Related papers: Last Hitting Time Distributions for Solvable Diffu…
Previous work has shown the effectiveness of random walk hitting times as a measure of dissimilarity in a variety of graph-based learning problems such as collaborative filtering, query suggestion or finding paraphrases. However,…
The Hybrid Mimetic Mixed (HMM) family of discretisations includes the Hybrid Finite Volume method, the Mimetic Finite Difference method and the Mixed Finite Volume method. This note demonstrates that HMM discretisations of the equations…
This paper introduces a stabilized finite element scheme for the Cahn--Hilliard cross-diffusion model, which is characterized by strongly coupled mobilities, nonlinear diffusion, and complex cross-diffusion terms. These features pose…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time $H\left(i,f\right)$ between two arbitrary nodes $i$ and $j$. We then use this formula to…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
This paper proposes a frequency-time hybrid solver for the time-dependent wave equation in two-dimensional interior spatial domains. The approach relies on four main elements, namely, 1) A multiple scattering strategy that decomposes a…
Despite its generality and powerful convergence properties, Milstein's method for functionals of spatially bounded stochastic differential equations is widely regarded as difficult to implement. This has likely prevented it from being…
Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
We consider the problem of Arnold's diffusion for nearly integrable isochronous Hamiltonian systems. We prove a shadowing theorem which improves the known estimates for the diffusion time. We also justify for three time scales systems that…
We present an exact expression for the mean exit time through the cap of a confining sphere for particles alternating phases of surface and of bulk diffusion. The present approach is based on an integral equation which can be solved…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
Particles confined to a single file, in a narrow quasi-one dimensional channel, exhibit a dynamic crossover from single file diffusion to Fickian diffusion as the channel radius increases and the particles can begin to pass each other. The…
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…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…
In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…
Dynamic modulation of material properties in space and time enables powerful control over wave propagation, yet existing theories largely rely on idealized, nondispersive models. In realistic media, frequency dispersion can strongly reshape…
Diffusion of molecules within biological cells and tissues is strongly influenced by crowding. A key quantity to characterize diffusion is the particle lifetime, which is the time taken for a diffusing particle to exit by hitting an…