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The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
An approximate stochastic model for the topological dynamics of the periodic triangular Lorentz gas is constructed. The model, together with an extremum principle, is used to find a closed form approximation to the diffusion coefficient as…
We describe numerical simulations of the stochastic diffusion equation with a conserved charge. We focus on the dynamics in the vicinity of a critical point in the Ising universality class. The model we consider is expected to describe the…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…
Models of accretion discs and their associated outflows often incorporate assumptions of axisymmetry and symmetry across the disc plane. However, for turbulent discs these symmetries only apply to averaged quantities and do not apply…
Extensive numerical simulation are reported for the structure and dynamics of large clusters on metal(100) surfaces. Different types of perimeter hopping processes makes center-of-mass of the cluster to follow a a random walk trajectory.…
We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…
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…
A practical correction formula relating the self-diffusion coefficient of dense liquids from molecular dynamics simulations with periodic boundary conditions to the self-diffusion coefficient in the thermodynamic limit is discussed. This…
For monodomain nematic elastomers, we construct generalised elastic-nematic constitutive models combining purely elastic and neoclassical-type strain-energy densities. Inspired by recent developments in stochastic elasticity, we extend…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…