相关论文: Simulation of conditioned diffusions

We address the dynamics of adsorbed molecules (a fundamental issue in surface physics) within the framework of a Master Equation scheme, and study the diffusion of particles in a finite cubic lattice whose boundaries are at the $z=1$ and…

The existence of normal deterministic diffusion in dynamical systems with a two-dimensional phase space tiled by regular triangles (or their unions into regular hexagons) is proven.

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…

We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…

Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…

Algorithms for jointly obtaining projection estimates of the density and distribution function of a random variable using Legendre polynomials are proposed. For these algorithms, a problem of the conditional optimization is solved. Such…

In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…

Diffusion models have been successful on a range of conditional generation tasks including molecular design and text-to-image generation. However, these achievements have primarily depended on task-specific conditional training or…

Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…

We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…

We present a new method for the approximate solution of the strongly coupled, nonlinear stress-diffusion problem that appears when modeling hydrogen transport in metals. The most salient feature of the proposed approximation is that it is…

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…

In this work we study the diffusion mechanisms in lithium disilicate melt using molecular dynamics simulation, which has an edge over other simulation methods because it can track down actual atomic rearrangements in materials once a…

In this paper we use the cellular automaton (CA) approach to model one-dimensional binary diffusion in solids. Employing a very simple state change rule we define an asynchronous CA model and take its continuum limit to obtain the governing…

Discrete diffusion models (DDMs) are a powerful class of generative models for categorical data, but they typically require many function evaluations for a single sample, making inference expensive. Existing acceleration methods either rely…

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…

The purpose of this paper is to provide a formula for the effective diffusion operator obtained by projecting the 3-dimensional diffusion equation onto a 2-dimensional plane, assuming reflective boundary conditions at two surfaces in…

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…