相关论文: An Optimal Skorokhod Embedding for Diffusions
In this paper we consider the Skorokhod embedding problem in Brownian motion. In particular, we give a solution based on the local time at zero of a variably skewed Brownian motion related to the underlying Brownian motion. Special cases of…
Diffusion-model-based image super-resolution techniques often face a trade-off between realistic image generation and computational efficiency. This issue is exacerbated when inference times by decreasing sampling steps, resulting in less…
We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…
In order to approximate a continuous time stochastic process by discrete time Markov chains one has several options to embed the Markov chains into continuous time processes. On the one hand there is the Markov embedding, which uses…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this…
We perform Brownian dynamics simulations of active stiff polymers undergoing run-reverse dynamics, and so mimic bacterial swimming, in porous media. In accord with recent experiments of \emph{Escherichia coli}, the polymer dynamics are…
A comprehensive approach to Sobolev-type embeddings, involving arbitrary rearrangement- invariant norms on the entire Euclidean space R^n, is offered. In particular, the optimal target space in any such embedding is exhibited. Crucial in…
This paper aims to provide an unsupervised modelling approach that allows for a more flexible representation of text embeddings. It jointly encodes the words and the paragraphs as individual matrices of arbitrary column dimension with unit…
Optimal embedding in the three-dimensional space of exponentially growing squeezed surfaces, like plants leaves, or 2D colonies of exponentially reproducing cells, is considered in the framework of conformal approach. It is shown that the…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We propose an embedded discontinuous Galerkin (EDG) method to approximate the solution of a distributed control problem governed by convection diffusion PDEs, and obtain optimal a priori error estimates for the state, dual state, their…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
In the absence of prior knowledge, ordinal embedding methods obtain new representation for items in a low-dimensional Euclidean space via a set of quadruple-wise comparisons. These ordinal comparisons often come from human annotators, and…
Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We describe a simple numerical simulation, suitable for an undergraduate project (or graduate problem set), of the Brownian motion of a particle in a Hooke-law potential well. Understanding this physical situation is a practical necessity…
We consider special upwinding Petrov-Galerkin discretizations for convection-diffusion problems. For the one dimensional case with a standard continuous linear element as the trial space and a special exponential bubble test space, we prove…
Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single particle tracking is to determine the…