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For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…
We consider a Markov chain on non-negative integer arrays of a given shape (and satisfying certain constraints) which is closely related to fundamental $SL(r+1,\mathbb{R})$ Whittaker functions and the Toda lattice. In the index zero case…
We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
We develop a new approach to formulate and prove the weak uncertainty inequality which was recently introduced by Okoudjou and Strichartz. We assume either an appropriate measure growth condition with respect to the effective resistance…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…
A rigorous theory of diffraction scattering from extended objects is proposed. The present theory is based on a multiple asymptotic expansion of an integral equation for the exact wave function in terms of the large parameters of the…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
This paper proves existence of a global weak solution to the inhomogeneous (i.e., non-constant density) incompressible Navier-Stokes system with mass diffusion. The system is well-known as the Kazhikhov-Smagulov model. The major novelty of…
A two-dimensional inviscid and diffusive Oldroyd-B model was investigated by [T. M. Elgindi, F. Rousset, Commun. Pure Appl. Math. 68 (2015), 2005--2021] where the global existence and uniqueness of the strong solution were established for…
In finite-volume-based flow simulations, absorbing layers are widely used to reduce pressure wave reflections at boundaries of the computational domain. A disadvantage of absorbing layers is that they contain case-dependent parameters; thus…
We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…
Reflectionless CMV matrices are studied using scattering theory. By changing a single Verblunsky coefficient a full-line CMV matrix can be decoupled and written as the sum of two half-line operators. Explicit formulas for the scattering…
The notion of Kruzhkov entropy solution was extended by the first author in 2007 to conservation laws with a fractional laplacian diffusion term; this notion led to well-posedness for the Cauchy problem in the $L^\infty$-framework. In the…
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…
We summarise different results on the diffusion of a tracer particle in lattice gases of hard-core particles with stochastic dynamics, which are confined to narrow channels -- single-files, comb-like structures and quasi-one-dimensional…
We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…