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We develop a variational method for constructing positive entropy invariant measures of Lagrangian systems without assuming transversal intersections of stable and unstable manifolds, and without restrictions to the size of non-integrable…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
The immersed boundary (IB) method is a general mathematical framework for studying problems involving fluid-structure interactions in which an elastic structure is immersed in a viscous incompressible fluid. In the IB formulation, the fluid…
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…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…
Phase-sensitive coherent imaging exploits changes in the phases of backscattered light to observe tiny alterations of scattering structures or variations of the refractive index. But moving scatterers or a fluctuating refractive index…
The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…
The aim of this paper is to study intertwining relations for Laguerre process with inverse temperature $\beta \ge 1$ and parameter $\alpha >-1$. We introduce a Markov kernel that depends on both $\beta $ and $ \alpha $, and establish new…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
We study the mass-conserved reaction-diffusion system known as the wave-pinning model, which serves as a minimal framework for describing cell polarity. In this model, the interplay between reaction kinetics and slow diffusion forms a sharp…
A new parallel, computationally efficient immersed boundary method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. Immersed surfaces with prescribed motions are generated using the…
In this work we investigate the effect of density dependent nonlinear diffusion on pattern formation in the Brusselator system. Through linear stability analysis of the basic solution we determine the Turing and the oscillatory instability…
We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…
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…
This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…
In this paper we derive, starting from the basic principles of Thermodynamics, an extended version of the nonconserved Penrose-Fife phase transition model, in which dynamic boundary conditions are considered in order to take into account…