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In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a…

Numerical Analysis · Mathematics 2018-02-19 Lina Meinecke , Stefan Engblom , Andreas Hellander , Per Lötstedt

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang

The short--time self diffusion coefficient of a sphere in a suspension of rigid rods is calculated in first order in the rod volume fraction. For low rod concentrations the correction to the Einstein diffusion constant of the sphere is a…

Soft Condensed Matter · Physics 2008-12-03 J. Guzowski , B. Cichocki , E. Wajnryb , G. C. Abade

We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…

Chaotic Dynamics · Physics 2015-06-17 Martín F. Mestre , Armando Bazzani , Pablo M. Cincotta , Claudia M. Giordano

Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…

Machine Learning · Statistics 2025-05-29 Xunpeng Huang , Yingyu Lin , Nikki Lijing Kuang , Hanze Dong , Difan Zou , Yian Ma , Tong Zhang

The diffusion of gas through porous material is important to understand the physical processes underlying cometary activity. We study the diffusion of a rarefied gas (Knudsen regime) through a packed bed of monodisperse spheres via…

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

Interdiffusion studies become increasingly difficult to perform with the increasing number of elements in a system. It is rather easy to calculate the interdiffusion coefficients for all the compositions in the interdiffusion zone in a…

Materials Science · Physics 2016-06-29 Aloke Paul

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Classical paradigms for distributed learning, such as federated or decentralized gradient descent, employ consensus mechanisms to enforce homogeneity among agents. While these strategies have proven effective in i.i.d. scenarios, they can…

Machine Learning · Computer Science 2023-04-18 Shreya Wadehra , Roula Nassif , Stefan Vlaski

We introduce a novel particle-based algorithm for end-to-end training of latent diffusion models. We reformulate the training task as minimizing a free energy functional and obtain a gradient flow that does so. By approximating the latter…

Machine Learning · Statistics 2026-03-31 Tim Y. J. Wang , Juan Kuntz , O. Deniz Akyildiz

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…

Numerical Analysis · Mathematics 2017-07-14 S. Allouch , M. Lucchesi , O. P. Le Maître , K. A. Mustapha , O. M. Knio

Constructing reduced representations of high-dimensional systems is a fundamental problem in physical chemistry. Many unsupervised machine learning methods can automatically find such low-dimensional representations. However, an often…

Chemical Physics · Physics 2024-04-04 Jakub Rydzewski

We present an efficient point-particle approach to simulate reaction-diffusion processes of spherical absorbing particles in the diffusion-limited regime, as simple models of cellular uptake. The exact solution for a single absorber is used…

Fluid Dynamics · Physics 2018-02-14 A. Sozza , F. Piazza , M. Cencini , F. De Lillo , G. Boffetta

We investigate ways of accurately simulating the propagation of energetic charged particles over small times where the standard Monte Carlo approximation to diffusive transport breaks down. We find that a small-angle scattering procedure…

Astrophysics · Physics 2009-11-07 R. J. Protheroe , A. Meli , A. -C Donea

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

A finite-volume scheme for a cross-diffusion model arising from the mean-field limit of an interacting particle system for multiple population species is studied. The existence of discrete solutions and a discrete entropy production…

Numerical Analysis · Mathematics 2019-11-27 Ansgar Jüngel , Antoine Zurek