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We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…
We consider two mutually interacting fermionic particle species on a one-dimensional lattice and study how the mass ratio $\eta$ between the two species affects the (equilibration) dynamics of the particles. Focussing on the regime of…
Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong interest in unadjusted Langevin algorithms (ULA), which…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
To study electronic transport through chaotic quantum dots, there are two main theoretical approachs. One involves substituting the quantum system with a random scattering matrix and performing appropriate ensemble averaging. The other…
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…
Let $I=[0,1]$ and consider disjoint closed regions $G_{1},....,G_{n}$ in $% I\times I$ and subintervals $I_{1},......,I_{n},$ such that $G_{i}$ projects onto $I_{i.}$ We define the lower and upper maps $\tau_{1},$ $\tau_{2}$ by the lower…
Non-additive measures, also known as fuzzy measures, capacities, and monotonic games, are increasingly used in different fields. Applications have been built within computer science and artificial intelligence related to e.g. decision…
We develop a mathematical framework allowing to study anomalous transport in homogeneous solids. The main tools characterizing the anomalous transport properties are spectral and diffusion exponents associated to the covariant Hamiltonians…
We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…
In low temperature limit, we study electron counting statistics of a disordered conductor. We derive an expression for the distribution of charge transmitted over a finite time interval by using a result from the random matrix theory of…
We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…
We prove results relating the theory of optimal transport and generalized Ricci flow. We define an adapted cost functional for measures using a solution of the associated dilaton flow. This determines a formal notion of geodesics in the…
We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with…
Accurate prediction of human or vehicle trajectories with good diversity that captures their stochastic nature is an essential task for many applications. However, many trajectory prediction models produce unreasonable trajectory samples…
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…
We extend the classical regularity theory of optimal transport to non-optimal transport maps generated by heat flow for perturbations of Gaussian measures. Considering probability measures of the form $d\mu(x) = \exp\left(-\frac{|x|^2}{2} +…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…