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We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We study the possibility to extract model independent information about the dynamics of the universe by using Cosmography. We intend to explore it systematically, to learn about its limitations and its real possibilities. Here we are…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-19 Salvatore Capozziello , Ruth Lazkoz , Vincenzo Salzano

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

Numerical Analysis · Mathematics 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

A fundamental macroscopic description of a magnetized plasma is the Vlasov equation supplemented by the nonlinear inverse-square force Fokker-Planck collision operator [Rosenbluth et al., Phys. Rev., 107, 1957]. The Vlasov part describes…

Plasma Physics · Physics 2015-09-30 Eero Hirvijoki , Jeff Candy , Emily Belli , Ola Embréus

We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…

Probability · Mathematics 2009-09-29 Claudio Albanese , Alexey Kuznetsov

Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…

Image and Video Processing · Electrical Eng. & Systems 2024-06-07 Pascal Peter

The transfer function $T(k)$ of dark matter (DM) perturbations during matter domination is obtained by solving the collisionless Boltzmann-Vlasov equation. We find an \emph{exact} expression for $T(k)$ for \emph{arbitrary} distribution…

Astrophysics · Physics 2008-11-26 D. Boyanovsky , H. J. de Vega , N. Sanchez

In this paper, extending past works of Del Popolo, we show how a high precision mass function (MF) can be obtained using the excursion set approach and an improved barrier taking implicitly into account a non-zero cosmological constant, the…

Cosmology and Nongalactic Astrophysics · Physics 2017-03-29 Antonino Del Popolo , Francesco Pace , Morgan Le Delliou

Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…

Condensed Matter · Physics 2009-10-31 Eric Brunet , Bernard Derrida

The cosmological mass function problem is analyzed in full detail in the case of 1D gravity, with analytical, semi-analytical and numerical techniques. The extended Press & Schechter theory is improved by detailing the relation between…

Astrophysics · Physics 2009-10-31 Pierluigi Monaco , Giuseppe Murante

We present a new theory for the hierarchical clustering of dark matter (DM) halos based on stochastic differential equations, that constitutes a change of perspective with respect to existing frameworks (e.g., the excursion set approach);…

Cosmology and Nongalactic Astrophysics · Physics 2020-11-18 Andrea Lapi , Luigi Danese

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

We apply kinetic field theory to non-linear cosmic structure formation. Kinetic field theory decomposes the cosmic density field into particles and follows their trajectories through phase space. We assume that initial particle momenta are…

Cosmology and Nongalactic Astrophysics · Physics 2022-08-24 Sara Konrad , Matthias Bartelmann

Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…

Astrophysics · Physics 2016-08-30 F. Sylos Labini , L. Pietronero

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We compute the effect of primordial non-Gaussianity on the halo mass function, using excursion set theory. In the presence of non-Gaussianity the stochastic evolution of the smoothed density field, as a function of the smoothing scale, is…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-18 Michele Maggiore , Antonio Riotto

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…

Statistical Mechanics · Physics 2015-05-18 A. V. Plyukhin

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong