Related papers: Potentials of Continuous Markov Process and Random…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…
This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…
Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…
A local current of particle density for scalar fields in curved background is constructed. The current depends on the choice of a two-point function. There is a choice that leads to local non-conservation of the current in a time-dependent…
This paper presents a novel approach to generating stabilizing controllers for a large class of dynamical systems using diffusion models. The core objective is to develop stabilizing control functions by identifying the closest…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
The letter presents new field-theoretical approach to 2D passive scalar problem. The Gaussian form of the distribution for the Lyapunov exponent is derived and its parameters are found explicitly.
We review the field theory approach to percolation processes. Specifically, we focus on the so-called simple and general epidemic processes that display continuous non-equilibrium active to absorbing state phase transitions whose asymptotic…
A framework for defining stochastic currents associated with diffusion processes on curved Riemannian manifolds is presented. This is achieved by introducing an overdamped Stratonovich-Langevin equation that remains fully covariant under…
In recent works, we proposed a hypothesis, according to which turbulence in gases is created by the mean field effect of an intermolecular potential. We discovered that, in a numerically simulated inertial flow, turbulent solutions indeed…
The present work studies the isotropic and homogeneous turbulence for incompressible fluids through a specific Lyapunov analysis, assuming that the turbulence is due to the bifurcations associated to the velocity field. The analysis…
The turbulent diffusion of Lagrangian tracer particles has been studied in a flow on the surface of a large tank of water and in computer simulations. The effect of flow compressibility is captured in images of particle fields. The velocity…
Kinematically forbidden processes may be allowed in the presence of external gravitational fields. These ca be taken into account by introducing generalized particle momenta. The corresponding transition probabilities can then be calculated…
This paper considers discontinuous dynamical systems, i.e., systems whose associated vector field is a discontinuous function of the state. Discontinuous dynamical systems arise in a large number of applications, including optimal control,…
Quadratic Lyapunov functions are prevalent in stability analysis of linear consensus systems. In this paper we show that weighted sums of convex functions of the different coordinates are Lyapunov functions for irreducible consensus…
The continuum mechanics of line defects representing singularities due to terminating discontinuities of the elastic displacement and its gradient field is developed. The development is intended for application to coupled phase…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…