Related papers: Transportation-cost inequalities for diffusions dr…
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like…
We show that the well-known Langevin equation, modeling the Brownian motion and leading to a Gaussian stationary distribution of the corresponding Fokker-Planck equation, is changed by the smallest multiplicative noise. This leads to a…
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…
Let $G$ be a countable discrete group with an orthogonal representation $\alpha$ on a real Hilbert space $H$. We prove $L_p$ Poincar\'e inequalities for the group measure space $L_\infty(\Omega_H,\gamma)\rtimes G$, where both the group…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
This is the second in the series of papers on transport phenomena along random rough surfaces. We apply our simple general approach\cite{r1} to transport in very narrow channels, when the particles wavelength is comparable to the width of…
We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
In this work, we derived a transport equation based on a generalized equation of time-dependent generator coordinate method (TDGCM) under the Gaussian overlap approximation (GOA). The transport equation is obtained by using…
The transport coefficients of a granular binary mixture driven by a stochastic bath with friction are determined from the inelastic Boltzmann kinetic equation. A normal solution is obtained via the Chapman-Enskog method for states near…
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…
We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…
The main tool for stochastic calculus with respect to a multidimensional process $B$ with small H\"older regularity index is rough path theory. Once $B$ has been lifted to a rough path, a stochastic calculus -- as well as solutions to…
A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…