Related papers: Discrete approximations to local times for reflect…
The local behavior of the lowest order boundary element method on quasi-uniform meshes for Symm's integral equation and the stabilized hyper-singular integral equation on polygonal/polyhedral Lipschitz domains is analyzed. We prove local a…
Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…
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…
The propagator of the discrete Schr\"odinger equation is computed and its properties are revealed through a Feynman path summation in discrete space. Initial data problems such as diffraction in discrete space and continuous time are…
For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
It is shown that discrete-time quantum walks can be used to digitize, i.e., to time discretize fermionic models of continuous-time lattice gauge theory. The resulting discrete-time dynamics is thus not only manifestly unitary, but also…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…
Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount…
We investigate the boundary local time on polygonal boundaries such as finite generations of the Koch snowflake. To reveal the role of angles, we first focus on wedges and obtain the mean boundary local time, its variance, and the…
Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…
We give refined estimates for the discrete time and continuous time versions of some basic random walks on the symmetric and alternating groups $S_n$ and $A_n$. We consider the following models: random transposition, transpose top with…
We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…