Ordered Diffusion Kernels

DOI10.48550/arXiv.2608.18019MaRDI QIDQ7284904arXivFDO

Authors Atiyo Ghosh, Vahid Shahrezaei, Jack H. Soulsby, Andreas C. S. Jørgensen

Publication date 18 August 2026

Published in arXiv

Tldr We introduce Ordered Diffusion Kernels (ODKs) as local kernels that approximate the infinitesimal generator of an arbitrary Itô Stochastic Differential Equation (SDE), using ordering functions to infer advection without coupling it with diffusion.

Full work available at URL https://doi.org/10.48550/arXiv.2608.18019

arXiv classification

math.DSmath.NA

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