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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…

统计力学 · 物理学 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…

最优化与控制 · 数学 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…

偏微分方程分析 · 数学 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)…

系统与控制 · 计算机科学 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…

统计理论 · 数学 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…

概率论 · 数学 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…

可精确求解与可积系统 · 物理学 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…

偏微分方程分析 · 数学 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…

机器学习 · 计算机科学 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…

概率论 · 数学 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…

物理与社会 · 物理学 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…

概率论 · 数学 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…

材料科学 · 物理学 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…

机器学习 · 计算机科学 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…

强关联电子 · 物理学 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…

数值分析 · 数学 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.…

数学物理 · 物理学 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…

数值分析 · 数学 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…

可精确求解与可积系统 · 物理学 2010-10-12 O. O. Vaneeva , R. O. Popovych , C. Sophocleous