Related papers: The killed Brox diffusion
Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…
Transport properties of strongly correlated quantum systems are of central interest in condensed matter, ultracold atoms and in dense plasmas. There, the proper treatment of strong correlations poses a great challenge to theory. Here, we…
Diffusion models have demonstrated significant promise in various generative tasks; however, they often struggle to satisfy challenging constraints. Our approach addresses this limitation by rethinking training-free loss-guided diffusion…
An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…
We consider second-order functional differential operators with a constant delay. Properties of their spectral characteristics are obtained and a nonlinear inverse problem is studied, which consists in recovering the operators from their…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
The inverse problem of spectral analysis for the non-self-adjoint matrix Sturm-Liouville operator on a finite interval is investigated. We study properties of the spectral characteristics for the considered operator, and provide necessary…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…
This paper studies diffusion processes constrained to the positive orthant under infinitesimal changes in the drift. Our first main result states that any constrained function and its (left) drift-derivative is the unique solution to an…
We develop a Liouville perturbation theory for weakly driven and weakly open quantum systems in situations when the unperturbed system has a number of conservations laws. If the perturbation violates the conservation laws, it drives the…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
Generative diffusion models can provide powerful prior probability models for inverse problems in imaging, but existing implementations suffer from two key limitations: $(i)$ the prior density is represented implicitly, and $(ii)$ they rely…
Theory of diffusion-mediated reactions is already established for the target problem in the dilute limit, where the immobile target is surrounded by many quenchers. For lattice random walks in the crowded situation, each quencher is…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider Sturm-Liouville operators with measure-valued weight and potential, and positive, bounded diffusion coefficient which is bounded away from zero. By means of a local periodicity condition, which can be seen as a quantitative…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…