Related papers: Cylindrical Projections of Occupied Diffusions
Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…
We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…
The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to…
We present a simple dynamical systems model for the effect of invisible space dimensions on the visible ones. There are three premises. A: Orbits consist of flows of probabilities [P].which is the case in the setting of quantum mechanics.…
The acclaimed Maxwell-Bloch (or Arecchi-Bonifacio) equations are a valid dynamical model, effectively describing wave propagation in nonlinear optical media: from the amplification in input-output devices to multimode instabilities arising…
Insoluble surfactants adsorbed at liquid-liquid or gas-liquid interfaces alter interfacial tension, leading to variations in the normal stress jump and generating tangential Marangoni stresses that can dramatically affect the flow dynamics.…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…
On the basis of input-output time-domain data collected from a complex simulator, this paper proposes a constructive methodology to infer a reduced-order linear, bilinear or quadratic time invariant dynamical model reproducing the…
We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
We construct exhaustion and cut-off functions with controlled gradient and Laplacian on manifolds with Ricci curvature bounded from below by a (possibly unbounded) nonpositive function of the distance from a fixed reference point, without…
We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case…
We introduce fluctuating hydrodynamics approaches on surfaces for capturing the drift-diffusion dynamics of particles and microstructures immersed within curved fluid interfaces of spherical shape. We take into account the interfacial…
We propose Occupancy Flow Fields, a new representation for motion forecasting of multiple agents, an important task in autonomous driving. Our representation is a spatio-temporal grid with each grid cell containing both the probability of…
Continuous-time projected dynamical systems are an elementary class of discontinuous dynamical systems with trajectories that remain in a feasible domain by means of projecting outward-pointing vector fields. They are essential when…
We explore the oscillatory behavior observed in inversion methods applied to large-scale text-to-image diffusion models, with a focus on the "Flux" model. By employing a fixed-point-inspired iterative approach to invert real-world images,…