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We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…
This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
The analysis of stochastic loss networks has long been of interest in computer and communications networks and is becoming important in the areas of service and information systems. In traditional settings, computing the well known Erlang…
This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…
We present here for the first time a unifying perspective for the lack of equipartition in non-linear ordered systems and the low temperature phase-space fragmentation in disordered systems. We demonstrate that they are just two…
A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…
The ability to continuously learn remains elusive for deep learning models. Unlike humans, models cannot accumulate knowledge in their weights when learning new tasks, mainly due to an excess of plasticity and the low incentive to reuse…
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…
The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…
Equivariant diffusion policies (EDPs) combine the generative expressivity of diffusion models with the strong generalization and sample efficiency afforded by geometric symmetries. While steering these policies with reinforcement learning…
Aims. The random walk of energetic charged particles in turbulent magnetic fields is investigated. Special focus is placed on transport across the mean magnetic field, which had been found to be subdiffusive on many occasions. Therefore, a…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…