Related papers: On homogenization of a diffusion perturbed by a pe…
Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
Mixing a passive scalar field by stirring can be measured in a variety of ways including tracer particle dispersion, via the flux-gradient relationship, or by suppression of scalar concentration variations in the presence of inhomogeneous…
Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We present large scale simulations of the diffusion constant $D$ of a random composite consisting of aligned platelets with aspect ratio $a/b>>1$ in a matrix (with diffusion constant $D_0$) and find that $D/D_0 = 1/(1+ c_1 x + c_2 x^2)$,…
We present an exact treatment of wave propagation in some inhomogeneous thin films with highly space-dependent dielectric constant. It is based on a space transformation which replaces the physical space by the optical path. In the new…
We show that bounded divergence-free vector fields $u : [0,\infty) \times \mathbb{R}^d \to\mathbb{R}^d$ decrease the ''concentration'', quantified by the modulus of absolute continuity with respect to the Lebesgue measure, of solutions to…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…
The derivation of the helicon dispersion relation for a uniform plasma with stationary ions subject to a constant background magnetic field is reexamined in terms of the potential formulation of electrodynamics. Under the same conditions…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
The diffraction pattern of a single non-periodic compact object, such as a molecule, is continuous and is proportional to the square modulus of the Fourier transform of that object. When arrayed in a crystal, the coherent sum of the…
Hydrogen intercalation in solids is common, complicated, and very difficult to monitor. In a new approach to the problem, we have studied the profile of hydrogen diffusion in single-crystal nanobeams and plates of VO2, exploiting the fact…
The drift and diffusion of a cloud of ions in a fluid are distorted by an inhomogeneous electric field. If the electric field carries the center of the distribution in a straight line and the field configuration is suitably symmetric, the…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
The principle of permanence of large eddies is one of the central pillars onto which our understanding of decaying homogeneous turbulence is built. The validity conditions of this principle have been thoroughly discussed for constant…