Related papers: Construction and sample path properties of diffusi…
Modality translation is inherently under-constrained, as multiple cross-modal mappings may yield the same marginals. Recent work has shown that diffusion bridges are effective for this task. However, most existing approaches rely on fully…
The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
In recent years, diffusion models have become the leading approach for distribution learning. This paper focuses on structure-preserving diffusion models (SPDM), a specific subset of diffusion processes tailored for distributions with…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
Using the advection-diffusion equation, we analytically study contaminant transport in a sharply contrasting medium with a diffusion barrier due to localization of a contaminant source in a low-permeability medium. Anomalous diffusion…
We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
Results of experimental study of the weak localization phenomenon in 2D system with artificial inhomogeneity of potential relief are presented. It is shown that the shape of the magnetoconductivity curve is determined by the statistics of…
The development and time evolution of a transport barrier in a magnetically confined plasma with non-monotonic, nonlinear dependence of the anomalous flux on mean gradients is analyzed. Upon consideration of both the spatial inhomogeneity…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…