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Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…
We perform Brownian dynamics simulations for studying the self-diffusion in two-dimensional (2D) dusty plasma liquids, in terms of both mean-square displacement and velocity autocorrelation function (VAF). Super-diffusion of charged dust…
A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…
We report a new accelerated diffusion phenomenon that is produced by a one-dimensional ran- dom walk in which the flight probability to one of the two directions (i.e., bias) oscillates dynam- ically in periodic, quasiperiodic, and chaotic…
The diffraction spectrum of coherent waves scattered from fractal supports is calculated exactly. The fractals considered are of the class generated iteratively by successive dilations and translations, and include generalizations of the…
We study the time asymptotic propagation of solutions to the reaction-diffusion cooperative systems with fractional diffusion. We prove that the propagation speed is exponential in time, and we find the precise exponent of propagation. This…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
This study reports on experimentally observed near-wall reverse flow events in a fully developed flat plate boundary layer at zero pressure gradient with Reynolds numbers between $Re_\tau = 1000$ and $Re_\tau = 2700$. The reverse flow…
In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…
A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…
We analyse the metastable behaviour of the dilute Curie-Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are Bernoulli random variables with mean $p\in…
Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…
Diffusion-based posterior samplers use pretrained diffusion priors to sample from measurement- or reward-conditioned posteriors, and are widely used for inverse problems. Yet their theoretical behavior remains poorly understood: even with…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
In the framework of irreversible thermodynamics, we study autonomous systems of reaction-diffusion equations to show how the entropy and free energy of an open and irreversible reactor depend on concentrations. To do this, we find a…
We show that solutions of free stochastic differential equations with regular drifts and diffusion coefficients, when considered backwards in time, still satisfy free SDEs for an explicit free Brownian motion and drift. We also study the…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…