相关论文: Analytical results for generalized persistence pro…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We consider the persistence probability, the occupation-time distribution and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian Stationary Processes (GSPs) of zero mean. We first…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…
We consider a diffusion process on the edges of a finite network and allow for feedback effects between different, possibly non-adjacent edges. This generalizes the setting that is common in the literature, where the only considered…
We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…
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…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…
Using numerical simulations, we perform an extensive finite-size analysis of the transverse diffusion coefficient in a sheared 2D amorphous solid, over a broad range of strain rates, at temperatures up to the supercooled liquid regime. We…
The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…
We review the properties of time intervals between the crossings at a level M of a smooth stationary Gaussian temporal signal. The distribution of these intervals and the persistence are derived within the Independent Interval Approximation…
We analyze the role of the interplay between on-site interaction and inhomogeneous diffusion on the phenomenon of condensation in the zero-range process. We predict a universal phase diagram in the plane of two exponents, respectively…
Assume that you observe trajectories of a non-diffusive non-stationary process and that you are interested in the average number of times where the process crosses some threshold (in dimension $d=1$) or hypersurface (in dimension $d\geq2$).…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…