Related papers: Probabilistic tractography, Path Integrals and the…
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…
Aims. The process of pitch-angle isotropization is important for many applications ranging from diffusive shock acceleration to large-scale cosmic-ray transport. Here, the basic analytical description is revisited on the basis of recent…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
Information transmission is a key element for information processing in the brain. A number of mechanisms have been proposed for transferring volleys of spikes between layers of a feedforward neural circuit. Many of these mechanisms use…
Diffusion magnetic resonance imaging (dMRI) data allow to reconstruct the 3D pathways of axons within the white matter of the brain as a tractography. The analysis of tractographies has drawn attention from the machine learning and pattern…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Tractography has become an indispensable part of brain connectivity studies. However, it is currently facing problems with reliability. In particular, a substantial amount of nerve fiber reconstructions (streamlines) in tractograms produced…
By collecting from literature data the experimental evidences of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live E. coli cells, we get the probability density function…
We obtain direct, finite, descriptions of a renormalized quantum mechanical system with no reference to ultraviolet cutoffs and running coupling constants, in both the Hamiltonian and path integral pictures. The path integral description…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
Diffusion magnetic resonance imaging (dMRI) and tractography provide means to study the anatomical structures within the white matter of the brain. When studying tractography data across subjects, it is usually necessary to align, i.e. to…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
Diffusion MRI (dMRI) streamline tractography, the gold standard for in vivo estimation of brain white matter (WM) pathways, has long been considered indicative of macroscopic relationships with WM microstructure. However, recent advances in…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
The Persistent Turning Walker Model (PTWM) was introduced by Gautrais et al in Mathematical Biology for the modelling of fish motion. It involves a nonlinear pathwise functional of a non-elliptic hypo-elliptic diffusion. This diffusion…