Related papers: Reflected diffusions defined via the extended Skor…
We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…
Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…
Standard and anomalous transport in incompressible flow is investigated using multiscale techniques. Eddy-diffusivities emerge from the multiscale analysis through the solution of an auxiliary equation. From the latter it is derived an…
We consider the trajectories of points on $\mathbb{S}^{d - 1}$ under sequences of certain folding maps associated with reflections. The main result characterizes collections of folding maps that produce dense trajectories. The minimal…
We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…
Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…
We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path signatures are iterated integrals of a given path with the…
We consider the problem of imaging extended reflectors in terminating waveguides. We form the image by back-propagating the array response matrix projected on the waveguide's non-evanescent modes. The projection is adequately defined for…
The inherent challenge of detecting symmetries stems from arbitrary orientations of symmetry patterns; a reflection symmetry mirrors itself against an axis with a specific orientation while a rotation symmetry matches its rotated copy with…
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…
This paper studies the theory and applications of the diffraction of electromagnetic waves by space-time periodic (STP) diffraction gratings. We show that, in contrast with conventional spatially periodic grating, a STP diffraction grating…
We consider a damped linear hyperbolic system modelling the propagation of pressure waves in a network of pipes. Well-posedness is established via semi-group theory and the existence of a unique steady state is proven in the absence of…
Recent advances in scanning electron microscope (SEM) based Kikuchi diffraction have demonstrated the important potential for reflection and transmission methods, like transmission Kikuchi diffraction (TKD) and electron backscatter…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…
Electron Backscatter Diffraction (EBSD) is a technique to obtain microcrystallographic information from materials by collecting large-angle Kikuchi patterns in the scanning electron microscope (SEM). An important fundamental question…
In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…
Graph-based semi-supervised learning usually involves two separate stages, constructing an affinity graph and then propagating labels for transductive inference on the graph. It is suboptimal to solve them independently, as the correlation…
We evaluate the differential conductance measured in a scanning tunneling microscopy (STM) setting at arbitrary electron transmission between an STM tip and a two-dimensional (2D) superconductor with arbitrary gap structure. Our analytical…