Related papers: Coupling by reflection of diffusion processes via …
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
In this paper, we extend the idea of "geometric reconstruction" to couple a nonlocal diffusion model directly with the classical local diffusion in one dimensional space. This new coupling framework removes interfacial inconsistency,…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…
The present work deals with the derivation of corrector estimates for the two-scale homogenization of a thermo-diffusion model with weak thermal coupling posed in a heterogeneous medium endowed with periodically arranged high-contrast…
In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…
The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
Advection-diffusion coupling can enhance particle and solute dispersion by orders of magnitude as compared to pure diffusion, with a steady state being reached for confined flow regions such as a nanopore or blood vessel. Here, by using…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
We characterize the conjugate linearized Ricci flow and the associated backward heat kernel on closed three--manifolds of bounded geometry. We discuss their properties, and introduce the notion of Ricci flow conjugated constraint sets which…
We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We study enhancement of diffusive mixing on a compact Riemannian manifold by a fast incompressible flow. Our main result is a sharp description of the class of flows that make the deviation of the solution from its average arbitrarily small…
Mixing describes the process by which solutes evolve from an initial heterogeneous state to uniformity under the stirring action of a fluid flow. Fluid stretching forms thin scalar lamellae which coalesce due to molecular diffusion. Owing…
In this paper, we extend the theory of Ricci flows satisfying a Type-I scalar curvature condition at a finite-time singularity. In [Bam16], Bamler showed that a Type-I rescaling procedure will produce a singular shrinking gradient Ricci…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
In this paper we study the Ricci flow on surfaces homeomorphic to a cylinder (that is, a product of the circle with a compact interval). We prove longtime existence results, results on the asymptotic behavior of the flow, and we report on…
We discuss a natural form of Ricci--flow conjugation between two distinct general relativistic data sets given on a compact $n\geq 3$-dimensional manifold $\Sigma$. We establish the existence of the relevant entropy functionals for the…
We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…