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Leveraging the Wasserstein distance -- a summation of sample-wise transport distances in data space -- is advantageous in many applications for measuring support differences between two underlying density functions. However, when supports…
We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
We proposed the modified version of quantum-mechanical theory of continuous measurements for the case of classical open systems. In our approach the influence of measurement on evolution of distribution function of an open system is…
Diffusion models (DMs) have emerged as powerful tools for modeling complex data distributions and generating realistic new samples. Over the years, advanced architectures and sampling methods have been developed to make these models…
We consider the time dependent dispersion properties of overdamped tracer particles diffusing in a one dimensional periodic potential under the influence of an additional constant tilting force $F$. The system is studied in the region where…
The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…
The long-time diffusion of two-dimensional dusty plasmas on a one-dimensional periodic substrate with varied widths is investigated using Langevin dynamical simulations. When the substrate is narrow and the dust particles form a single row,…
We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…
We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…
The diffusing-diffusivity mechanism proposed by Chubynsky and Slater [PRL 113, 098302, 2014] predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the…
We consider the persistence probability, the occupation-time distribution and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian Stationary Processes (GSPs) of zero mean. We first…
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…
Probabilistic diffusion models enjoy increasing popularity in the deep learning community. They generate convincing samples from a learned distribution of input images with a wide field of practical applications. Originally, these…
We analyze a diffuse interface model for multi-phase flows of $N$ incompressible, viscous Newtonian fluids with different densities. In the case of a bounded and sufficiently smooth domain existence of weak solutions in two and three space…
We show that technique of Dyson equation in wave multiple scattering by spatially disordered discrete medium statistical theory leads directly to a dielectric permittivity tensor, which is characterized by spatial dispersion and obeys the…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…