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Catalytically active macromolecules are envisioned as key building blocks in development of artificial nanomotors. However, theory and experiments report conflicting findings regarding their dynamics. The lack of consensus is mostly caused…
We consider positive radial decreasing blow-up solutions of the semilinear heat equation \begin{equation*} u_t-\Delta u=f(u):=e^{u}L(e^{u}),\quad x\in \Omega,\ t>0, \end{equation*} where $\Omega=\mathbb{R}^n$ or $\Omega=B_R$ and $L$ is a…
Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…
We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…
When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
An equation describing the irreversible evolution of the local density of a continuous medium without involving any statistical hypotheses and assumptions is derived. The derivation is based on the smoothing of the microscopic dynamic…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
The notions of generating sets of conservation laws of systems of differential equations with respect to symmetry groups and equivalence groups are introduced and applied. This allows us to generalize essentially the procedure of finding…
We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the…
The canonical Evans--Majumdar model for diffusion with stochastic resetting to the origin assumes that resetting takes zero time: upon resetting the diffusing particle is teleported back to the origin to start its motion anew. However, in…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…
In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…
In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space on the one hand, and processes which typically occur in…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…