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Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…

Statistical Mechanics · Physics 2026-01-05 Andrew R. McCluskey , Samuel W. Coles , Benjamin J. Morgan

Diffusion models have made rapid progress in generating high-quality samples across various domains. However, a theoretical understanding of the Lipschitz continuity and second momentum properties of the diffusion process is still lacking.…

Machine Learning · Computer Science 2024-10-15 Yingyu Liang , Zhenmei Shi , Zhao Song , Yufa Zhou

In 2002 Biskup et al. [Europhys. Lett. 60, 21 (2002)] sketched a rigorous proof for the behavior of the 2D Ising lattice gas, at a finite volume and a fixed excess \delta M of particles (spins) above the ambient gas density (spontaneous…

Statistical Mechanics · Physics 2009-07-20 Andreas Nußbaumer , Elmar Bittner , Wolfhard Janke

When the output of an atomistic simulation (such as the Gillespie stochastic simulation algorithm, SSA) can be approximated as a diffusion process, we may be interested in the dynamic features of the deterministic (drift) component of this…

Statistical Mechanics · Physics 2007-05-23 C. P. Calderon , G. A. Tsekouras , A. Provata , I. G. Kevrekidis

One major branch of saliency object detection methods is diffusion-based which construct a graph model on a given image and diffuse seed saliency values to the whole graph by a diffusion matrix. While their performance is sensitive to…

Computer Vision and Pattern Recognition · Computer Science 2020-01-20 Peng Jiang , Zhiyi Pan , Nuno Vasconcelos , Baoquan Chen , Jingliang Peng

Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…

Computational Physics · Physics 2020-11-20 Jakob Tómas Bullerjahn , Sören von Bülow , Gerhard Hummer

We perform Brownian dynamics simulations for studying the self-diffusion in two-dimensional (2D) dusty plasma liquids, in terms of both mean-square displacement and velocity autocorrelation function (VAF). Super-diffusion of charged dust…

Plasma Physics · Physics 2009-02-25 Lu-Jing Hou , Alexander Piel , P. K. Shukla

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

We further develop a recently introduced phase-field model of rapid alloy solidification [Ji et al., PRL 2023]. This model utilizes enhanced solute diffusivity within the spatially diffuse interface region to quantitatively capture solute…

Materials Science · Physics 2025-08-11 Kaihua Ji , Mingwang Zhong , Alain Karma

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE…

In this paper, we present a new self-supervised scene flow estimation approach for a pair of consecutive point clouds. The key idea of our approach is to represent discrete point clouds as continuous probability density functions using…

Computer Vision and Pattern Recognition · Computer Science 2022-03-24 Pan He , Patrick Emami , Sanjay Ranka , Anand Rangarajan

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

The ubiquity of missing data has sparked considerable attention and focus on tabular data imputation methods. Diffusion models, recognized as the cutting-edge technique for data generation, demonstrate significant potential in tabular data…

Machine Learning · Computer Science 2024-07-26 Yixin Liu , Thalaiyasingam Ajanthan , Hisham Husain , Vu Nguyen

The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…

Materials Science · Physics 2021-12-08 Daniel Wines , Kayahan Saritas , Can Ataca

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

We develop and analyse residual-based a posteriori error estimates for the virtual element discretisation of a nonlinear stress-assisted diffusion problem in two and three dimensions. The model problem involves a two-way coupling between…

Numerical Analysis · Mathematics 2026-02-26 Franco Dassi , Rekha Khot , Andres E. Rubiano , Ricardo Ruiz-Baier

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…

Probability · Mathematics 2024-02-05 Benjamin Gess , Michael Röckner , Weina Wu

We propose an unbiased Monte-Carlo estimator for $\mathbb{E}[g(X_{t_1}, \cdots, X_{t_n})]$, where $X$ is a diffusion process defined by a multi-dimensional stochastic differential equation (SDE). The main idea is to start instead from a…

Probability · Mathematics 2016-03-08 Pierre Henry-Labordere , Xiaolu Tan , Nizar Touzi

The Kinetic Monte Carlo (KMC) method has become an important tool for examination of phenomena like surface diffusion and thin film growth because of its ability to carry out simulations for time scales that are relevant to experiments. But…

Materials Science · Physics 2007-05-23 Talat S. Rahman , Abdelkader Kara , Altaf Karim , Oleg Trushin