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Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…
Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
We establish two integral variational principles for the spreading speed of the one dimensional reaction diffusion equation with Stefan boundary conditions. The first principle is valid for monostable reaction terms and the second principle…
Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
We derive the incompressible Euler equations with heat convection with the no-penetration boundary condition from the Boltzmann equation with the diffuse boundary in the hydrodynamic limit for the scale of large Reynold number. Inspired by…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…
We show that the Nernst-Planck-Euler system, which models ionic electrodiffusion in fluids, has global strong solutions for arbitrarily large data in the two dimensional bounded domains. The assumption on species is either there are two…
We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…
In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $\partial_t u = \text{div}(k(x)\nabla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x)\nabla G(u)\cdot \nu =…
Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required.…
We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…
A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…
The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries…