Related papers: Sampling normalizing constants in high dimensions …
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
We develop a systematic theory for the critical phenomena with memory in all spatial dimensions, including $d<d_c$, $d=d_c$, and $d>d_c$, the upper critical dimension. We show that the Hamiltonian plays a unique role in dynamics and the…
This paper is concerned with the inverse problem of determining the time and space dependent source term of diffusion equations with constant-order time-fractional derivative in $(0,2)$. We examine two different cases. In the first one, the…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers…
When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
Diffusion models are powerful generative models that produce high-quality samples from complex data. While their infinite-data behavior is well understood, their generalization with finite data remains less clear. Classical learning theory…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
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…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…