Related papers: Diffusion Processes: entropy, Gibbs states and the…

We establish variants of existing results on existence, uniqueness and continuous dependence for a class of delay differential equations (DDE). We apply these to continue the analysis of a differential equation from cell biology with…

Let $L=\Delta-\nabla\phi\cdot \nabla$ be a symmetric diffusion operator with an invariant measure $\mu({\rm} d x)=e^{-\phi(x)}{\mathfrak m}({\rm d} x)$ on a complete non-compact smooth Riemannian manifold $(M,g)$ with its volume element…

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

We study enhancement of diffusive mixing on a compact Riemannian manifold by a fast incompressible flow. Our main result is a sharp description of the class of flows that make the deviation of the solution from its average arbitrarily small…

In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Let $G$ be a compact Lie group. We introduce a semiclassical framework, called Borel-Weil calculus, to investigate $G$-equivariant (pseudo)differential operators acting on $G$-principal bundles over closed manifolds. In this calculus, the…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends…

We consider an invariant quantum Hamiltonian $H=-\Delta_{LB}+V$ in the $L^{2}$ space based on a Riemannian manifold $\tilde{M}$ with a countable discrete symmetry group $\Gamma$. Typically, $\tilde{M}$ is the universal covering space of a…

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

This paper collects results concerning global rates and large time asymptotics of a fractional fast diffusion on the Euclidean space, which is deeply related with a family of fractional Gagliardo-Nirenberg-Sobolev inequalities. Generically,…

We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Denote by $\mathbf{\mu}$ the maximal entropy measure for the shift map $\sigma$ acting on $\Omega = \{0, 1\}^\mathbb{N}$, by $L$ the associated Ruelle operator and by $K = L^{\dagger}$ the Koopman operator, both acting on…

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…

In the first part of this work, we consider second order supersymmetric differential operators in the semiclassical limit, including the Kramers-Fokker-Planck operator, such that the exponent of the associated Maxwellian $\phi$ is a Morse…