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Score diffusion methods can learn probability densities from samples. The score of the noise-corrupted density is estimated using a deep neural network, which is then used to iteratively transport a Gaussian white noise density to a target…
The paper deals with projection estimators of the density of the stationary solution $X$ to a differential equation driven by the fractional Brownian motion under a dissipativity condition on the drift function. A model selection method is…
Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…
Ionic conductivity is a critical property of solid ionic conductors, directly influencing the performance of energy storage devices such as batteries. However, accurately calculating ionic conductivity or diffusion coefficient remains…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We address the question of whether transport coefficients obtained from a unitary closed system setting, i.e., the standard equilibrium Green-Kubo formula, are the same as the ones obtained from a weakly driven nonequilibrium steady-state…
We present a new a-priori estimate for discrete coagulation-fragmentation systems with size-dependent diffusion within a bounded, regular domain confined by homogeneous Neumann boundary conditions. Following from a duality argument, this…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
The equation of the density field of an assembly of macroscopic particles advected by a hydrodynamic flow is derived from the microscopic description of the system. This equation allows to recognize the role and the relative importance of…
All possible linearly independent local conservation laws for $n$-dimensional diffusion--convection equations $u_t=(A(u))_{ii}+(B^i(u))_i$ were constructed using the direct method and the composite variational principle. Application of the…
The tempered evolution equation describes the trapped dynamics, widely appearing in nature, e.g., the motion of living particles in viscous liquid. This paper proposes the fast predictor-corrector approach for the tempered fractional…
This paper investigates the diffusion limit of a kinetic BGK-type equation, focusing on its relaxation to a nonlinear aggregation-diffusion equation, where the diffusion exhibits a porous-medium-type nonlinearity. Unlike previous studies by…
In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…
A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…
In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
We study the discrete nonlinear Schr\"oinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved, but on the other,…
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…