Related papers: Onsager-Machlup functional for uniformly elliptic …

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large…

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

In this paper we study $n$-dimensional Ricci flows $(M^n,g(t))_{t\in [0,T)},$ where $T< \infty$ is a potentially singular time, and for which the spatial $L^p$ norm, $p>\frac n 2$, of the scalar curvature is uniformly bounded on $[0,T).$ In…

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…

We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be…

This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

We develop a technique of multiple scale asymptotic expansions along mean flows and a corresponding notion of weak multiple scale convergence. These are applied to homogenize convection dominated parabolic equations with rapidly…

This paper is devoted to the homogenization of Shr\"odinger type equations with periodically oscillating coefficients of the diffusion term, and a rapidly oscillating periodic time-dependent potential. One convergence theorem is proved and…

We studied the self-diffusion of colloidal ellipsoids in a monolayer near a flat wall by video microscopy. The image processing algorithm can track the positions and orientations of ellipsoids with sub-pixel resolution. The translational…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

We consider the low Mach number limit problem of the Euler equations for isentropic fluids in the analytic spaces. We prove that, given general analytic initial data, the solution is uniformly bounded on a time interval independent of the…

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

We use Ulam's method to provide rigorous approximation of diffusion coefficients for uniformly expanding maps. An algorithm is provided and its implementation is illustrated using Lanford's map.

This article continues our previous study of generalized Forchheimer flows in heterogeneous porous media. Such flows are used to account for deviations from Darcy's law. In heterogeneous media, the derived nonlinear partial differential…

This paper collects results concerning global rates and large time asymptotics of a fractional fast diffusion on the Euclidean space, which is deeply related with a family of fractional Gagliardo-Nirenberg-Sobolev inequalities. Generically,…

We consider elliptic diffusion problems with a random anisotropic diffusion coefficient, where, in a notable direction given by a random vector field, the diffusion strength differs from the diffusion strength perpendicular to this notable…

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…