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We describe two distinct approaches to obtaining cloud point densities and coexistence properties of polydisperse fluid mixtures by Monte Carlo simulation within the grand canonical ensemble. The first method determines the chemical…

Statistical Mechanics · Physics 2009-11-11 Matteo Buzzacchi , Peter Sollich , Nigel B. Wilding , Marcus Mueller

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.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

Computational methods for learning to sample from the Boltzmann distribution -- where the target distribution is known only up to an unnormalized energy function -- have advanced significantly recently. Due to the lack of explicit target…

Machine Learning · Statistics 2025-11-26 Guan-Horng Liu , Jaemoo Choi , Yongxin Chen , Benjamin Kurt Miller , Ricky T. Q. Chen

We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…

Numerical Analysis · Mathematics 2022-05-10 Xingyuan Chen , Goncalo dos Reis

We here present, the ElasTool package, an automated toolkit for calculating the second-order elastic constants (SOECs) of any two- (2D) and three-dimensional (3D) crystal systems. It can utilize three kinds of strain-matrix sets, the…

Computational Physics · Physics 2020-02-18 Zhong-Li Liu

We propose DiffSHEG, a Diffusion-based approach for Speech-driven Holistic 3D Expression and Gesture generation with arbitrary length. While previous works focused on co-speech gesture or expression generation individually, the joint…

Sound · Computer Science 2024-04-09 Junming Chen , Yunfei Liu , Jianan Wang , Ailing Zeng , Yu Li , Qifeng Chen

Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this paper, two commonly used SSAs are studied. The first SSA is an on-lattice…

Biological Physics · Physics 2015-05-13 Radek Erban , S Jonathan Chapman

In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…

Numerical Analysis · Mathematics 2015-01-26 Juergen Geiser

While diffusion models excel at generating continuous data such as images, adapting them to discrete tasks has relied on indirect approaches that either operate in continuous embedding spaces or use token masking mechanisms, both of which…

Computer Vision and Pattern Recognition · Computer Science 2025-11-25 Xiao Li , Jiaqi Zhang , Shuxiang Zhang , Tianshui Chen , Liang Lin , Guangrun Wang

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…

Numerical Analysis · Mathematics 2025-11-05 Silvia Preda , Walter Boscheri , Matteo Semplice , Maurizio Tavelli

A constructive approach to theory of diffusion processes is proposed, which is based on application of both the symmetry analysis and method of modelling functions. An algorithm for construction of the modelling functions is suggested. This…

Data Analysis, Statistics and Probability · Physics 2009-11-13 A. G. Nikitin , S. V. Spichak , Yu. S. Vedula , A. G. Naumovets

We present a simulation algorithm that accurately propagates a molecule pair using large time steps without the need to invoke the full exact analytical solutions of the Smoluchowski diffusion equation. Because the proposed method only uses…

Quantitative Methods · Quantitative Biology 2015-09-24 Thorsten Prüstel , Martin Meier-Schellersheim

We carry out driven diffusion Monte Carlo simulations of the two dimensional classical lattice Coulomb gas in an applied uniform electric field, as a model for vortex motion due to an applied d.c. current, in a periodic superconducting…

Condensed Matter · Physics 2009-10-22 Jong-Rim Lee , S. Teitel

We report an ab initio study of structural and dynamic properties of liquid copper as a function of temperature. In particular, we have evaluated the temperature dependence of the self-diffusion coefficient from the velocity autocorrelation…

Soft Condensed Matter · Physics 2015-12-25 N. Jakse , A. Pasturel

The integration of Diffusion Models into Intelligent Transportation Systems (ITS) is a substantial improvement in the detection of accidents. We present a novel hybrid model integrating guidance classification with diffusion techniques. By…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Siva Sai , Saksham Gupta , Vinay Chamola , Rajkumar Buyya

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of simulated models and morphologies have exceeded the capacity of any…

Quantitative Methods · Quantitative Biology 2016-10-10 Weiliang Chen , Erik De Schutter

The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…

Probability · Mathematics 2010-09-06 Thibaud Taillefumier , Jonathan Touboul

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl