Related papers: Tube estimates for diffusion processes under a wea…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…
The diffusion of particles in confining walls forming a tube is discussed. Such a transport phenomenon is observed in biological cells and porous media. We consider the case in which the tube is winding with curvature and torsion, and the…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
We study the discrete nonlinear Schr\"oinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved, but on the other,…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…
We present a study of sound wave propagation in a time dependent random medium and an application to imaging. The medium is modeled by small temporal and spatial random fluctuations in the wave speed and density, and it moves due to an…
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
The transport properties of disordered systems are known to depend critically on dimensionality. We study the diffusion coefficient of a quantum particle confined to a lattice on the surface of a tube, where it scales between the 1D and 2D…
In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…
Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…
We study a lattice model for the spreading of fluid films, which are a few molecular layers thick, in narrow channels with inert lateral walls. We focus on systems connected to two particle reservoirs at different chemical potentials,…
Diffusion models indirectly estimate the probability density over a data space, which can be used to study its structure. In this work, we show that geodesics can be computed in diffusion latent space, where the norm induced by the…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…