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The propagation of electromagnetic waves in general media is modeled by the time-dependent Maxwell's partial differential equations (PDEs), coupled with constitutive laws that describe the response of the media. In this work, we focus on…

Numerical Analysis · Mathematics 2017-10-11 Vrushali A. Bokil , Yingda Cheng , Yan Jiang , Fengyan Li

Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a…

Numerical Analysis · Mathematics 2017-10-11 Hamid Moghaderi , Mehdi Dehghan , Marco Donatelli , Mariarosa Mazza

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…

Analysis of PDEs · Mathematics 2021-01-01 Sara Daneri , Emanuela Radici , Eris Runa

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…

Analysis of PDEs · Mathematics 2015-12-01 Pierluigi Colli , Takeshi Fukao

We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…

Probability · Mathematics 2015-08-26 Dario Trevisan

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

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Machine Learning · Statistics 2025-12-05 Vincent Pauline , Tobias Höppe , Kirill Neklyudov , Alexander Tong , Stefan Bauer , Andrea Dittadi

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

The achievement of Bose-Einstein condensation (BEC) in ultracold vapors of alkali atoms has given enormous impulse to the theoretical and experimental study of dilute atomic gases in condensed quantum states inside magnetic traps and…

Mathematical Physics · Physics 2017-11-21 Weizhu Bao

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

This survey provides a concise yet comprehensive overview on enhanced dissipation phenomena, transitioning seamlessly from the physical principles underlying the interplay between advection and diffusion to their rigorous mathematical…

Analysis of PDEs · Mathematics 2025-02-03 Anna L. Mazzucato , Yuanyuan Feng , Camilla Nobili

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however,…

Machine Learning · Computer Science 2026-01-30 Kaiyuan Tan , Kendra Givens , Peilun Li , Thomas Beckers

In this article we study certain ultradiffusion equations connected with energy landscapes of exponential type. These equations are connected with the p-adic models of complex systems introduced by Avetisov et al. We show that the…

Mathematical Physics · Physics 2018-02-13 Anselmo Torresblanca-Badillo , W. A. Zúñiga-Galindo

Unidirectional pulse propagation equations [UPPE, Phys. Rev. E 70, 036604 (2004)] have provided a theoretical underpinning for computer-aided investigations into dynamics of high-power ultrashort laser pulses and have been successfully…

Optics · Physics 2012-10-02 J. Andreasen , M. Kolesik

We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…

Statistical Mechanics · Physics 2016-10-05 Abhijit Ghosh , Joseph Samuel , Supurna Sinha