Related papers: The stochastic Jacobi flow
The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…
Motivated by quantum information theory, we introduce a dynamical random state built out of the sum of $k \geq 2$ independent unitary Brownian motions. In the large size limit, its spectral distribution equals, up to a normalising factor,…
We make a detailed analysis of both phenomenological and analytic background for the "Brownian recoil principle" hypothesis (Phys. Rev. A 46, (1992), 4634). A corresponding theory of the isothermal Brownian motion of particle ensembles…
As a continuation of Rabei et al. work [11], the Hamilton- Jacobi partial differential equation is generalized to be applicable for systems containing fractional derivatives. The Hamilton- Jacobi function in configuration space is obtained…
The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces [1]. Brownian motion, the motion of a small particle (pollen)…
Inspired by work of Besson-Courtois-Gallot, we construct a flow called the natural flow on a non-positively curved Riemannian manifold $M$. As with the natural map, the $k$-Jacobian of the natural flow is directly related to the critical…
We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a…
In contrast to mono-constrained flows with N degrees of freedom, binary constrained flows of soliton equations, admitting 2x2 Lax matrices, have 2N degrees of freedom. By means of the existing method, Lax matrices only yield the first N…
Applications of normalizing flows to the sampling of field configurations in lattice gauge theory have so far been explored almost exclusively in two space-time dimensions. We report new algorithmic developments of gauge-equivariant flow…
Efficient gradient computation of the Jacobian determinant term is a core problem in many machine learning settings, and especially so in the normalizing flow framework. Most proposed flow models therefore either restrict to a function…
The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this paper, we derive spectral properties of the free Jacobi…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
We introduce a new class of self-similar Gaussian stochastic processes, where the covariance is defined in terms of a fractional Brownian motion and another Gaussian process. A special case is the solution in time to the fractional-colored…
We study the structure of Brownian loop-soup clusters in two dimensions. Among other things, we obtain the following decomposition of the clusters with critical intensity: When one conditions a loop-soup cluster by its outer boundary…