Related papers: Strong diffusion approximation in averaging with d…

Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…

For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…

The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…

We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

In this paper we consider an ergodic diffusion process with jumps whose drift coefficient depends on $\mu$ and volatility coefficient depends on $\sigma$, two unknown parameters. We suppose that the process is discretely observed at the…

We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

A two-dimensional bidisperse granular fluid is shown to exhibit pronounced long-ranged dynamical heterogeneities as dynamical arrest is approached. Here we focus on the most direct approach to study these heterogeneities: we identify…

For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…

We consider the Fast Diffusion Equation $u_t=\Delta u^m$ posed in a bounded smooth domain $\Omega\subset \RR^d$ with homogeneous Dirichlet conditions; the exponent range is $m_s=(d-2)_+/(d+2)<m<1$. It is known that bounded positive…

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is…

We introduce a novel algorithm to perform event-driven simulations of hard rigid bodies of arbitrary shape, that relies on the evaluation of the geometric distance. In the case of a monodisperse system of uniaxial hard ellipsoids,we perform…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Diffusion Transformer (DiT) models have achieved unprecedented quality in image and video generation, yet their iterative sampling process remains computationally prohibitive. To accelerate inference, feature caching methods have emerged by…

In this paper we establish in the fast diffusion range the higher integrability of the spatial gradient of weak solutions to porous medium systems. The result comes along with an explicit reverse H\"older inequality for the gradient. The…

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…