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A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…

Probability · Mathematics 2019-11-20 Xue-Mei Li

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

Statistical Mechanics · Physics 2009-11-11 Jean Pierre Boon , James F. Lutsko

We consider a convection-diffusion model with linear fractional diffusion in the sub-critical range. We prove that the large time asymptotic behavior of the solution is given by the unique entropy solution of the convective part of the…

Analysis of PDEs · Mathematics 2022-12-07 Liviu Ignat , Diana Stan

In this paper, we study the Gevrey regularity of weak solution for a class of linear and quasilinear Fokker-Planck equations.

Analysis of PDEs · Mathematics 2009-11-21 Hua Chen , Wei-Xi Li , Chao-Jiang Xu

Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…

Probability · Mathematics 2015-01-27 Xin Chen , Feng-Yu Wang , Jian Wang

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

We study ``nonlocal diffusion equations'' of the form \[ \partial_{t}\frac{d\rho_{t}}{d\pi}(x)+\int_{X}\left(\frac{d\rho_{t}}{d\pi}(x)-\frac{d\rho_{t}}{d\pi}(y)\right)\eta(x,y)d\pi(y)=0\qquad(\dagger) \] where $X$ is either $\mathbb{R}^{d}$…

Analysis of PDEs · Mathematics 2025-11-03 Andrew Warren

The aim of this work is to establish some cases of the Caffarelli-Kohn-Nirenberg inequalities on the Heisenberg group for the fractional Sobolev spaces. Here we work with the fractional Sobolev spaces as given by Adimurthi and Mallick in…

Analysis of PDEs · Mathematics 2024-03-27 Rama Rawat , Haripada Roy , Prosenjit Roy

We consider generalised Mehler semigroups and, assuming the existence of an associated invariant measure $\sigma$, we prove functional integral inequalities with respect to $\sigma$, such as logarithmic Sobolev and Poincar\'{e} type.…

Analysis of PDEs · Mathematics 2024-04-02 L. Angiuli , S. Ferrari , D. Pallara

We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…

Nuclear Theory · Physics 2007-05-23 Athanasios N. Petridis

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

We consider the numerical analysis of the time discretization of Feynman-Kac semigroups associated with diffusion processes. These semigroups naturally appear in several fields, such as large deviation theory, Diffusion Monte Carlo or…

Numerical Analysis · Mathematics 2019-05-03 Grégoire Ferré , Gabriel Stoltz

We prove $q$-super-Poincar\'e inequalities, $q \in [1, 2]$, for a class of exponential power type probability measures defined in terms of a norm in a number of subelliptic settings, primarily on stratified Lie groups but also in the…

Probability · Mathematics 2025-04-10 Yaozhong W. Qiu

Aim of this paper is to provide new characterizations of the curvature dimension condition in the context of metric measure spaces (X,d,m). On the geometric side, our new approach takes into account suitable weighted action functionals…

Analysis of PDEs · Mathematics 2020-02-12 Luigi Ambrosio , Andrea Mondino , Giuseppe Savaré

We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with mean-field interaction. Particularly, this class includes the so-called Quantum Fokker-Planck-Poisson…

Mathematical Physics · Physics 2009-11-10 Anton Arnold , Christof Sparber

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

Lower bounds for the R\'enyi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in…

Combinatorics · Mathematics 2021-10-20 Mokshay Madiman , Liyao Wang , Jae Oh Woo

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…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang

In this note we obtain gradient estimates for the heat semigroup on nonisotropic Heisenberg groups. More precisely, our aim is to get the H.-Q. Li inequality on nonisotropic Heisenberg groups, which is a generalization of the original…

Analysis of PDEs · Mathematics 2021-10-07 Ye Zhang