Related papers: A stable Langevin model with diffusive-reflective …
Langevin/Fokker-Planck processes can be immersed in a larger frame by adding fictitious fermion variables. The (super)symmetry of this larger structure has been used to derive Morse theory in an elegant way. The original physical diffusive…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
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 prove, under mild conditions, that the stochastic gradient Langevin dynamics converges to a limiting law as time tends to infinity, even in the case where the driving data sequence is dependent.
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
Based on a variational expression for the steady-state entropy production rate in overdamped Langevin dynamics, we derive concrete upper bounds on the entropy production rate in various physical settings. For particles in a thermal…
In this paper we provide sharp criteria for linear stability or instability of equilibria of collisionless plasmas in the presence of boundaries. Specifically, we consider the relativistic Vlasov-Maxwell system with specular reflection at…
We study zero-shot conditional sampling with pretrained diffusion models for linear inverse problems, including inpainting and super-resolution. In these problems, the observation determines only part of the unknown signal. The remaining…
We derive the time-evolution equation that describes the Brownian motion of labeled individual tracer particles in a simple model atomic liquid (i.e., a system of $N$ particles whose motion is governed by Newton's second law, and…
Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…
We study the degenerate linear Boltzmann equation inside a bounded domain with a generalized diffuse reflection at the boundary and variable temperature, including the Maxwell boundary conditions with the wall Maxwellian or heavy-tailed…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Many active particles are embedded in environments that exhibit viscoelastic properties. An important class of such media lacks a single characteristic relaxation timescale when subjected to a time-dependent stress. Rather, the stress…
This paper is concerned with the behaviour of a L\'{e}vy process when it crosses over a positive level, $u$, starting from 0, both as $u$ becomes large and as $u$ becomes small. Our main focus is on the time, $\tau_u$, it takes the process…
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…
In many interesting physical systems, the determinant which appears from integrating out fermions becomes complex, and its phase plays a crucial role in the determination of the vacuum. An example of this is QCD at low temperature and high…