Related papers: Construction and sample path properties of diffusi…
A simple fluid, described by point-like particles interacting via the Lennard-Jones potential, is considered under confinement in a slit geometry between two walls at distance Lz apart for densities inside the vapor-liquid coexistence…
Analysis with the characteristic functional of stochastic motion is used for the gradient spin echo measurement of restricted motion to clarify details of the diffraction-like effect in a porous structure. It gives the diffusive diffraction…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…
Viscous fingering patterns can form at the interface between two immiscible fluids confined in the gap between a pair of flat plates; whenever the fluid with lower viscosity displaces the one of higher viscosity the interface is unstable.…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
Channel-mediated transport is ubiquitous in biology. A series of works by different theoreticians have sought to determine how the diffusive flux through a channel depends on (a) stochastic gating, (b) channel geometry, and (c)…
Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…
In this paper we describe a novel framework for diffusion-based generative modeling on constrained spaces. In particular, we introduce manual bridges, a framework that expands the kinds of constraints that can be practically used to form…
We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
We briefly discuss how the wetting properties of a fluid/solid interface can indirectly influence the diffusion properties of fluid confined between two solid walls. This influence is related to the variability of the hydrodynamic boundary…
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…