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We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…

Functional Analysis · Mathematics 2014-05-14 Matthias Keller , Daniel Lenz , Marcel Schmidt , Melchior Wirth

Score-based generative models, which transform noise into data by learning to reverse a diffusion process, have become a cornerstone of modern generative AI. This paper contributes to establishing theoretical guarantees for the probability…

Machine Learning · Statistics 2025-02-03 Jiaqi Tang , Yuling Yan

For a piecewise linear version of the periodic map with anomalous diffusion, the evolution of statistical averages of a class of observables with respect to piecewise constant initial densities is investigated and generalized eigenfunctions…

Chaotic Dynamics · Physics 2009-11-10 S. Tasaki , P. Gaspard

We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…

Analysis of PDEs · Mathematics 2017-05-12 Young-Pil Choi , Samir Salem

We consider the simple random walk on the (unique) infinite cluster of super-critical bond percolation in $\Z^d$ with $d\ge2$. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to…

Probability · Mathematics 2007-05-23 Noam Berger , Marek Biskup

This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…

Probability · Mathematics 2019-09-11 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized $L^p$ spaces. Using Zvonkin's transformation and estimates for solutions to Kolmogorov equations, we prove…

Probability · Mathematics 2022-10-27 Mengyu Cheng , Zimo Hao , Michael Röckner

We generalize classical dispersion theory for a passive scalar to derive an asymptotic long-time convection-diffusion equation for a solute suspended in a wide, structured channel and subject to a steady low-Reynolds-number shear flow. Our…

Fluid Dynamics · Physics 2023-05-03 James V. Roggeveen , Howard A. Stone , Christina Kurzthaler

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

We examine the heterogeneous responses of individual nodes in sparse networks to the random removal of a fraction of edges. Using the message-passing formulation of percolation, we discover considerable variation across the network in the…

Statistical Mechanics · Physics 2017-09-13 Reimer Kuehn , Tim Rogers

We develop a theory that accurately evaluates quantum phases with any large-scale emergent structures including incommensurate density waves or topological textures without {\it a priori} knowing their periodicity. We spatially deform a…

Strongly Correlated Electrons · Physics 2023-04-18 Masataka Kawano , Chisa Hotta

This paper is devoted to study the wave propagation and its stability for a class of two-component discrete diffusive systems. We first establish the existence of positive monotone monostable traveling wave fronts. Then, applying the…

Dynamical Systems · Mathematics 2020-12-02 Zhixian Yu , Yuji Wan , Cheng-Hsiung Hsu

Disordered nanostructures are commonly encountered in many nanophotonic systems, from colloid dispersions for sensing, to heterostructured photocatalysts. Randomness, however, imposes severe challenges for nanophotonics modeling, often…

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a…

Probability · Mathematics 2008-05-05 Sandra Cerrai

Shub & Wilkinson and Ruelle & Wilkinson studied a class of volume preserving diffeomorphisms on the three dimensional torus that are stably ergodic. The diffeomorphisms are partially hyperbolic and admit an invariant central foliation of…

Dynamical Systems · Mathematics 2016-10-04 Ale Jan Homburg

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

Dynamical Systems · Mathematics 2024-09-06 Anna Maria Cherubini , Marian Gidea

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

Analysis of PDEs · Mathematics 2021-08-26 Noufel Frikha , Paul-Eric Chaudru de Raynal

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…

Probability · Mathematics 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie
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