In some, but certainly not all power supply circuits, capacitors can be found in parallel with the rectifier diodes.
Just search like this
To find some examples
For AC transformer secondary rectification the capacitors are usually in the range 10nF to 100nF.
And for diodes on the secondary side of a switching power supply, 220pf or so is not uncommon.
What's the purpose of these capacitors?
My guess is that they are either part of an EMC filter or they are expected to reduce noise caused by diode switching. Or is there some other reason? And can the optimum capacitor value be determined by calculation or simulation? Or is it done by either guesswork or experiment?