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Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

We study the regularity and uniqueness of weak solutions of a degenerate parabolic equation, arising as the limit of a stochastic lattice model of self-propelled particles. The angle-average of the solution appears as a coefficient in the…

Analysis of PDEs · Mathematics 2025-09-09 Luca Alasio , Simon Schulz

We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

Machine Learning · Computer Science 2025-11-18 Sepehr Maleki , Negar Pourmoazemi

We consider the numerical approximation of the radiative transfer equation using discontinuous angular and continuous spatial approximations for the even parts of the solution. The even-parity equations are solved using a diffusion…

Numerical Analysis · Mathematics 2019-09-19 Olena Palii , Matthias Schlottbom

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

Distributional equation is an important tool in the characterization theory because many characteristic properties of distributions can be transferred to such equations. Using a novel and natural approach, we retreat a remarkable…

Probability · Mathematics 2020-05-15 Chin-Yuan Hu , Gwo Dong Lin

We have used Dynamic Monte Carlo (DMC) methods and analytical techniques to analyze Single-File Systems for which diffusion is infinitely-fast. We have simplified the Master Equation removing the fast reactions and we have introduced a DMC…

Chemical Physics · Physics 2009-11-07 s. V. Nedea , A. P. J. Jansen , J. J. Lukkien

The existence of a solution to the two dimensional incompressible Euler equations in singular domains was established in [G\'erard-Varet and Lacave, The 2D Euler equation on singular domains, submitted]. The present work is about the…

Analysis of PDEs · Mathematics 2013-10-22 Christophe Lacave

In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic…

Analysis of PDEs · Mathematics 2019-04-12 Daijun Jiang , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…

Quantum Physics · Physics 2015-05-19 O. Firstenberg , P. London , D. Yankelev , R. Pugatch , M. Shuker , N. Davidson

We investigate spreading properties of solutions of a large class of two-component reaction-diffusion systems, including prey-predator systems as a special case. By spreading properties we mean the long time behaviour of solution fronts…

Analysis of PDEs · Mathematics 2019-07-08 Arnaud Ducrot , Thomas Giletti , Hiroshi Matano

A Carleman estimate and the unique continuation property of solutions for a multi-terms time fractional diffusion equation up to order $\alpha\,\,(0<\alpha<2)$ and general time dependent second order strongly elliptic time elliptic operator…

Analysis of PDEs · Mathematics 2017-10-09 Ching-Lung Lin , Gen Nakamura

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

Reaction-diffusion equations (RDEs) are often derived as continuum limits of lattice-based discrete models. Recently, a discrete model which allows the rates of movement, proliferation and death to depend upon whether the agents are…

Dynamical Systems · Mathematics 2021-05-19 Yifei Li , Peter van Heijster , Matthew J. Simpson , Martin Wechselberger

We deal with the uniqueness of distributional solutions to the continuity equation with a Sobolev vector field and with the property of being a Lagrangian solution, that means transported by a flow of the associated ordinary differential…

Analysis of PDEs · Mathematics 2016-10-13 Laura Caravenna , Gianluca Crippa

In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…

Probability · Mathematics 2011-07-22 Ioana Ciotir

This paper is concerned with the existence and the stability of travelling wave solutions to a bistable reaction-diffusion equation with a jump discontinuious point on nonlinear term. Sub-super solution method is used throughout this paper.…

Analysis of PDEs · Mathematics 2022-06-07 Lingling Hou

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

This work considers the inverse dynamic source problem arising from the time-domain fluorescence diffuse optical tomography (FDOT). We recover the dynamic distributions of fluorophores in biological tissue by the one single boundary…

Numerical Analysis · Mathematics 2024-05-14 Chunlong Sun , Mengmeng Zhang , Zhidong Zhang

In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…

Probability · Mathematics 2025-11-24 Peter Morfe , Felix Otto , Christian Wagner
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