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Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

Estimation of Distribution Algorithms (EDAs) and Innovation Method are recognized methods for solving global optimization problems and for the estimation of parameters in diffusion processes, respectively. Well known is also that the…

Numerical Analysis · Mathematics 2018-04-10 Zochil González Arenas , Juan Carlos Jimenez , Li-Vang Lozada-Chang , Roberto Santana

Diffusion tensor imaging (DTI) is a prevalent neuroimaging tool in analyzing the anatomical structure. The distinguishing feature of DTI is that the voxel-wise variable is a 3x3 positive definite matrix other than a scalar, describing the…

Methodology · Statistics 2021-03-30 Zhou Lan

Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…

Statistical Mechanics · Physics 2015-06-19 Mykyta V. Chubynsky , Gary W. Slater

The scaling form of the whole distribution P(D) of the random diffusion coefficient D(x) in a model of classically diffusing particles is investigated. The renormalization group approach above the lower critical dimension d=0 is applied to…

Condensed Matter · Physics 2009-10-22 Yan-Chr Tsai , Yonathan Shapir

The success of diffusion probabilistic models in generative tasks, such as text-to-image generation, has motivated the exploration of their application to regression problems commonly encountered in scientific computing and various other…

Machine Learning · Computer Science 2024-08-12 Dule Shu , Amir Barati Farimani

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…

Materials Science · Physics 2019-06-19 M. Marchioro , A. Acrivos

Various microphysical models attempt to explain the occurrence of broad droplet size distributions (DSD) in clouds through approximate representations of the stochastic droplet growth by condensation in a turbulent environment. This work…

Fluid Dynamics · Physics 2025-01-16 G. C. Abade

Diffusion models have recently shown promise in time series forecasting, particularly for probabilistic predictions. However, they often fail to achieve state-of-the-art point estimation performance compared to regression-based methods.…

Artificial Intelligence · Computer Science 2025-11-25 Hang Ding , Xue Wang , Tian Zhou , Tao Yao

We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

Probability · Mathematics 2021-05-26 Xi Chen , Ilya Timofeyev

This work examines the mean-square error performance of diffusion stochastic algorithms under a generalized coordinate-descent scheme. In this setting, the adaptation step by each agent is limited to a random subset of the coordinates of…

Multiagent Systems · Computer Science 2017-10-12 Chengcheng Wang , Yonggang Zhang , Bicheng Ying , Ali H. Sayed

Self- and binary Maxwell-Stefan diffusion coefficients were determined by equilibrium molecular dynamics simulations with the Green-Kubo method. This study covers self-diffusion coefficients at liquid states for eight pure fluids, i.e.…

Chemical Physics · Physics 2009-04-30 Gimmy Alex Fernandez Ramirez , Jadran Vrabec , Hans Hasse

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…

Optimization and Control · Mathematics 2020-01-09 Jianhan Song , Emiliano Dall'Anese , Andrea Simonetto , Hao Zhu

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Molecular dynamics simulations are carried out to investigate the diffusion behavior of penetrable-sphere model fluids characterized by a finite energy barrier $\epsilon$. The self-diffusion coefficient is evaluated from the time-dependent…

Soft Condensed Matter · Physics 2010-11-22 Soong-Hyuck Suh , Chun-Ho Kim , Soon-Chul Kim , Andrés Santos

Physics simulations have become fundamental tools to study myriad engineering systems. As physics simulations often involve simplifications, their outputs should be calibrated using real-world data. In this paper, we present a…

Computation · Statistics 2025-08-25 Naichen Shi , Hao Yan , Shenghan Guo , Raed Al Kontar

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai
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