Related papers: Self-repelling diffusions on a Riemannian manifold
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
The probability distribution $\mu_{cl}$ of a general cluster point process in a Riemannian manifold $X$ (with independent random clusters attached to points of a configuration with distribution $\mu$) is studied via the projection of an…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
For continuous \gamma, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}\gamma(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n. We introduce a new idea to show pathwise…
Here we consider the discrete time dynamics described by a transformation $T:M \to M$, where $T$ is the shift and $M=\{1,2,...,d\}^\mathbb{N}$. It is known that the infinite-dimensional manifold $\mathcal{N}$ of H\"older equilibrium…
Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions,…
We consider a Riemmaniann compact manifold $M$, the associated Laplacian $\Delta$ and the corresponding Brownian motion $X_t$, $t\geq 0.$ Given a Lipschitz function $V:M\to\mathbb R$ we consider the operator $\frac{1}{2}\Delta+V$, which…
We consider the asymptotic behaviour of positive solutions $u(t,x)$ of the fast diffusion equation $u_t=\Delta (u^{m}/m)={\rm div} (u^{m-1}\nabla u)$ posed for $x\in\RR^d$, $t>0$, with a precise value for the exponent $m=(d-4)/(d-2)$. The…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing on brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so called Riemann normal…
The large-time behavior of solutions to Burgers equation with small viscosity is described using invariant manifolds. In particular, a geometric explanation is provided for a phenomenon known as metastability, which in the present context…
Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…
We show the existence of a weak bi-invariant symmetric nondegenerate 2-form on the symplectic diffeomorphisms group $\mathcal{D}_\omega$ of a symplectic Riemannian manifold $(M,g,\omega)$ and study its properties. We describe the Euler's…
In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
The self-diffusion coefficient of a granular gas in the homogeneous cooling state is analyzed near the shearing instability. Using mode-coupling theory, it is shown that the coefficient diverges logarithmically as the instability is…
We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…