Related papers: Simulating conditioned diffusions on manifolds
An oxidation process is simulated for a bundle of metal tubes in a cross-flow. A fluid flow is governed by the incompressible Navier-Stokes equations. To describe the transport of oxygen, the corresponding convection-diffusion equation is…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
It has recently been shown theoretically that the time-dependent heat conduction equation is form-invariant under curvilinear coordinate transformations. Thus, in analogy to transformation optics, fictitious transformed space can be mapped…
Although the dynamics of colloids in the vicinity of a solid interface has been widely characterized in the past, experimental studies of Brownian diffusion close to an air-water interface are rare and limited to particle-interface gap…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Sm-doped BiFeO3 compacted powders with composition across the morphotropic phase boundary region were prepared by sol-gel method. Crystal structure, morphology and magnetic state of the compounds were analyzed as a function of dopant…
We simulate the compression of a two-component Lennard-Jones liquid at a variety of constant temperatures using a molecular dynamics algorithm in an isobaric-isothermal ensemble. The viscosity of the liquid increases with pressure,…
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,…
Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion processes. The main purpose of this paper is conditioning these…
We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
This primer explains how continuous-time stochastic processes (precisely, Brownian motion and other Ito diffusions) can be defined and studied on manifolds. No knowledge is assumed of either differential geometry or continuous-time…
Heat conduction phenomena are studied theoretically using computer simulation. The systems are crystal with nonlinear interaction, and fluid of hard-core particles. Quasi-one-dimensional system of the size of $L_x\times L_y\times L_z(L_z\gg…
Generating realistic 3D point clouds is a fundamental problem in computer vision with applications in remote sensing, robotics, and digital object modeling. Existing generative approaches primarily capture geometry, and when semantics are…
Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…