Related papers: Deterministic particle approximation of aggregatio…
Denoising diffusion models are a recent class of generative models exhibiting state-of-the-art performance in image and audio synthesis. Such models approximate the time-reversal of a forward noising process from a target distribution to a…
We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
In this work, we study the so-called Allen-Cahn-Navier-Stokes equations, a diffuse-interface model for two-phase incompressible flows with different densities. We first prove the local-in-time existence and uniqueness of classical solutions…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
We provide a new existence result for weak solutions to the one-dimensional Euler equations with a maximal density constraint, corresponding to a unilateral constraint on the density. Such models arise in the description of congestion…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that…
We consider a slow diffusion equation with a singular quenching term, extending the mathematical treatment made in 1992 by B. Kawohl and R. Kersner for the one-dimensional case. Besides the existence of a very weak solution, we prove some…
The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…
We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…
We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step $h>0$, a large-deviations rate functional $J_h$ characterizes the…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…
Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
Diffusion models are one of the most important families of deep generative models. In this note, we derive a quantitative upper bound on the Wasserstein distance between the data-generating distribution and the distribution learned by a…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
We construct nontrivial entire solutions for a bistable reaction-diffusion equation in a class of domains that are unbounded in one direction. The motivation comes from recent results of Berestycki, Bouhours, and Chapuisat concerning…
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…