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A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…
We study some non-parabolic diffusion problems in one-space dimension, where the diffusion flux exhibits forward and backward nature of the Perona-Malik, H\"ollig or non-Fourier type. Classical weak solutions to such problems are…
We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
Diffusion, a ubiquitous phenomenon in nature, is a consequence of particle number conservation and locality, in systems with sufficient damping. In this paper we consider diffusive processes in the bulk of Weyl semimetals, which are exotic…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…
Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however,…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The…
We consider time-dependent convection-diffusion problems with high P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in thin three-dimensional graph-like networks consisting of cylinders that are interconnected by small domains…
In mathematical finance a popular approach for pricing options under some Levy model is to consider underlying that follows a Poisson jump diffusion process. As it is well known this results in a partial integro-differential equation (PIDE)…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
In this note we consider degenerate chemotaxis systems with porous media type diffusion and a source term satisfying the Hadamard growth condition. We prove the H\"older regularity for bounded solutions to parabolic-parabolic as well as for…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
An initial boundary value problem of the nonlinear diffusion equation with a dynamic boundary condition is treated. The existence problem of the initial-boundary value problem is discussed. The main idea of the proof is an abstract approach…