Related papers: A pathwise approach to relativistic diffusions
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
The virial theorem is established in the framework of resolution-scale relativity for stochastic dynamics characterized by a diffusion constant D. It only relies on a simple time average just like the classical virial theorem, while the…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
We consider the road-field reaction-diffusion model introduced by Berestycki, Roquejoffre, and Rossi. By performing a "thin-front limit," we are able to deduce a Hamilton-Jacobi equation with a suitable effective Hamiltonian on the road…
We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
The Lorentz gas, a point particle making mirror-like reflections from an extended collection of scatterers, has been a useful model of deterministic diffusion and related statistical properties for over a century. This survey summarises…
We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…
In my textbook on Quantum Field Theory \cite{tpqft} and in a recent paper \cite{tpejc2018}, I advocated a lattice regularization procedure for defining the path integral for the relativistic particle, using the non-quadratic action…