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We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
We propose a family of First Hitting Diffusion Models (FHDM), deep generative models that generate data with a diffusion process that terminates at a random first hitting time. This yields an extension of the standard fixed-time diffusion…
The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…
Consider the infinite Atlas model: a semi-infinite collection of particles driven by independent standard Brownian motions with zero drifts, except for the bottom-ranked particle which receives unit drift. We derive a continuum…
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…
We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…
We analyze the unforced and deterministically forced Burgers equation in the framework of the (diffusive) interpolating dynamics that solves the so-called Schr\"{o}dinger boundary data problem for the random matter transport. This entails…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
Propagation of traveling fronts in three-dimensional reaction-diffusion media with spatially modulated cross-section is studied using the Schl\"ogl model as a representative example. Applying appropriate perturbation techniques leads first…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…
Traveling fronts and stationary localized patterns in bistable reaction-diffusion systems have been broadly studied for classical continuous media and regular lattices. Analogs of such non-equilibrium patterns are also possible in networks.…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…