Related papers: From minimal embeddings to minimal diffusions
We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…
We consider singularly perturbed boundary value problems with a simple interior turning point whose solutions exhibit an interior layer. These problems are discretised using higher order finite elements on layer-adapted piecewise…
We discuss the evaluation of the real part of the elementary amplitudes in the context of a multiple diffraction model for $pp$ elastic scattering earlier developed. The framework is based on the concepts of analyticity and polynomial…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…
For over a century diffraction theory has been thought to limit the resolution of focusing and imaging in the optical domain. The size of the smallest spot achievable is inversely proportional to the range of spatial wavevectors available.…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…
We define a simple model of conformal field theory in random space-time environments, which we refer to as stochastic conformal field theory. This model accounts for the effects of dilute random impurities in strongly interacting critical…
In this contribution, models of wireless channels are derived from the maximum entropy principle, for several cases where only limited information about the propagation environment is available. First, analytical models are derived for the…
A general topic of current interest is the analysis of diffusion problems in singularly perturbed domains with small interior targets or traps (the narrow capture problem). One major application is to intracellular diffusion, where the…
The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…
We prove upper and lower bounds on the minimal spherical dispersion, improving upon previous estimates obtained by Rote and Tichy [Spherical dispersion with an application to polygonal approximation of curves, Anz. \"Osterreich. Akad. Wiss.…
This article deals with topological assumptions under which the minimal volume entropy of a closed manifold $M$, and more generally of a finite simplicial complex $X$, vanishes or is positive. These topological conditions are expressed in…
Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…
Using analytical calculations and computer simulations we consider both the lateral diffusion of a membrane protein and the fluctuation spectrum of the membrane in which the protein is embedded. The membrane protein interacts with the…
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…