Related papers: A pathwise approach to relativistic diffusions
We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…
We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…
Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study
We consider the linear field-road system, a model for fast diffusion channels in population dynamics and ecology. This system takes the form of a system of PDEs set on domains of different dimensions, with exchange boundary conditions.…
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We study the filtering and smoothing problem for continuous-time linear Gaussian systems. While classical approaches such as the Kalman-Bucy filter and the Rauch-Tung-Striebel (RTS) smoother provide recursive formulas for the conditional…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We study the velocity of travelling waves of a reaction-diffusion system coupling a standard reaction-diffusion equation in a strip with a one-dimensional diffusion equation on a line. We show that it grows like the square root of the…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
Recently, classical results on completeness of trajectories of Hamiltonian systems obtained at the beginning of the seventies, have been revisited, improved and applied to Lorentzian Geometry. Our aim here is threefold: to give explicit…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
We show that Kompaneetz equation describing photon diffusion in an environment of an electron gas, when linearized around its equilibrium distribution, coincides with the relativistic diffusion discussed in recent publications. The model of…
We define and study on Lorentz manifolds a family of covariant diffusions in which the quadratic variation is locally determined by the curvature. This allows the interpretation of the diffusion effect on a particle by its interaction with…
Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…
The Lorentz gas is a billiard model involving a point particle diffusing deterministically in a periodic array of convex scatterers. In the two dimensional finite horizon case, in which all trajectories involve collisions with the…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…