Related papers: Large deviations for small noise hypoelliptic diff…

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

We consider generalized linear transient convection-diffusion problems for differential forms on bounded domains in $\mathbb{R}^{n}$. These involve Lie derivatives with respect to a prescribed smooth vector field. We construct both new…

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the…

We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

On the manifold $\Met(M)$ of all Riemannian metrics on a compact manifold $M$ one can consider the natural $L^2$-metric as described first by \cite{Ebin70}. In this paper we consider variants of this metric which in general are of higher…

We study Riemannian manifolds with boundary under a lower $N$-weighted Ricci curvature bound for $N$ at most $1$, and under a lower weighted mean curvature bound for the boundary. We examine rigidity phenomena in such manifolds with…

We prove a sharp large deviation principle concerning intervals shrinking with sub-exponential speed for certain models involving the Poincar\'e map related to a Markov family for an Axiom A flow restricted to a basic set $\Lambda$…

Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

We prove lower bounds for the first non-trivial eigenvalue of the drift Laplacian on manifolds with Wentzell-type boundary condition in terms of some Cheeger-type constants for bulk-boundary interactions. Our results are in the spirit of…

We formally derive interface conditions for modeling fractures in Darcy flow problems and, more generally, thin inclusions in heterogeneous diffusion problems expressed as the divergence of a flux. Through a formal integration of the…

This paper is about the influence of Geometry on the qualitative behaviour of solutions of quasilinear PDEs on Riemannian manifolds. Motivated by examples arising, among others, from the theory of submanifolds, in particular by the study of…

We introduce the concept of Hypoelliptic Diffusion Maps (HDM), a framework generalizing Diffusion Maps in the context of manifold learning and dimensionality reduction. Standard non-linear dimensionality reduction methods (e.g., LLE,…

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…

The spectral properties of the restricted fractional Dirichlet Laplacian in ${\sf V}$-shaped waveguides are studied. The continuous spectrum for such domains with cylindrical outlets is known to occupy the ray $[\Lambda_\dagger, +\infty)$…

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…