Related papers: Beyond Wentzell-Freidlin: semi-deterministic appro…
We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…
Given a doubly infinite sequence of positive numbers {c_k: k in Z} satisfying a LLN with limit A, we consider the nearest-neighbor simple exclusion process on Z where c_k is the probability rate of jumps between k and k+1. If A is infinite…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
A parabolic-parabolic (Patlak-) Keller-Segel model in up to three space dimensions with nonlinear cell diffusion and an additional nonlinear cross-diffusion term is analyzed. The main feature of this model is that there exists a new entropy…
Diffusion processes have been applied with great success to model the dynamics of large populations throughout science, in particular biology. One advantage is that they bridge two different scales: the microscopic and the macroscopic one.…
The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…
We define Landau quasi-particles within the Gutzwiller variational theory, and derive their dispersion relation for general multi-band Hubbard models in the limit of large spatial dimensions D. Thereby we reproduce our previous calculations…
In this paper, we proceed to study the nonlocal diffusion problem proposed by Li and Wang [8], where the left boundary is fixed, while the right boundary is a nonlocal free boundary. We first give some accurate estimates on the longtime…
We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
We analyze in detail, beyond the usual scaling hypothesis, the finite-size convergence of static quantities toward the thermodynamic limit. In this way we are able to obtain sequences of pseudo-critical points which display a faster…
In the small noise regime, the average transition time between metastable states of a reversible diffusion process is described at the logarithmic scale by Arrhenius' law. The Eyring-Kramers formula classically provides a subexponential…
We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…
We derive a new theoretical interpretation of the reweighted losses that are widely used for training diffusion models. Our method is based on constructing a cascade of time-dependent variational lower bounds on the data log-likelihood,…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
The global-in-time existence of nonnegative bounded weak solutions to a class of cross-diffusion systems for two population species is proved. The diffusivities are assumed to depend linearly on the population densities in such a way that a…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
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…
We prove an upper bound on the bottom of the essential spectrum of a diffusion in term of the growth of the volume of $X$, generalizing a result by R. Brooks.