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Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…

Machine Learning · Computer Science 2025-01-08 Giulio Biroli , Tony Bonnaire , Valentin de Bortoli , Marc Mézard

We give a decomposition expression for dissipative heat using the instantaneous diffusion coefficient in a nonequilibrium steady state. The dissipative heat can be expressed using three diffusion coefficients: instantaneous, equilibrium,…

Statistical Mechanics · Physics 2014-12-09 Soya Shinkai

The incorporation of particle inertia into the usual mean field theory for particle aggregation and fragmentation in fluid flows is still an unsolved problem. We therefore suggest an alternative approach that is based on the dynamics of…

Fluid Dynamics · Physics 2011-03-08 Jens C. Zahnow , Joeran Maerz , Ulrike Feudel

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

Statistics Theory · Mathematics 2020-03-30 Reinhard Höpfner , Yury A Kutoyants

We introduce a model with diffusive and evaporation/condensation processes, depending on 3 parameters obeying some inequalities. The model can be solved in the sense that all correlation functions can be computed exactly without the use of…

Statistical Mechanics · Physics 2023-10-23 F. Mathieu , E. Ragoucy

Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…

Dynamical Systems · Mathematics 2018-04-24 Inom Mirzaev , David M. Bortz

This paper deals with the formulation and numerical implementation of a fully coupled continuum model for deformation-diffusion in linearized elastic solids. The mathematical model takes into account the effect of the deformation on the…

Numerical Analysis · Computer Science 2018-06-07 M. K. Mudunuru , K. B. Nakshatrala

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James

We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…

Analysis of PDEs · Mathematics 2017-06-27 Juan Luis Vázquez

A limited mobility nonequilibrium solid-on-solid dynamical model for kinetic surface growth is introduced as a simple description for the morphological evolution of a growing interface under random vapor deposition and surface diffusion…

Statistical Mechanics · Physics 2007-05-23 S. Das Sarma , P. Punyindu

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…

Analysis of PDEs · Mathematics 2026-02-23 Marzia Bisi , Davide Cusseddu , Ana Jacinta Soares , Romina Travaglini

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Dibyendu Das , Bulbul Chakraborty , Mustansir Barma

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…

Probability · Mathematics 2016-04-08 Paul M. N. Feehan , Camelia Pop

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

Probability · Mathematics 2012-03-13 Arnaud Guillin , Feng-Yu Wang

We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…

Probability · Mathematics 2024-03-20 Mark Freidlin , Leonid Koralov

The rate at which individual bacterial cells grow depends on the concentrations of cellular components such as ribosomes and proteins. These concentrations continuously fluctuate over time and are inherited from mother to daughter cells,…

Populations and Evolution · Quantitative Biology 2024-08-21 Yaïr Hein , Farshid Jafarpour

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti