Related papers: Transportation cost inequalities for diffusions un…
Disordered systems have grown in importance in the past decades, with similar phenomena manifesting themselves in many different physical systems. Because of the difficulty of the topic, theoretical progress has mostly emerged from…
By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the $L^2$ distances on the global free path space, are established for the segment process…
We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…
We observe that the appearance of two transport relaxation times in the various transport coefficients of cuprate metals may be understood in terms of scattering processes that discriminate between currents that are even, or odd under the…
We introduce $p$-uniformity to characterize the scaling of density fluctuations in spatial random systems in $\mathbb{R}^d$, ranging from hyperfluctuation to stealthy hyperuniformity. Our central theorem establishes sufficient conditions to…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
The isospin diffusion and other irreversible phenomena are discussed for a two-component nuclear Fermi system. The set of Boltzmann transport equations, such as employed for reactions, are linearized, for weak deviations of a system from…
Taking as starting point the approach to the divergence operator on weighted graphs, we give a notion of divergence associated to transport coupling and coupled measures on locally compact Hausdorff spaces. We consider the induced Laplacian…
Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention,…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…
We introduce a simple model of diffusive jump process where a fee is charged for each jump. The nonlinear cost function is such that slow jumps incur a flat fee, while for fast jumps the cost is proportional to the velocity of the jump. The…
This work derives the Navier--Stokes hydrodynamic equations for a model of a confined, quasi-two-dimensional, $s$-component mixture of inelastic, smooth, hard spheres. Using the inelastic version of the revised Enskog theory, macroscopic…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
Since spin and charge are both carried by electrons (or holes) in a solid, it is natural to assume that charge and spin diffusion coefficients will be the same. Drift-diffusion models of spin transport typically assume so. Here, we show…
We prove new Lipschitz properties for transport maps along heat flows, constructed by Kim and Milman. For (semi)-log-concave measures and Gaussian mixtures, our bounds have several applications: eigenvalues comparisons, dimensional…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Recent progress in measuring the transport properties of individual molecules has triggered a substantial demand for {\it ab initio} transport calculations. Even though program packages are commercially available and placed on custom…