Related papers: Separating Times for One-Dimensional General Diffu…
As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…
We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized family of random times (which we will call a clock). As the…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…
This paper proves the uniqueness of measure for the two-dimensional Navier-Stokes equations under a random kick-force and a time-dependent deterministic force. By extending a result for uniqueness of measure for time-homogeneous Markov…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We start by providing an explicit characterization and analytical properties, including the persistence phenomena, of the distribution of the extinction time $\mathbb{T}$ of a class of non-Markovian self-similar stochastic processes with…
First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of $L_1$-distance between exit times from two regions via expectations of exit times.
We study the problem of training neural stochastic differential equations, or diffusion models, to sample from a Boltzmann distribution without access to target samples. Existing methods for training such models enforce time-reversal of the…
Let $X$ be a regular linear continuous positively recurrent Markov process with state space $\R$, scale function $S$ and speed measure $m$. For $a\in \R$ denote B^+_a&=\sup_{x\geq a} \m(]x,+\infty[)(S(x)-S(a)) B^-_a&=\sup_{x\leq a}…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Inverse problem to determine simultaneously a general space- and time-dependent source and an initial state in a fractional diffusion equation from an {\it a posteriori} measurement of the normal derivative of the state on a portion of a…
We investigate the splitting probability of a monitored continuous-time quantum walk with two targets and show that, in stark contrast to a classical random walk, it exhibits a nonanalytic, phase-transition-like behavior controlled by the…
We consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…
Mode separation, namely how sharply a distribution fragments into barrier-separated clusters, is a fundamental geometric property of densities, difficult to quantify in high dimensions. It is structurally distinct from dispersion, yet…
The local time in an ensemble of particles measures the amount of time the particles spend in the vicinity of a given point in space. Here we study fluctuations of the empirical time average $R= T^{-1}\int_{0}^{T}\rho\left(x=0,t\right)\,dt$…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…