Related papers: Onsager-Machlup functional for uniformly elliptic …
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…
In this paper, we discuss dissipation process of the binary mixture gas in the thermally relativistic flow \textcolor{red}{by focusing on the characteristics of the diffusion flux}. As an analytical object, we consider the relativistic…
In this survey we review Hamilton's entropy and Perelman's entropy, and provide motivations for these concepts. Then we review recent results on the logarithmic Sobolev inequality, the Sobolev inequalities and kappa-noncollapsing estimates…
This paper concerns the reconstruction of a diffusion coefficient in an elliptic equation from knowledge of several power densities. The power density is the product of the diffusion coefficient with the square of the modulus of the…
Inspired by the construction of the F{\"o}llmer process, we construct a unit-time flow on the Euclidean space, termed the F{\"o}llmer flow, whose flow map at time 1 pushes forward a standard Gaussian measure onto a general target measure.…
This paper proposes a simple mathematical model of non-stationary and non-linear stochastic dynamics, which approximates a (globally) non-stationary and non-linear stochastic process by its locally (or \emph{"piecewise"}) stationary…
This paper concerns the reconstruction of a scalar diffusion coefficient $\sigma(x)$ from redundant functionals of the form $H_i(x)=\sigma^{2\alpha}(x)|\nabla u_i|^2(x)$ where $\alpha\in\Rm$ and $u_i$ is a solution of the elliptic problem…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…
Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…
This work is concerned with homogenization problems for elliptic equations of the type \[ \begin{cases} \mathfrak{L}_{\delta} u_{\delta} + \lambda u_{\delta} = f_{\delta} \qquad \text{in} \;\; D, \\ \qquad \quad \;\, u = 0 \qquad \,…
We study fluids of hard rods in the vicinity of hard spherical and cylindrical surfaces at densities below the isotropic-nematic transition. The Onsager second virial approximation is applied, which is known to yield exact results for the…
Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…
We derive uniform concentration inequalities for continuous-time analogues of empirical processes and related stochastic integrals of scalar ergodic diffusion processes. Thereby, we lay the foundation typically required for the study of…
In the present contribution we establish quantitative results on the periodic approximation of the corrector equation for the stochastic homogenization of linear elliptic equations in divergence form, when the diffusion coefficients satisfy…
Given a metric measure space $M:=(X,d,\mu)$ the Onsager-Machlup (OM) functional is a real valued function that has been seen as a generalized notion of a probability density function. The effect of reweighting the measure on OM functionals…
The variational principle of the Onsager-Machlup integral is used to describe the stochastic dynamics of a micromachine, such as an enzyme, characterized by odd elasticity. The obtained most probable path is found to become non-reciprocal…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…