Related papers: Local modification of subdiffusion by initial Fick…
For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational…
Nonlocal interactions are ubiquitous in nature and play a central role in many biological systems. In this paper, we perform a bifurcation analysis of a widely-applicable advection-diffusion model with nonlocal advection terms describing…
This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…
In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
Equations governing the diffusion mediated by the mobile pairs have been derived. In addition to known non-Fickian (n-F) behavior observable at small spatiotemporal scale under homogeneous defect distribution the equations predict another…
We investigate Fickian diffusion in two-dimensional (2D) Yukawa liquids using molecular dynamics simulations. We compute the self-van Hove correlation function $G_s(r,t)$, and the self-intermediate scattering function $F_s(k,t)$ and compare…
Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…
Recent advances in diffusion models have spurred research into their application for Reconstruction-based unsupervised anomaly detection. However, these methods may struggle with maintaining structural integrity and recovering the…
In Clearing Up Mysteries -- The Original Goal (Maximum Entropy and Bayesian Methods: Cambridge, England, 1988 Springer, pp. 1-27) Jaynes derived Fick's Law for a dilute binary solution from Bayes' Theorem by considering, probabilistically,…
We perform an asymptotic analysis of models of population dynamics with a fractional Laplacian and local or nonlocal reaction terms. The first part of the paper is devoted to the long time/long range rescaling of the fractional Fisher-KPP…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…
Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…
Pore-scale simulations accurately describe transport properties of fluids in the subsurface. These simulations enhance our understanding of applications such as assessing hydrogen storage efficiency and forecasting CO$_2$ sequestration…
We analyse the long-lasting effects of initial conditions on fluctuations in one-dimensional diffusive systems. We consider both the fluctuations of current for non-interacting diffusive particles starting from a step-like initial density…
Diffusion models have become the go-to method for many generative tasks, particularly for image-to-image generation tasks such as super-resolution and inpainting. Current diffusion-based methods do not provide statistical guarantees…