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We identify and analyze a surprising phenomenon of Latent Diffusion Models (LDMs) where the final steps of the diffusion can degrade sample quality. In contrast to conventional arguments that justify early stopping for numerical stability,…
Fluid models have become an important tool for the study of many-server queues with general service and patience time distributions. The equilibrium state of a fluid model has been revealed by Whitt (2006) and shown to yield reasonable…
The quantitative convergence to equilibrium for reaction-diffusion systems arising from complex balanced chemical reaction networks with mass action kinetics is studied by using the so-called entropy method. In the first part of the paper,…
We analyze under which conditions equilibration between two competing effects, repulsion modeled by nonlinear diffusion and attraction modeled by nonlocal interaction, occurs. This balance leads to continuous compactly supported radially…
In one dimension, particles can not bypass each other. As a consequence, the mean-squared displacement (MSD) in equilibrium shows sub-diffusion ${\rm MSD}(t)\sim t^{1/2}$, instead of normal diffusion ${\rm MSD}(t)\sim t$. This phenomenon is…
In this article, we study the optimization of resource distributions in a one-dimensional logistic diffusive model. The goal is to determine a distribution on a bounded one-dimensional domain that maximizes the total population at…
In this paper we analyze the stability of equilibrium manifolds of hyperbolic shallow water moment equations. Shallow water moment equations describe shallow flows for complex velocity profiles which vary in vertical direction and the…
We consider the linear stability problem for a 3D cylindrically symmetric equilibrium of the relativistic Vlasov-Maxwell system that describes a collisionless plasma. For an equilibrium whose distribution function decreases monotonically…
Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…
For one-dimensional linear kinetic equations analytical solutions of problems about moderately strong evaporation (condensation), when frequency of collisions of molecules is constant, are received . The equation and distribution function…
We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…
We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…
Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…
In this article, we study the mixing properties of metastable diffusion processes which possess a Gibbs invariant distribution. For systems with multiple stable equilibria, so-called metastable transitions between these equilibria are…
We discuss the analysis and stability of a family of cross-diffusion boundary value problems with nonlinear diffusion and drift terms. We assume that these systems are close, in a suitable sense, to a set of decoupled and linear problems.…
Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…