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We consider the (discrete) parabolic Anderson model $\partial u(t,x)/\partial t=\Delta u(t,x) +\xi_t(x) u(t,x)$, $t\geq 0$, $x\in \mathbb{Z}^d$. Here, the $\xi$-field is $\mathbb{R}$-valued, acting as a dynamic random environment, and…

Probability · Mathematics 2024-03-27 Dirk Erhard , Martin Hairer , Tiecheng Xu

In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…

Probability · Mathematics 2023-05-10 Raluca M. Balan , Wangjun Yuan

Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…

Statistical Mechanics · Physics 2022-09-14 Ion Santra , Urna Basu , Sanjib Sabhapandit

We study the finite-time dynamics of an initially localized wave-packet in the Anderson model on the random regular graph (RRG). Considering the full probability distribution $\Pi(x,t)$ of a particle to be at some distance $x$ from the…

Disordered Systems and Neural Networks · Physics 2020-03-11 Giuseppe De Tomasi , Soumya Bera , Antonello Scardicchio , Ivan M. Khaymovich

We study numerically the frequency modulated kicked nonlinear rotator with effective dimension $d=1,2,3,4$. We follow the time evolution of the model up to $10^9$ kicks and determine the exponent $\alpha$ of subdiffusive spreading which…

Disordered Systems and Neural Networks · Physics 2014-08-12 Leonardo Ermann , Dima L. Shepelyansky

We derive rigorously the non-linear macroscopic system associated to a microscopic system of coupled quintic Schr\"odinger equations in the framework of discrete wave turbulence under a particular scaling law that describes the limiting…

Analysis of PDEs · Mathematics 2026-03-04 Shayan Zahedi

In order to find a way to have a better formulation for numerical evolution of the Einstein equations, we study the propagation equations of the constraints based on the Arnowitt-Deser-Misner formulation. By adjusting constraint terms in…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Hisa-aki Shinkai , Gen Yoneda

The discrete Schr\"odinger equation on a two-dimensional honeycomb lattice is a fundamental tight-binding approximation model that describes the propagation of waves on graphene. For free evolution, we first show that the degenerate…

Analysis of PDEs · Mathematics 2025-03-13 Younghun Hong , Yukihide Tadano , Changhun Yang

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…

Machine Learning · Computer Science 2026-01-16 Khashayar Gatmiry , Sitan Chen , Adil Salim

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

Diffusive transport is among the most common phenomena in nature [1]. However, as predicted by Anderson [2], diffusion may break down due to interference. This transition from diffusive transport to localization of waves should occur for…

Disordered Systems and Neural Networks · Physics 2009-11-11 Martin Störzer , Peter Gross , Christof M. Aegerter , Georg Maret

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient $(D)$ of a Brownian particle on the distribution width $(\varepsilon)$ of…

Chemical Physics · Physics 2014-09-17 Saikat Banerjee , Rajib Biswas , Kazuhiko Seki , Biman Bagchi

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

Statistics Theory · Mathematics 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

Diffusion of electrons in three dimensional disordered systems is investigated numerically for all the three universality classes, namely, orthogonal, unitary and symplectic ensembles. The second moment of the wave packet $<\vv{r}^2(t)>$ at…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Tomi Ohtsuki , Tohru Kawarabayashi

We show that the gradient of the $m$-power of a solution to a singular parabolic equation of porous medium-type (also known as fast diffusion equation), satisfies a reverse H\"older inequality in suitable intrinsic cylinders. Relying on an…

Analysis of PDEs · Mathematics 2019-08-21 Ugo Gianazza , Sebastian Schwarzacher

For the weakly interacting one-dimensional multi-particle Anderson model in the continuum space of configurations, we prove the spectral exponential and the strong dynamical localization. The results require the interaction amplitude to be…

Mathematical Physics · Physics 2016-12-04 Trésor Ekanga

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

Statistical Mechanics · Physics 2015-06-19 Martin R. Evans , Satya N. Majumdar

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley