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The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the…
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…
Spreading of bacteria in a highly advective, disordered environment is examined. Predictions of super-diffusive spreading for a simplified reaction-diffusion equation are tested. Concentration profiles display anomalous growth and…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
This article addresses the widely overlooked conceptual inconsistency of the large eddy simulation (LES) framework, namely that the commonly used advection term introduces higher wave numbers in the filtered Navier-Stokes equations than…
The advantage of particle Lagrangian methods in computational fluid dynamics is that advection is accurately modeled. However, this complicates the calculation of space derivatives. If a mesh is employed, it must be updated at each time…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
In Fick's time-honored theory of diffusion, the system responds instantaneously to external perturbations, resulting in acausal behavior. Maxwell-Cattaneo theory addresses this issue by introducing a relaxation time, rendering the diffusion…
This paper explores the computational complexity of diffusion-based language modeling. We prove a dichotomy based on the quality of the score-matching network in a diffusion model. In one direction, a network that exactly computes the score…
An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
Flow diffusion models (FDMs) have recently shown potential in generation tasks due to the high generation quality. However, the current ordinary differential equation (ODE) solver for FDMs, e.g., the Euler solver, still suffers from slow…
In Clearing Up Mysteries -- The Original Goal (Maximum Entropy and Bayesian Methods: Cambridge, England, 1988 Springer, pp. 1-27) Jaynes derived Fick's Law for a dilute binary solution from Bayes' Theorem by considering, probabilistically,…
\noindent We address some direct and inverse problems, for the first-exit time (FET) $\tau $ of a drifted Brownian motion with Poissonian resetting ${\cal X}(t)$ from an interval $(0,b)$ and the first-exit area (FEA) $A,$ namely the area…
Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…
Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature. Their flexibility and high variance enable them to generate multiple solutions for a given task, such as…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
A simple but successful strategy for building a discrete diffusion operator in finite volume schemes of industrial use is to correct the standard two-point flux approximation with a term accounting for the local mesh non-orthogonality.…
Mutual coupling is a dominant systematic effect in dense reflector arrays, imprinting direction-dependent and frequency-dependent structure on embedded element patterns (EEPs) and currently limiting sensitivity in precision radio…