arXiv research

Classifies solitons for surface diffusion flow of graphs.

Surface diffusion and mean curvature flows converge to stable critical sets in flat tori.

Paper proves existence of solutions for complex surface diffusion equation.

Generative diffusion models forecast implied vol surfaces without arbitrage issues.

For general varifolds in Euclidean space, we prove an isoperimetric inequality, adapt the basic theory of generalised weakly differentiable functions, and obtain several Sobolev type inequalities. We thereby intend to facilitate the use of varifold theory in the study of diffused surfaces.

Analyzed geometric and diffusion properties of a coupled system.

DYffusion improves diffusion models for spatiotemporal forecasting.

We consider closed immersed hypersurfaces in $\R^3$ and $\R^4$ evolving by a special class of constrained surface diffusion flows. This class of constrained flows includes the classical surface diffusion flow. In this paper we present a Lifespan Theorem for these flows, which gives a positive lower bound on the time fo…

In this paper we establish a general form of the isoperimetric inequality for immersed closed curves (possibly non-convex) in the plane under rotational symmetry. As an application we obtain a global existence result for the surface diffusion flow, providing that an initial curve is $H^2$-close to a multiply covered ci…

We consider closed immersed hypersurfaces evolving by surface diffusion flow, and perform an analysis based on local and global integral estimates. First we show that a properly immersed stationary (ΔH \equiv 0) hypersurface in \R^3 or \R^4 with restricted growth of the curvature at infinity and small total tracefree c…

Study shows how heat leaks from material sets in low diffusivity scenarios.

We consider a one-parameter family of Grushin-type singularities on surfaces, and discuss the possible diffusions that extend Brownian motion to the singularity. This gives a quick proof and clear intuition for the fact that heat can only cross the singularity for an intermediate range of the parameter. When crossing i…

We consider closed immersed hypersurfaces in $\R^{3}$ and $\R^4$ evolving by a class of constrained surface diffusion flows. Our result, similar to earlier results for the Willmore flow, gives both a positive lower bound on the time for which a smooth solution exists, and a small upper bound on a power of the total cur…

In this article we investigate the dynamics of special solutions to the surface diffusion flow of idealised ribbons. This equation reduces to studying the curve diffusion flow for the profile curve of the ribbon. We provide: (1) a complete classification of stationary solutions; (2) qualitative results on shrinkers, tr…

We prove the sharp local L^1 - L^\infty smoothing estimate for the logarithmic fast diffusion equation, or equivalently, for the Ricci flow on surfaces. Our estimate almost instantly implies an improvement of the known L^p - L^\infty estimate for p larger than 1. It also has several applications in geometry, providing …

In this paper we construct a parametrization-free embedding technique for numerically evolving reaction-diffusion PDEs defined on algebraic curves that possess an isolated singularity. In our approach, we first desingularize the curve by appealing to techniques from algebraic geometry. We create a family of smooth curv…

DELIMIT is a framework extension for deep learning in diffusion imaging, which extends the basic framework PyTorch towards spherical signals. Based on several novel layers, deep learning can be applied to spherical diffusion imaging data in a very convenient way. First, two spherical harmonic interpolation layers are a…

We analyze geometrical structures necessary to represent bulk and surface interactions of standard and substructural nature in complex bodies. Our attention is mainly focused on the influence of diffuse interfaces on sharp discontinuity surfaces. In analyzing this phenomenon, we prove the covariance of surface balances…

New method uses QMC and deep learning for accurate diffusivity in random domains.

LION generates high-quality 3D shapes using hierarchical latent diffusion models.

Recent results on ergodic theory for Riemann surface laminations and foliations.

Self-similar solutions to geometric flows are stable under small perturbations.

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

Predicts solar dynamics with diffusion models, improving long-range dependencies.

In this paper, we are concerned with the problem of creating flattening maps of simply-connected open surfaces in $\mathbb{R}^3$. Using a natural principle of density diffusion in physics, we propose an effective algorithm for computing density-equalizing flattening maps with any prescribed density distribution. By var…

The paper proposes a new method to calibrate option pricing models that accurately match both volatility surfaces and variance term structures.

We create consistent option surfaces without arbitrage.

We use tools from $n$-dimensional Brownian motion in conjunction with the Feynman-Kac formulation of heat diffusion to study nodal geometry on a compact Riemannian manifold $M$. On one hand we extend a theorem of Lieb and prove that any nodal domain $Ω_λ$ almost fully contains a ball of radius $\sim \frac{1}{\sqrtλ}$. …

Studying SGD on deep neural networks using diffusion maps.

New attack recovers user-level information from large batch images.

A new method relaxes molecules without needing non-equilibrium data.

We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techniques, developed by Bouleau, to hedging procedures in order to compute the sensitivities of SDE trajectories with respect…

We study the effect of parameter uncertainty on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, using methods from the theory of Dirichlet forms. We apply these techniques to hedging procedures in order to compute the sensitivity of SDE trajectories with respect to parameter …

We present a detailed analysis and implementation of a splitting strategy to identify simultaneously the local-volatility surface and the jump-size distribution from quoted European prices. The underlying model consists of a jump-diffusion driven asset with time and price dependent volatility. Our approach uses a forwa…

Unified kernel for prediction markets reduces belief variance forecast error.

The paper extends option pricing theory for markets with informed traders.

We study perturbations of the Allen-Cahn equation and prove the convergence to forced mean curvature flow in the sharp interface limit. We allow for perturbations that are square-integrable with respect to the diffuse surface area measure. We give a suitable generalized formulation for forced mean curvature flow and ap…

Motivated by marginals-mimicking results for Itô processes via SDEs and by their applications to volatility modeling in finance, we discuss the weak convergence of the law of a hypoelliptic diffusions conditioned to belong to a target affine subspace at final time, namely $\mathcal{L}(Z_t|Y_t = y)$ if $X_{\cdot}=(Y_\cd…

Automates learning of multivariate diffusions for generative models.

Masking diffusion outperforms other discrete diffusion models by incorporating jump times into the model.

Diffusion-GAN uses diffusion to improve GAN training stability and realism.

It is the purpose of this article to establish a technical tool to study regularity of solutions to parabolic equations on manifolds. As applications of this technique, we prove that solutions to the Ricci-DeTurck flow, the surface diffusion flow and the mean curvature flow enjoy joint analyticity in time and space, an…

New blurring diffusion models bridge heat dissipation and denoising.

Developed an ellipsoidal density-equalizing map for genus-0 closed surfaces.

Study mass transport in low-diffusivity using Lagrangian coordinates.

New method tackles video inverse problems using image diffusion models.

Diffusion models generate new samples with active guidance, but theory is limited.

Unified framework for multi-view diffusion geometries using intertwined diffusion trajectories.