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We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

The recently introduced Theory of the Adjacent Possible (TAP) is a model of combinatorial innovation aiming to explain the "hockey-stick" upward trend of human technological evolution, where an explosion in the number of produced items with…

Populations and Evolution · Quantitative Biology 2023-09-07 M. Andrecut

We propose a fast and scalable algorithm to project a given density on a set of structured measures defined over a compact 2D domain. The measures can be discrete or supported on curves for instance. The proposed principle and algorithm are…

Numerical Analysis · Mathematics 2019-02-05 Frédéric de Gournay , Jonas Kahn , Léo Lebrat , Pierre Weiss

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

Statistical Mechanics · Physics 2024-12-19 Thierry Bodineau , Bernard Derrida

One-dimensional asymmetric simple exclusion processes (ASEPs) which are coupled to external reservoirs via diffusive transport are studied. These ASEPs consist of active compartments characterized by directed movements of the particles and…

Statistical Mechanics · Physics 2007-05-23 Stefan Klumpp , Reinhard Lipowsky

Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…

Statistical Mechanics · Physics 2022-08-05 Lukas Kikuchi , Ronojoy Adhikari , Julian Kappler

In this article, we present an invariance principle for the paths of the directed random polymer in space dimension two in the subcritical intermediate disorder regime. More precisely, the distribution of diffusively rescaled polymer paths…

Probability · Mathematics 2025-07-21 Simon Gabriel

The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…

Statistical Mechanics · Physics 2025-10-13 Jiayin Gu , Fan Zhang

We consider a two-dimensional MHD model describing the evolution of viscous, compressible and electrically conducting fluids under the action of vertical magnetic field without resistivity. Existence of global weak solutions is established…

Analysis of PDEs · Mathematics 2019-07-02 Yang Li , Yongzhong Sun

The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

Peak counts have been shown to be an excellent tool to extract the non-Gaussian part of the weak lensing signal. Recently, we developped a fast stochastic forward model to predict weak-lensing peak counts. Our model is able to reconstruct…

Cosmology and Nongalactic Astrophysics · Physics 2015-11-16 Chieh-An Lin , Martin Kilbinger

Random effect models for time-to-event data, also known as frailty models, provide a conceptually appealing way of quantifying association between survival times and of representing heterogeneities resulting from factors which may be…

Methodology · Statistics 2024-06-04 Maximilian Bardo , Niel Hens , Steffen Unkel

The quantum theory of conductivity of semiconductor objects, to which the quantum wells, wires and dots concern, is constructed. Average values of current and charge densities, induced by a weak electromagnetic field, are calculated. It is…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 I. G. Lang , L. I. Korovin , J. A. de la Cruz Alcaz , S. T. Pavlov

The analysis and control of stochastic dynamical systems rely on probabilistic models such as (continuous-space) Markov decision processes, but large or continuous state spaces make exact analysis intractable and call for principled…

Logic in Computer Science · Computer Science 2026-03-13 Nivar Anwer , Ezequiel López-Rubio , David Elizondo , Rafael M. Luque-Baena

Influence of weak uniaxial small-scale anisotropy on the stability of inertial-range scaling regimes in a model of a passive transverse vector field advected by an incompressible turbulent flow is investigated by means of the field…

Chaotic Dynamics · Physics 2007-05-23 E. Jurcisinova , M. Jurcisin , R. Remecky , M. Scholtz

We present a theory of modified reduced dynamics in the presence of counting fields. Reduced dynamics techniques are useful for describing open quantum systems at long emergent timescales when the memory timescales are short. However, they…

Quantum Physics · Physics 2022-08-24 Felix A. Pollock , Emanuel Gull , K. Modi , Guy Cohen

Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic…

Statistics Theory · Mathematics 2024-01-09 Gen Li , Yuting Wei
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