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Related papers: Modeling Cosmic-Ray Transport: A CRPropa based sto…

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This work investigates the evolution of the distribution of charged particles due to the mechanism of stochastic turbulent acceleration (STA) in presence of small-scale turbulence with a mean magnetic field. STA is usually modelled as a…

High Energy Astrophysical Phenomena · Physics 2023-07-19 Sayan Kundu , Nishant Singh , Bhargav Vaidya

We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…

Numerical Analysis · Mathematics 2026-02-06 Xun Tang , Lexing Ying

Galactic cosmic rays (CRs) are accelerated at the forward shocks of supernova remnants (SNRs) via diffusive shock acceleration (DSA), an efficient acceleration mechanism that predicts power-law energy distributions of CRs. However,…

High Energy Astrophysical Phenomena · Physics 2021-11-24 Rebecca Diesing , Damiano Caprioli

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

Machine Learning · Computer Science 2021-11-01 Arno Solin , Ella Tamir , Prakhar Verma

Numerical solutions of the cosmic-ray (CR) magneto-hydrodynamic equations are dogged by a powerful numerical instability, which arises from the constraint that CRs can only stream down their gradient. The standard cure is to regularize by…

High Energy Astrophysical Phenomena · Physics 2018-03-16 Yan-Fei Jiang , Peng Oh

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the…

Systems and Control · Computer Science 2013-08-27 Maria Simonsen , John Leth , Henrik Schioler , Horia Cornean

We derive the numerical schemes for the strong order integration of the set of the stochastic differential equations (SDEs) corresponding to the non-stationary Parker transport equation (PTE). PTE is 5-dimensional (3 spatial coordinates,…

Solar and Stellar Astrophysics · Physics 2015-09-24 A. Wawrzynczak , R. Modzelewska , M. Kluczek

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

Solar and Stellar Astrophysics · Physics 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr

This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…

Analysis of PDEs · Mathematics 2025-09-08 Junsu Seo

The complex structure of interplanetary magnetic fields and their variability, due to solar activity, make it necessary to compute the Cosmic Ray (CR) modulation with numerical simulations. COde for a Speedy Monte Carlo (MC) Involving Cuda…

Computational Physics · Physics 2025-02-11 Giovanni Cavallotto , Stefano Della Torre , Giuseppe La Vacca , Massimo Gervasi

In order to model astrophysical environments characterized by radial stratification, such as supernova remnants or expanding superbubbles; correctly understanding the transport of non-thermal particles in astrophysical plasmas is essential.…

High Energy Astrophysical Phenomena · Physics 2026-04-22 José María García-Morillo , Stefano Menchiari , Rubén López-Coto

Context: An analytical solution of the generalized diffusive and convective transport equation is derived to explain the transport of cosmic ray protons within elliptical galaxies. Aims: Cosmic ray transport within elliptical galaxies is an…

Astrophysics · Physics 2009-11-13 T. Hein , F. Spanier

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

The development of an analytically iterative method for solving steady-state as well as unsteady-state problems of cosmic-ray (CR) modulation is proposed. Iterations for obtaining the solutions are constructed for the spherically symmetric…

Instrumentation and Methods for Astrophysics · Physics 2017-07-04 Yuriy L. Kolesnyk , Pavol Bobik , Boris A. Shakhov , Marian Putis