Related papers: The stochastic Jacobi flow
This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive…
It is shown that there exists a commuting diagram of mappings between dynamics of classical systems on one side and variational principles for geodesic lines in stationary spacetimes of general relativity on the other. The construction of…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain…
Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…
We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners…
We construct a measure on the thick points of a Brownian loop soup in a bounded domain D of the plane with given intensity $\theta>0$, which is formally obtained by exponentiating the square root of its occupation field. The measure is…
A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…
Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor normalization. By an adaptation of this method, we…
Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…
Generalizing prior work of P. W. Anderson and E. R. Huggins, we show that a "detailed Josephson-Anderson relation" holds for drag on a finite body held at rest in a classical incompressible fluid flowing with velocity ${\bf V}.$ The…
A new stochastic process is introduced and considered - squared Bessel process with special stochastic time. The analogues of fundamental properties for Brownian motion are deduced for squared Bessel process. In particular an analogue of…
The Dirac Hamiltonian $H^{\left(D\right)}$ for relativistic charged fermions minimally coupled to (possibly time-dependent) electromagnetic fields is transformed with a purpose-built flow equation method, so that the result of that…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. We base upon expressions from our work [2], based upon the spectral decomposition of Fokker - Planck equation solution. In…
Algorithms based on normalizing flows are emerging as promising machine learning approaches to sampling complicated probability distributions in a way that can be made asymptotically exact. In the context of lattice field theory,…
We provide a quick overview of various calculus tools and of the main results concerning the heat flow on compact metric measure spaces, with applications to spaces with lower Ricci curvature bounds. Topics include the Hopf-Lax semigroup…
We characterize the second variation of an higher order Lagrangian by a Jacobi morphism and by currents strictly related to the geometric structure of the variational problem. We discuss the relation between the Jacobi morphism and the…