Related papers: Diffusions under a local strong H\"ormander condit…
This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We study the dynamics of a self-propelled particle advected by a steady laminar flow. The persistent motion of the self-propelled particle is described by an active Ornstein-Uhlenbeck process. We focus on the diffusivity properties of the…
We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
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 examine diffusion-limited aggregation generated by a random walk on Z with long jumps. We derive upper and lower bounds on the growth rate of the aggregate as a function of the number moments a single step of the walk has. Under various…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
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…
We prove that the first passage time density $\rho(t)$ for an Ornstein-Uhlenbeck process $X(t)$ obeying $dX=-\beta X dt + \sigma dW$ to reach a fixed threshold $\theta$ from a suprathreshold initial condition $x_0>\theta>0$ has a lower…
We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
We prove an upper bound for the convergence rate of the homogenization limit $\epsilon\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $\epsilon$ is a…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
In this paper we consider diffusion semigroups generated by second order differential operators of degenerate type. The operators that we consider do not, in general, satisfy the Hormander condition and are not hypoelliptic. In particular,…
The self-diffusion constant D is expressed in terms of transitions among the local minima of the potential (inherent structure, IS) and their correlations. The formulae are evaluated and tested against simulation in the supercooled,…
We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…