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The crossing probability in the time direction is defined for an off-equilibrium reaction-diffusion system as the probability that the system of size L is still active at time t, in the finite-size scaling limit. Exact results are obtained…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…

Analysis of PDEs · Mathematics 2024-06-17 Daniel Matthes , Christian Parsch

In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…

Systems and Control · Computer Science 2018-08-01 Karthik Elamvazhuthi , Hendrik Kuiper , Matthias Kawski , Spring Berman

We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…

Statistics Theory · Mathematics 2025-05-01 Fabienne Comte , Nicolas Marie

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

We represent an algorithm reducing the $(M+1)$-dimensional nonlinear partial differential equation (PDE) representable in the form of one-dimensional flow $u_t + w_{x_1}(u,u_{x},u_{xx},\dots)=0$, (where $w$ is an arbitrary local function of…

Exactly Solvable and Integrable Systems · Physics 2013-09-23 A. I. Zenchuk

Reaction-diffusion equations (RDEs) model the spatiotemporal evolution of a density field $u(\vec{x},t)$ according to diffusion and net local changes. Usually, the diffusivity is positive for all values of $u,$ which causes the density to…

The authors study the problem $u_t=u_{xx},\ 0<x<1,\ t>0; \ u(x,0)=0,$ and $u(0,t)=u(1,t)=\psi(t),$ where $\psi(t)=u_0$ for $t_{2k} < t<t_{2k+1}$ and $\psi(t)=0$ for $t_{2k+1} <t<t_{2k+2},\ k=0,1,2,\ldots$ with $t_0=0$ and the sequence…

Analysis of PDEs · Mathematics 2020-02-06 Mohamed Salman

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…

Physics and Society · Physics 2022-02-02 Fernando Diaz-Diaz , Ernesto Estrada

For a given barrier $S$ and a one-dimensional jump-diffusion process $X(t),$ starting from $x<S,$ we study the probability distribution of the integral $A_S(x)= \int_0 ^ {\tau_S(x)}X(t) \ dt$ determined by $X(t)$ till its first-crossing…

Probability · Mathematics 2014-02-11 Mario Abundo

A continuum theory is used to predict scaling laws for the morphological relaxation of crystal surfaces in two independent space dimensions. The goal is to unify previously disconnected experimental observations of decaying surface…

Materials Science · Physics 2009-11-13 Dionisios Margetis

In diffusion models, deviations from a straight generative flow are a common issue, resulting in semantic inconsistencies and suboptimal generations. To address this challenge, we introduce `Non-Cross Diffusion', an innovative approach in…

Machine Learning · Computer Science 2024-11-05 Ziyang Zheng , Ruiyuan Gao , Qiang Xu

Using artificial dissipation to tame entanglement growth, we chart the emergence of diffusion in a generic interacting lattice model for varying U(1) charge densities. We follow the crossover from ballistic to diffusive transport above a…

Strongly Correlated Electrons · Physics 2026-04-29 N. S. Srivatsa , Oliver Lunt , Tibor Rakovszky , Curt von Keyserlingk

Parabolic partial differential equations (PDEs) are in ubiquitous, very effective use to model diffusion processes. However, there are many applications (e.g., such as in hydrology, animal foraging, biology, and light diffusion just do name…

Numerical Analysis · Mathematics 2025-09-23 Shiping Zhou , Yanzhi Zhang , Max Gunzburger

Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required.…

Mathematical Physics · Physics 2025-08-01 F. Sattin , D. F. Escande

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

Reduction operators (called also nonclassical or $Q$-conditional symmetries) of variable coefficient semilinear reaction-diffusion equations with exponential source $f(x)u_t=(g(x)u_x)_x+h(x)e^{mu}$ are investigated using the algorithm…

Exactly Solvable and Integrable Systems · Physics 2010-10-12 O. O. Vaneeva , R. O. Popovych , C. Sophocleous