Related papers: An averaging principle for diffusions in foliated …
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $\alpha$-stable process, where $\alpha\in(1,2)$. Using the technique of Poisson equation, the orders of strong…
We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…
By examining two counterexamples to the existing theory, it is shown, with mathematical rigor, that as far as scattered particles are concerned the true distribution function is in principle not determinable (indeterminacy principle or…
This paper completes the foundations of neatly integrable normal distribution theory on manifolds with boundary. Normal distributions are those which contain vectors transverse to the boundary along its entirety. The theory is observed to…
This article concerns a systemic manifestation of small scale interfacial heterogeneities in large scale quantities of interest to a variety of diverse applications spanning the earth, biological and ecological sciences. Beginning with…
We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
In this paper we show that all infinite trees which have bounded coordination and whose surface is negligible with respect to the volume in the limit of large distances (so that they can be embedded in a finite-dimensional euclidean space)…
We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…
This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…
We consider the two-dimensional advection-diffusion equation on a bounded domain subject to either Dirichlet or von Neumann boundary conditions and study both time-independent and time-periodic cases involving Liouville integrable…
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…
The diffusion model has shown remarkable success in computer vision, but it remains unclear whether the ODE-based probability flow or the SDE-based diffusion model is more superior and under what circumstances. Comparing the two is…
The method of continuous averaging can be regarded as a combination of the Lie method, where a change of coordinates is constructed as a shift along solutions of a differential equation and the Neishtadt method, well-known in perturbation…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…
We describe a very general abstract form of sieve based on a large sieve inequality which generalizes both the classical sieve inequality of Montgomery (and its higher-dimensional variants), and our recent sieve for Frobenius over function…