Related papers: Coupling by reflection of diffusion processes via …
We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
In this article, we introduce a $2$-parameter family of affine connections and derive the Ricci curvature. We first establish an integral Bochner technique. On one hand, this technique yields a new proof to our recent work in \cite{LX} for…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
We prove a comparison theorem for the compact surfaces with negative Euler characteristic via the Ricci flow.
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffusions. We focus on the simplest case of Kolmogorov diffusion (Brownian motion together with its time integral, or, slightly more generally,…
We give a scheme of using the coupling method to obtain strong bounds for the convergence rate of the distribution of the backward renewal process in the total variation distance. This scheme can be applied to a wide class of regenerative…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
We propose a method to couple local and nonlocal diffusion models. By inheriting desirable properties such as patch tests, asymptotic compatibility and unintrusiveness from related splice and optimization-based coupling schemes, it enables…
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…
We investigate a new geometric flow which consists of a coupled system of the Ricci flow on a closed manifold M with the harmonic map flow of a map phi from M to some closed target manifold N with a (possibly time-dependent) positive…
Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…
The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We consider the inverse scattering problem associated with any number of interacting modes in one-dimensional structures. The coupling between the modes is contradirectional in addition to codirectional, and may be distributed continuously…
In the following work, an attempt to conciliate the Ricci flow conjecture and the Cobordism conjecture, stated as refinements of the Swampland distance conjecture and of the No global symmetries conjecture respectively, is presented. This…
We sharpen a gap theorem of Chan & Lee for nonnegative Ricci curvature manifolds that have positive asymptotic volume ratio and small enough scale-invariant integral curvature (so-called "curvature concentration"), by showing that the…
We find a local solution to the Ricci flow equation under a negative lower bound for many known curvature conditions. The flow exists for a uniform amount of time, during which the curvature stays bounded below by a controllable negative…
We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…