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We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We study the problem of training diffusion and flow generative models to sample from target distributions defined by an exponential tilting of a base density; a formulation that subsumes both sampling from unnormalized densities and reward…
A potential scattering theory from deterministic and random $\mathcal{PT}$ collections of particles with gain and loss is introduced and the forms of their structure and pair-structure factors are elucidated. An example relating to light…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
Reflectance bounds the frequency spectrum of illumination in the object appearance. In this paper, we introduce the first stochastic inverse rendering method, which recovers the attenuated frequency spectrum of an illumination jointly with…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
The scattering of polarized light incident from one dielectric medium on its two-dimensional randomly rough interface with a second dielectric medium is studied. A reduced Rayleigh equation for the scattering amplitudes is derived for the…
For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field omega defined on the model set Lambda that satisfies a…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
Many important microscopy samples, such as liquid crystals, biological tissue, or starches, are birefringent in nature. They scatter light differently depending on the light polarization and molecular orientations. The complete…
The recently developed information-theoretic approach to crystallographic symmetry classifications and quantifications in two dimensions (2D) from digital transmission electron and scanning probe microscope images is adapted for the…
We give a generalization of Lagarias' formula for diffraction by ideal crystals, and we apply it to the lattice case, in preparation for addressing the problem of quasicrystals and complex dimensions posed by Lapidus and van Frankenhuijsen…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The problem of a beam of quantum particles falling through a diffractive screen is studied. The solutions for single and double slits are obtained explicitly when the potential is approximated by a linear function. It is found that the…
Discrete sampling theorem is formulated that refers to discrete signals specified by a finite number of their samples and band-limited in a domain of a certain orthogonal transform. Conditions of the recoverability of such signals from…
Using a numerical library for arbitrary precision arithmetic I study the irregular dependence of the diffusion coefficient on the slope of a piecewise linear map defining a dynamical system. I find that the graph of the diffusion…
A macroscopic characterization of fractals showing up a structural transition from dense to multibranched growth is made using optical diffraction theory. Such fractals are generated via the numerical solution of the 2D Poisson and…
Recovering material information from images has been extensively studied in computer graphics and vision. Recent works in material estimation leverage diffusion model showing promising results. However, these diffusion-based methods adopt a…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…