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Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…

Probability · Mathematics 2009-08-03 Michel Benaim , Olivier Raimond

We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…

Probability · Mathematics 2016-01-13 Moustapha Ba , Pierre Mathieu

We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…

Probability · Mathematics 2026-01-21 Francis Lörler

We show that the superconformal symmetries of the (1,1) sigma model decompose into a set of more refined symmetries when the target space admits projectors $P_{\pm}$, and the orthogonal complements $Q_{\pm}$, covariantly constant with…

High Energy Physics - Theory · Physics 2010-11-19 Vid Stojevic

Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy…

Machine Learning · Computer Science 2019-12-03 Scott Gigante , Jay S. Stanley , Ngan Vu , David van Dijk , Kevin Moon , Guy Wolf , Smita Krishnaswamy

In this paper, we shall explore the Mosco convergence on regular subspaces of one-dimensional irreducible and strongly local Dirichlet forms. We find that if the characteristic sets of regular subspaces are convergent, then their associated…

Probability · Mathematics 2015-05-05 Liping Li , Xiucui Song

The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…

Dynamical Systems · Mathematics 2013-11-20 Feng Cao , Yelai Fu

We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…

Statistical Mechanics · Physics 2015-06-15 Andrey G. Cherstvy , Aleksei V. Chechkin , Ralf Metzler

This paper introduces a notion of differential forms on closed, potentially fractal, subsets of Euclidean space by defining pointwise cotangent spaces using the restriction of $C^1$ functions to this set. Aspects of cohomology are…

Metric Geometry · Mathematics 2017-01-11 Daniel J. Kelleher

We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to…

Dynamical Systems · Mathematics 2020-06-17 Daniel Karrasch , Johannes Keller

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

Probability · Mathematics 2020-10-21 Lucas Journel , Pierre Monmarché

The resolvent convergence of self-adjoint operators via the technique of $\Gamma$-convergence of quadratic forms is adapted to incorporate complex Hilbert spaces. As an application, we find effective operators to the Dirichlet Laplacian…

Mathematical Physics · Physics 2013-11-19 R. Bedoya , C. R. de Oliveira , A. A. Verri

The fast diffusion equation $u_t=(u^{-1}u_x)_x$ is investigated from the symmetry point of view in development of the paper by Gandarias [Phys. Lett. A 286 (2001) 153-160]. After studying equivalence of nonclassical symmetries with respect…

Mathematical Physics · Physics 2007-05-23 Roman O. Popovych , Olena O. Vaneeva , Nataliya M. Ivanova

We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using…

Probability · Mathematics 2007-05-23 Masatoshi Fukushima , Ping He , Jiangang Ying

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Probability · Mathematics 2022-04-11 Feng-Yu Wang

We study uniqueness of Dirichlet problems of second order divergence-form elliptic systems with transversally independent coefficients on the upper half-space in absence of regularity of solutions. To this end, we develop a substitute for…

Analysis of PDEs · Mathematics 2021-08-18 Pascal Auscher , Moritz Egert

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

Machine Learning · Computer Science 2024-05-21 Hyungjin Chung , Byeongsu Sim , Dohoon Ryu , Jong Chul Ye

The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…

Numerical Analysis · Mathematics 2020-04-02 Jerome Droniou , Kim-Ngan Le

In this article, we have studied the convergence behavior of the Dirichlet-Neumann waveform relaxation algorithms for time-fractional sub-diffusion and diffusion wave equations in 1D \& 2D for regular domains, where the dimensionless…

Numerical Analysis · Mathematics 2023-01-31 Soura Sana , Bankim C. Mandal