Related papers: Volume growth, Comparison theorem and Escape Rate …

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

We investigate the escape dynamics of the doubling map with a time-periodic hole. We use Ulam's method to calculate the escape rate as a function of the control parameters. We consider two cases, oscillating or breathing holes, where the…

Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic…

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…

We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

We consider a discrete model of population with interaction where the birth and death rates are non linear functions of the population size. After proceeding to renormalization of the model parameters, we obtain in the limit of large…

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

This paper is concerned with the construction of a fast algorithm for computing the maximum speed of propagation in the Riemann solution for the Euler system of gas dynamics with the co-volume equation of state. The novelty in the algorithm…

We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…

We investigate by direct numerical simulations the flow that rising bubbles cause in an originally quiescent fluid. We employ the Eulerian-Lagrangian method with two-way coupling and periodic boundary conditions. In order to be able to…

A horizontal $N$-dimensional plane, having a diffusion of its own, exchanges with the lower half space. There, a reaction-diffusion process, modelled by a free boundary problem, takes place. We wish to understand whether, and how, the free…

Since the early work of Hagen in 1852 and Beverloo et al. in 1961, the flow rate of granular material discharging through a circular orifice from a silo has been described by means of dimensional analysis and experimental fits, and…

We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…

Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…

For suspensions of permeable particles, the short-time translational and rotational self-diffusion coefficients, and collective diffusion and sedimentation coefficients are evaluated theoretically. An individual particle is modeled as a…