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In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

Rapidity distributions of protons from central $^{197}$Au + $^{197}$Au collisions measured by the E895 Collaboration in the energy range from 2 to 8 AGeV at the Brookhaven AGS are presented. Longitudinal flow parameters derived using a…

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

The diffusion of tungsten in {\alpha}-iron is important for the application of ferritic-iron alloys to thermal power plants. These data, over a wide temperature range across the Curie temperature, have been recently reported. We show that…

Materials Science · Physics 2017-02-01 V. Katsika-Tsigourakou , E. S. Skordas

Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation scheme and offers a conjecture for the rate of convergence…

Statistical Mechanics · Physics 2017-08-30 Mireille Bossy , Radu Maftei , Jean-Pierre Minier , Christophe Profeta

Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…

Probability · Mathematics 2016-11-16 Andrey Sarantsev

Landau gauge longitudinal and transverse gluon propagators are studied in lattice QCD with gauge group $SU(2)$ at varying temperature and quark density. In particular, it is found that the longitudinal propagator decreases with increasing…

High Energy Physics - Lattice · Physics 2021-02-17 V. G. Bornyakov , R. N. Rogalyov

We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the…

High Energy Astrophysical Phenomena · Physics 2015-06-16 Chun Sing Leung , Gabriela Mocanu , Tiberiu Harko

The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…

Statistical Mechanics · Physics 2024-10-24 Lajos Diósi

In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

Probability · Mathematics 2023-04-06 Pierre Monmarché

We study the behaviour of the solutions of the stationary diffusion equation as a function of a possibly rough ($L^{\infty}$-) diffusivity. This includes the boundary behaviour of the solution maps, associating to each diffusivity the…

Analysis of PDEs · Mathematics 2008-10-21 Burak Aksoylu , Horst R. Beyer

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

Statistical Mechanics · Physics 2019-04-24 Yao Chen , Xudong Wang , Weihua Deng

We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown…

Probability · Mathematics 2015-10-20 Andreas Eberle

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…

Machine Learning · Statistics 2018-02-16 Niladri S. Chatterji , Nicolas Flammarion , Yi-An Ma , Peter L. Bartlett , Michael I. Jordan

Fragment mass distributions from the fission of U and Pu isotopes at low excitation energies are studied using a dynamical model based on the fluctuation-dissipation theorem formulated as Langevin equations. The present calculations…

Nuclear Theory · Physics 2015-06-16 Y. Aritomo , S. Chiba

The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…

Mathematical Physics · Physics 2007-05-23 E. I. Semenov

By subtracting from a recent lattice measurement of the thermal vector-current correlator the known 5-loop vacuum contribution, we demonstrate that the remainder is small and shows no visible short-distance divergence. It can therefore in…

High Energy Physics - Lattice · Physics 2015-06-03 Y. Burnier , M. Laine

Herein, we focus on the study of Joule-Thomson expansion corresponding to a d-dimensional charged AdS black hole with cloud of strings and quintessence. Then its relevant solution and some thermodynamic properties are investigated.…

General Relativity and Quantum Cosmology · Physics 2022-04-19 Rui Yin , Jing Liang , Yue Song , Yiqian He , Benrong Mu

We study duality-invariant higher-derivative corrections to the charged black hole geometry in two-dimensional heterotic string theory. We illustrate how the conventional perturbative approach to determine the corrected geometry breaks…

High Energy Physics - Theory · Physics 2026-03-27 Upamanyu Moitra