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Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…

Probability · Mathematics 2025-10-15 Guoman He , Hanjun Zhang

The diffusion of a system of ferromagnetic dipoles confined in a quasi-one-dimensional parabolic trap is studied using Brownian dynamics simulations. We show that the dynamics of the system is tunable by an in-plane external homogeneous…

Soft Condensed Matter · Physics 2013-01-15 D. Lucena , W. P. Ferreira , F. F. Munarin , G. A. Farias , F. M. Peeters

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which…

Analysis of PDEs · Mathematics 2007-05-23 Diego Dominici , Charles Knessl

We present a conditional diffusion model - ConDiSim, for simulation-based inference of complex systems with intractable likelihoods. ConDiSim leverages denoising diffusion probabilistic models to approximate posterior distributions,…

Machine Learning · Computer Science 2025-10-17 Mayank Nautiyal , Andreas Hellander , Prashant Singh

In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…

Statistics Theory · Mathematics 2025-11-18 Fabienne Comte , Nicolas Marie

This work is motivated by the frequent occurrence of boundary value problems with various boundary conditions in the modeling of some problems in engineering and physical science. Here we propose a new technique to force the positive…

Numerical Analysis · Mathematics 2019-06-19 Babak Azarnavid , Mohammad Nabati , Mahdi Emamjome , Kourosh Parand

Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy \[W_t= w_0+\int_0^t\vartheta(W_s)…

Probability · Mathematics 2007-11-06 Rami Atar , Amarjit Budhiraja , Ruth J. Williams

A data-driven framework is presented, that enables the prediction of quantities, either observations or parameters, given sufficient partial data. The framework is illustrated via a computational model of the deposition of Cu in a Chemical…

Inference-time alignment for diffusion models aims to adapt a pre-trained reference diffusion model toward a target distribution without retraining the reference score network, thereby preserving the generative capacity of the reference…

Machine Learning · Statistics 2026-02-05 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Yi Xu , Jerry Zhijian Yang

In the present paper, we theoretically study the kinetic properties of 2D charged particles under a discontinuous magnetic field. It is shown that certain conditions could cause their bypassing of the H-theorem. We use the classical kinetic…

Mesoscale and Nanoscale Physics · Physics 2022-04-06 P. M. Romanets

The phase transitions in the Bose-Hubbard model are investigated. A single-particle Green's function is calculated in the random phase approximation and the formalism of the Hubbard operators is used. The regions of existence of the…

Other Condensed Matter · Physics 2009-07-10 I. V. Stasyuk , T. S. Mysakovych

Recent advances in Diffusion Probabilistic Models (DPMs) have set new standards in high-quality image synthesis. Yet, controlled generation remains challenging, particularly in sensitive areas such as medical imaging. Medical images feature…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Sarah Cechnicka , Matthew Baugh , Weitong Zhang , Mischa Dombrowski , Zhe Li , Johannes C. Paetzold , Candice Roufosse , Bernhard Kainz

The study presented here addresses the challenging problem of laminar-turbulent flow transition in boundary layers. Directed percolation theory has emerged as a promising approach to understand and describe this transition in different…

Fluid Dynamics · Physics 2023-11-13 Tom T. B. Wester , Joachim Peinke , Gerd Gülker

In recent work, Chaumont et al. [9] showed that is possible to condition a stable process with index ${\alpha} \in (1,2)$ to avoid the origin. Specifically, they describe a new Markov process which is the Doob h-transform of a stable…

Probability · Mathematics 2015-10-08 Andreas E. Kyprianou , Víctor M. Rivero , Weerapat Satitkanitkul

Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…

Probability · Mathematics 2007-05-23 Denis Bell

Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…

Dynamical Systems · Mathematics 2023-11-27 Jacqueline M. Wentz , David M. Bortz

Most existing cross-modal generative methods based on diffusion models use guidance to provide control over the latent space to enable conditional generation across different modalities. Such methods focus on providing guidance through…

Machine Learning · Computer Science 2023-05-31 Zizhao Hu , Mohammad Rostami

Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Recent progress with conditional image diffusion models has been stunning, and this holds true whether we are speaking about models conditioned on a text description, a scene layout, or a sketch. Unconditional image diffusion models are…

Computer Vision and Pattern Recognition · Computer Science 2023-06-22 William Harvey , Frank Wood
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