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We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…
A new and very general technique for simulating solid-fluid suspensions has been described in a previous paper (Part I); the most important feature of the new method is that the computational cost scales with the number of particles. In…
In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond Statistics. A full exposition of Markov chains and their use…
The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems. In this paper, we reveal that recent methods can be uniformly interpreted as employing a…
The Lie point symmetries and corresponding invariant solutions are obtained for a Gaussian, irrotational, compressible fluid flow. A supersymmetric extension of this model is then formulated through the use of a superspace and superfield…
We derive a Dickman approximation for the small jumps of a large class of multivariate L\'evy processes. We then apply this approximation to develop a simulation method for the class of general multivariate gamma distributions (GMGD). A…
We propose a new Eulerian turbulence theory to obtain a closed set of equations for homogeneous, isotropic turbulent velocity field correlations and propagator functions by incorporating constraints of random Galilean invariance. This…
We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…
A simple model of random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be both solved analytically and simulated numerically. The analytic solution gives the known Eistein-Smoluchowski…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium…
In this paper, the exponential B-spline functions are used for the numerical solution of the advection-diffusion equation. Two numerical examples\ related to pure advection in a finitely long channel and the distribution of an initial…
In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…
Several Lagrangian methodologies have been proposed in recent years to simulate advection-dispersion of solutes in fluids as a mass exchange between numerical particles carrying the fluid. In this paper, we unify these methodologies,…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…