Related papers: What is the most optimal diffusion?
Jeffery's equation with diffusion is widely used to predict the motion of concentrated fiber suspensions in flows with low Reynold's numbers. Unfortunately, the evaluation of the fiber orientation distribution can require excessive…
Let $Z=(Z_t)_{t\ge0}$ be a regular diffusion process started at $0$, let $\ell$ be an independent random variable with a strictly increasing and continuous distribution function $F$, and let $\tau_{\ell}=\inf\{t\ge0\vert Z_t=\ell\}$ be the…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic…
In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
We suggest the diffuse approach to the relaxation processes within the kinetic theory for the Wigner distribution function. The diffusion and drift coefficients are evaluated taking into consideration the interparticle collisions on the…
Rectification and diffusion of non-interacting self-propelled particles is numerically investigated in a two-dimensional corrugated channel. From numerical simulations, we obtain the average velocity and the effective diffusion coefficient.…
Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs),…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
This paper explores the process of optimal quantization for several types of discrete probability distributions. Quantization is a technique used to approximate a complex distribution with a smaller set of representative points, which is…
We give an integral variational characterization for the speed of fronts of the nonlinear diffusion equation $u_t = u_{xx} + f(u)$ with $f(0)=f(1)=0$, and $f>0$ in $(0,1)$, which permits, in principle, the calculation of the exact speed for…
We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-context'' conditional DiTs under four common data assumptions. We…
We show that partial mass concentration can happen for stationary solutions of aggregation-diffusion equations with homogeneous attractive kernels in the fast diffusion range. More precisely, we prove that the free energy admits a radial…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…