Related papers: Concerning the geometry of stochastic differential…
Geometry arising from two diffusion operators (smooth semi-elliptic, second order differential operators) on different spaces but intertwined by a smooth map is described. Particular cases arise from Riemannian submersions when the…
We study ``nonlocal diffusion equations'' of the form \[ \partial_{t}\frac{d\rho_{t}}{d\pi}(x)+\int_{X}\left(\frac{d\rho_{t}}{d\pi}(x)-\frac{d\rho_{t}}{d\pi}(y)\right)\eta(x,y)d\pi(y)=0\qquad(\dagger) \] where $X$ is either $\mathbb{R}^{d}$…
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 study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with possible boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We…
We consider a regular distribution $\mathcal{D}$ in a Riemannian manifold $(M,g)$. The Levi-Civita connection on $(M,g)$ together with the orthogonal projection allow to endow the space of sections of $\mathcal{D}$ with a natural covariant…
We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…
In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…
It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We introduce a gradient flow formulation of linear Boltzmann equations. Under a diffusive scaling we derive a diffusion equation by using the machinery of gradient flows.
Starting with the relativistic Boltzmann equation where the collision term is generalized to include nonlocal effects via gradients of the phase-space distribution function, and using Grad's 14-moment approximation for the distribution…
In this work, we study the existence and nonexistence of nonnegative solutions to a class of nonlocal elliptic systems set in a bounded open subset of $\mathbb{R}^N$. The diffusion operators are of type $u_i\mapsto d_i(-\Delta)^{s_i}u_i$…
We study the existence of the stochastic flow associated to a linear stochastic evolution equation $$d X= AX\,d t +\sum_{k} B_k X\,d W_k, $$ on a Hilbert space. Our first result covers the case where $A$ is the generator of a…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…
Starting with the relativistic Boltzmann equation where the collision term was generalized to include gradients of the phase-space distribution function, we recently presented a new derivation of the equations for the relativistic…