Related papers: Analytical results for generalized persistence pro…
In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…
We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
We study the dynamics of a class of two dimensional stochastic processes, depending on two parameters, which may be interpreted as two different temperatures, respectively associated to interfacial and to bulk noise. Special lines in the…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…
In this paper, the inherent gradient flow structures of thermo-poro-visco-elastic processes in porous media are examined for the first time. In the first part, a modelling framework is introduced aiming for describing such processes as…
As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…
We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…
In the context of the recently developed "equation-free" approach to the computer-assisted analysis of complex systems, we illustrate the computation of coarsely self-similar solutions. Dynamic renormalization and fixed point algorithms for…