Related papers: A Class of infinite dimensional stochastic Process…
Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t(x))$ is a diffusion process satisfying the stochastic differential equation with diffusion and drift coefficients $\sigma: \R^n\to \R^n\otimes \R^d$, $b: \R^n\to…
Score-based diffusion models have recently been extended to infinite-dimensional function spaces, with uses such as inverse problems arising from partial differential equations. In the Bayesian formulation of inverse problems, the aim is to…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…
This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…
In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…
The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…
In this paper we carry out analysis and geometry for a class of infinite dimensional manifolds, namely, compound configuration spaces as a natural generalization of the work \cite{AKR97}. More precisely a differential geometry is…
We introduce a framework for designing efficient diffusion models for $d$-dimensional symmetric-space Riemannian manifolds, including the torus, sphere, special orthogonal group and unitary group. Existing manifold diffusion models often…
We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…
Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…
Some preliminaries and basic facts regarding unbounded Wiener-Hopf operators (WH) are provided. WH with rational symbols are studied in detail showing that they are densely defined closed and have finite dimensional kernels and deficiency…
The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…
Some little considerations concerning the application of the Theory of Dirichlet Forms to stocastic variational principle on riemannian manifolds are performed
We recover the Riemannian gradient of a given function defined on interior points of a Riemannian submanifold in the Euclidean space based on a sample of function evaluations at points in the submanifold. This approach is based on the…
We consider in this paper an area functional defined on submanifolds of fixed degree immersed into a graded manifold equipped with a Riemannian metric. Since the expression of this area depends on the degree, not all variations are…
The problem of diffraction by a Dirichlet quarter-plane (a flat cone) in a 3D space is studied. The Wiener-Hopf equation for this case is derived and involves two unknown (spectral) functions depending on two complex variables. The aim of…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
We start by revisiting the derivation of the variational formulae for the functional assigning to a bounded regular domain in a Riemannian manifold its first Dirichlet eigenvalue and extend it to (not necessarily bounded) domains in certain…
In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim…
The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…