Related papers: Self-repelling diffusions via an infinite dimensio…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
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…
Dynamical properties of a few ultra-cold fermions confined in a double-well potential is studied. We show that the dynamics, which is governed by single-particle tunnelings for vanishing interactions, is completely different for strong…
We study how the resolvent-family of a diffusion behaves, as thedrift grows to infinity. The limit turns out to be a selfadjoint pseudo-resolvent.After reduction of the underlying Hilbert-space, this pseudo-resolvent becomesa resolvent to a…
We study the repulsive polaron problem in a two-component two-dimensional system of fermionic atoms. We use two different interaction models: a short-range (hard-disk) potential and a dipolar potential. In our approach, all the atoms have…
In this paper we consider a one-dimensional reaction-diffusion model with piecewise continuous reaction term that describes propagation of autoignition fronts in reactive co-flow jets in a certain parametric regime. The model is reduced to…
We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)d{s} \right) d{t} +…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
We study a class of $d$-dimensional random walks, including the two-dimensional simple random walk, reweighted by a self-repelling Gibbsian pair potential. We prove lower bounds on the diffusion constant for short-range interactions, and…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…
Considering a singularly perturbed convection-diffusion problem, we present an analysis for a superconvergence result using pointwise interpolation of Gau{\ss}-Lobatto type for higher-order streamline diffusion FEM. We show a useful…
We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…