Related papers: Coupling by reflection of diffusion processes via …
In this paper, we utilize event-triggered coupling configuration to realize synchronization of linearly coupled dynamical systems. Here, the diffusion couplings are set up from the latest observations of the nodes of its neighborhood and…
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
This article proves that, in terms of local times, the rescaled and recentered cover times of finite subsets of the discrete cylinder by simple random walk converge in law to the Gumbel distribution, as the cardinality of the set goes to…
We simplify and improve the curvature estimates in the paper: On the conditions to extend Ricci flow(II). Furthermore, we develop some volume estimates for the Ricci flow with bounded scalar curvature. These estimates can be applied to…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
We estimate the heat kernel on a closed Riemannian manifold $M$, with $dim(M)\geq 3$, evolving under the Ricci-harmonic map flow and the result depends on some constants arising from a Sobolev imbedding theorem. In a special case, when the…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
Incompressible flows can be effective mixers by appropriately advecting a passive tracer to produce small filamentation length scales. In addition, diffusion is generally perceived as beneficial to mixing due to its ability to homogenise a…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
We study the diffusion of a Brownian particle quadratically coupled to a thermally fluctuating field. In the weak coupling limit, a path-integral formulation allows to compute the effective diffusion coefficient in the cases of an active…
In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor,…