an efficient…
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…
Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…
We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
Trajectory data play a crucial role in many applications, ranging from network optimization to urban planning. Existing studies on trajectory data are task-specific, and their applicability is limited to the specific tasks on which they…
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…
Spatio-temporal modeling is foundational for smart city applications, yet it is often hindered by data scarcity in many cities and regions. To bridge this gap, we propose a novel generative pre-training framework, GPD, for spatio-temporal…
The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…
The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…
In this work, we propose a generalized alternating nonlinear generalized minimal residual method (GA-NGMRES) to accelerate first-order optimization schemes for PDE-constrained optimization problems governed by transport equations. We apply…
We introduce a one-dimensional non-equilibrium lattice gas model representing the processive motion of dynein molecular motors over the microtubule. We study both dynamical and stationary state properties for the model consisting of…
A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…