Results 11 to 20 of about 393,171 (263)
CoRR, 2022 17 pages, 11 figures, Score-based Method Workshop at 36th Conference on Neural Information Processing Systems (NeurIPS 2022)
Angus Phillips +5 more
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Discretized Diffusion Processes [PDF]
Physical Review Letters, 2000 4 pages 5 figure, to be published in ...
Ciliberti S. +4 more
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CoRR, 2022 23 pages, Proceedings of the 40th International Conference on Machine Learning, PMLR ...
Vincent Dutordoir +3 more
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On a symmetrization of diffusion processes [PDF]
Quantitative Finance, 2013 The latter author, together with collaborators, proposed a numerical scheme to calculate the price of barrier options. The scheme is based on a symmetrization of diffusion process. The present paper aims to give a mathematical credit to the use of the numerical scheme for Heston or SABR type stochastic volatility models.
Jiro Akahori, Yuri Imamura
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Energies, 2020 The development of portable electronic devices has greatly stimulated the need for miniaturized power sources. Planar supercapacitors are micro-scale electrochemical energy storage devices that can be integrated with other microelectronic devices on a ...
Evgeny P. Kitsyuk +2 more
doaj +1 more source
Dispersive Transport Described by the Generalized Fick Law with Different Fractional Operators
Fractal and Fractional, 2020 The approach based on fractional advection–diffusion equations provides an effective and meaningful tool to describe the dispersive transport of charge carriers in disordered semiconductors.
Renat T. Sibatov, HongGuang Sun
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Network Models and Simulation Analytics for Multi-scale Dynamics of Biological Invasions
Frontiers in Big Data, 2022 Globalization and climate change facilitate the spread and establishment of invasive species throughout the world via multiple pathways. These spread mechanisms can be effectively represented as diffusion processes on multi-scale, spatial networks.
Abhijin Adiga +6 more
doaj +1 more source
Variational Gaussian Process Diffusion Processes
CoRR, 2023 International Conference on Artificial Intelligence and Statistics (AISTATS ...
Prakhar Verma, Vincent Adam, Arno Solin
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Reaction-diffusion processes with nonlinear diffusion [PDF]
Physical Review E, 2012 We study reaction-diffusion processes with concentration-dependent diffusivity. First, we determine the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes. We then consider two natural inhomogeneous realizations.
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Perturbed Skew Diffusion Processes
Mathematics, 2023 This work investigates whether there uniquely exists a solution to the perturbed skew diffusion process. We construct the solution by iteration and divide the whole time interval into parts on which we disperse the perturbed skew diffusion process into ...
Yingxu Tian, Haoyan Zhang
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