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We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
In this work, the existence of solutions (in a suitable sense) to a family of inclusion systems involving fractional, possibly competing, elliptic operators, fractional convection, and homogeneous Dirichlet boundary conditions is…
A recent solution of the inelastic Boltzmann equation that applies for strong dissipation and takes into account non-equipartition of energy is used to derive an explicit expression for the thermal diffusion factor. This parameter provides…
In our recent work [H. Zhang, F.X. Trias, A. Oliva, D. Yang, Y. Tan, Y. Sheng. PIBM: Particulate immersed boundary method for fluid-particle interaction problems. Powder Technology. 272(2015), 1-13.], a particulate immersed boundary method…
We describe a new method for computing coherent Lagrangian vortices in two-dimensional flows according to any of the following approaches: black-hole vortices [Haller & Beron-Vera, 2013], objective Eulerian Coherent Structures (OECSs)…
Integro-differential equations, analyzed in this work, comprise an important class of models of continuum media with nonlocal interactions. Examples include peridynamics, population and opinion dynamics, the spread of disease models, and…
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related to the problem of homogenization of boundary value problems…
We present a novel approach to hard-constrain Neumann boundary conditions in physics-informed neural networks (PINNs) using Fourier feature embeddings. Neumann boundary conditions are used to described critical processes in various…
The structure of the boundary layers in turbulent Rayleigh-Benard convection is studied by means of three-dimensional direct numerical simulations. We consider convection in a cylindrical cell at an aspect ratio one for Rayleigh numbers of…
We present an algorithm for computing the nonlinear interface dynamics of the Mullins-Sekerka model for interfaces that are defined implicitly (e.g. by a level set function) using integral equations . The computation of the dynamics…
We study the numerical approximation of singularly perturbed convection-diffusion problems on one-dimensional pipe networks. In the vanishing diffusion limit, the number and type of boundary conditions and coupling conditions at network…
Probability measures and stochastic dynamics on matrices and on partitions are related by standard, albeit technical, discrete to continuous scaling limits. In this paper we provide exact relations, that go in both directions, between the…
We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…
Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…