Related papers: An invariance principle to Ferrari-Spohn diffusion…
For inversion-symmetric topological insulators and superconductors characterized by ${\mathbb Z}_{2}$ topological invariants, two scaling schemes are proposed to judge topological phase transitions driven by an energy parameter. The scaling…
In this paper we introduce a new functional invariant of discrete time dynamical systems -- the so-called t-entropy. The main result is that this t-entropy is the Legendre dual functional to the logarithm of the spectral radius of the…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
A linear stability analysis is performed on a tilted parallel wake in a strongly stratified fluid at low Reynolds numbers. A particular emphasis of the present study is given to the understanding of the low-Froude-number mode observed by…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…
Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
We generalize Einstein's master equation for random walk processes by considering that the probability for a particle at position $r$ to make a jump of length $j$ lattice sites, $P_j(r)$ is a functional of the particle distribution function…
This paper is concerned with the inverse problem on determining an orbit of the moving source in a fractional diffusion(-wave) equations in a connected bounded domain of $\mathbb R^d$ or in the whole space $\mathbb R^d$. Based on a newly…
In this work we investigate an inverse coefficient problem for the one-dimensional subdiffusion model, which involves a Caputo fractional derivative in time. The inverse problem is to determine two coefficients and multiple parameters (the…
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo…
Diffusion models have recently achieved remarkable success in generative modeling, yet they are commonly formulated as black-box stochastic systems with limited interpretability and few structural guarantees. In this paper, we establish a…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $\lambda'\ge 0$…
In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…
Inverse problems of recovering space-dependent parameters, e.g., initial condition, space-dependent source or potential coefficient, in a subdiffusion model from the terminal observation have been extensively studied in recent years.…