Related papers: Monitoring L\'evy-Process Crossovers
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
In this paper, we derive identities for the upward and downward exit problems and resolvents for a process whose motion changes between two L\'evy processes if it is above (or below) a barrier $b$ and coincides with a Poissonian arrival…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
Spatial diffusion of particles in periodic potential models has provided a good framework for studying the role of chaos in global properties of classical systems. Here a bidimensional "soft" billiard, classically modeled from an optical…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…
Dynamical transitions, such as a change from bound to unbound motion, often occur as post-adiabatic crossings of a time-dependent separatrix. Whether or not any given orbit will include such a crossing transition typically depends…
Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…
Despite the growing interest in diffusion models, gaining a deep understanding of the model class remains an elusive endeavour, particularly for the uninitiated in non-equilibrium statistical physics. Thanks to the rapid rate of progress in…
We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…
High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
This study examines anomalous diffusion and dynamical phase transitions in a nonlinear bouncer model with short-range interactions leading to velocity-dependent (adiabatic) collisions. By varying a control parameter, transitions between…
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…
The change from the diffusion-limited to the reaction-limited cooperative behaviour in reaction-diffusion systems is analysed by comparing the universal long-time behaviour of the coagulation-diffusion process on a chain and on the Bethe…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
In wide enough systems, plane Couette flow, the flow established between two parallel plates translating in opposite directions, displays alternatively turbulent and laminar oblique bands in a given range of Reynolds numbers R. We show that…