Related papers: Simulation of infinite-dimensional diffusion bridg…
The analytical solution of the equation describing diffusion of intrinsic point defects has been obtained for a one-dimensional finite-length domain. This solution is intended for investigating and modeling the changes in defect…
Recently Whitaker et al. (2017) considered Bayesian estimation of diffusion driven mixed effects models using data-augmentation. The missing data, diffusion bridges connecting discrete time observations, are drawn using a "residual bridge…
For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…
Existing diffusion-based 3D shape completion methods typically use a conditional paradigm, injecting incomplete shape information into the denoising network via deep feature interactions (e.g., concatenation, cross-attention) to guide…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We introduce a methodology for performing parameter inference in high-dimensional, non-linear diffusion processes. We illustrate its applicability for obtaining insights into the evolution of and relationships between species, including…
Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…
Schr\"{o}dinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dynamical version of the optimal mass transport, and has…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…
The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of diffusion bridges conditioned to stay between two curves,…
In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…
A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…
Exciton diffusion length plays a vital role in the function of opto-electronic devices. Oftentimes, the domain occupied by an organic semiconductor is subject to surface measurement error. In many experiments, photoluminescence over the…