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The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…

Space Physics · Physics 2014-06-25 R. A. Treumann , W. Baumjohann

We study and characterize the optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form. We obtain that the optimal rate of convergence is either $O(\varepsilon)$ or $O(\varepsilon^2)$…

Analysis of PDEs · Mathematics 2022-01-07 Xiaoqin Guo , Hung V. Tran , Yifeng Yu

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…

Optimization and Control · Mathematics 2017-12-05 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

We consider the equation $u_t=u_{xx}+b(x)u(1-u),$ $x\in\mathbb R,$ where $b(x)$ is a nonnegative measure on $\mathbb R$ that is periodic in $x.$ In the case where $b(x)$ is a smooth periodic function, it is known that there exists a…

Analysis of PDEs · Mathematics 2010-04-06 Xing Liang , Xiaotao Lin , Hiroshi Matano

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

By means of the multifractal analysis (MFA), the expressions of the probability density functions (PDFs) are unified in a compact analytical formula which is valid for various quantities in turbulence. It is shown that the formula can…

Statistical Mechanics · Physics 2009-11-10 Toshihico Arimitsu , Naoko Arimitsu

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

Machine Learning · Statistics 2023-03-06 Kazusato Oko , Shunta Akiyama , Taiji Suzuki

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We elaborate the statistical field theory of Turbulence suggested in the previous paper \cite{M20a}. We clarify and simplify the basic Energy pumping equation of that theory and study mathematical properties of singular field configuration…

High Energy Physics - Theory · Physics 2020-10-13 Alexander Migdal

We investigate the exact enlarged controllability and optimal control of a fractional diffusion equation in Caputo sense. This is done through a new definition of enlarged controllability that allows us to extend available contributions.…

Optimization and Control · Mathematics 2020-03-31 Touria Karite , Ali Boutoulout , Delfim F. M. Torres

The goal of this note is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It…

Analysis of PDEs · Mathematics 2015-05-13 Matteo Bonforte , Jean Dolbeault , Gabriele Grillo , Juan-Luis Vázquez

It has experimentally been found by Lampo et al. [Biophys. J. 112, 532 (2017)] that, for two different types of cell, the distribution of the diffusivities of RNA-protein particles over cytoplasm obeys an exponential law. Then, an…

Biological Physics · Physics 2019-08-02 Yuichi Itto

Discrete diffusion models have emerged as a powerful generative modeling framework for discrete data with successful applications spanning from text generation to image synthesis. However, their deployment faces challenges due to the high…

Machine Learning · Computer Science 2025-12-01 Yinuo Ren , Haoxuan Chen , Yuchen Zhu , Wei Guo , Yongxin Chen , Grant M. Rotskoff , Molei Tao , Lexing Ying

Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…

Statistics Theory · Mathematics 2024-09-13 Giovanni Conforti , Alain Durmus , Marta Gentiloni Silveri

This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…

Classical Analysis and ODEs · Mathematics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski