Related papers: On One-Dimensional Riccati Diffusions
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention,…
We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established in \cite{FS}, for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and…
This study develops a unified mathematical framework for the analysis of radial differential equations, revealing a fundamental connection between three distinct classes of problems: the nonlinear Riccati equation, the linear Schr\"odinger…
We analyze the spread of a localized peak of energy into vacuum for nonlinear diffusive processes. In contrast with standard diffusion, the nonlinearity results in a compact wave with a sharp front separating the perturbed region from…
We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…
This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…
We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…
We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We establish short-time existence of a smooth solution to the surface diffusion equation with an elastic term and without an additional curvature regularization in three space dimensions. We also prove the asymptotic stability of strictly…
Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
In this work, the effect of fluctuations in a disordered square lattice on diffusion of a test particle is studied using kinetic Monte Carlo simulations. Diffusion is relevant to a wide variety of problems, both within physics and outside…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…