Related papers: Dimension-decaying diffusion processes as the scal…

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…

The aim of this paper is two-fold: First, we obtain a better understanding of the intrinsic distance of diffusion processes. Precisely, (i) for all $n\ge1$, the diffusion matrix $A$ is weak upper semicontinuous on $\Omega$ if and only if…

Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…

Discrete diffusion has become a leading framework for generative modeling in various applications including language, vision, and biology. Existing convergence theory, however, exhibits fundamental limitations. KL-based analyses diverge…

We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…

Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for…

Two-scale homogenization limits of parabolic cross-diffusion systems in a heterogeneous medium with no-flux boundary conditions are proved. The heterogeneity of the medium is reflected in the diffusion coefficients or by the perforated…

We consider a single-species diffusion-limited annihilation reaction with reactants confined to a two-dimensional surface with one arbitrarily large dimension and the other comparable in size to interparticle distances. This situation could…

The zero-range process is a stochastic interacting particle system that exhibits a condensation transition under certain conditions on the dynamics. It has recently been found that a small perturbation of a generic class of jump rates leads…

This paper is concerned with the transient dynamics described by the solutions of the reaction-diffusion equations in which the reaction term consists of a combination of a superlinear power-law absorption and a time-independent point…

We derive exact statistical properties of a class of recursive fragmentation processes. We show that introducing a fragmentation probability 0<p<1 leads to a purely algebraic size distribution in one dimension, P(x) ~ x^{-2p}. In d…

Physical processes ranging from the Lamb shift to the energy loss dE/dx of a charged particle traversing a plasma entail processes that occur over a wide range of energy or length scales. Different physical mechanisms dominate at one or the…

We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…

This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…

We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…

The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z.…

A scaling theory is developed for diffusion-limited cluster aggregation in a porous medium, where the primary particles and clusters stick irreversibly to the walls of the pore space as well as to each other. Three scaling regimes are…

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…

For real world systems, nonuniform medium is ubiquitous. Therefore, we investigate the diffusion-limited-aggregation process on a two dimensional directed small-world network instead of regular lattice. The network structure is established…