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Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…
We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…
We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…
The main result asserts the existence of noncontractible periodic orbits for compactly supported time dependent Hamiltonian systems on the unit cotangent bundle of the torus or of a negatively curved manifold whenever the generating…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
It is the goal of this paper to present the first steps for defining the analogue of Hamiltonian Floer theory for covariant field theory, treating time and space relativistically. While there already exist a number of competing geometric…
Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is…
Hamiltonian Floer theory plays an important role for finding periodic solutions of Hamilton's equation, which can be seen as a generalization of Newton's equation. Generalizing Newton's equation to Laplace's equation with non-linearity, we…
A Bayesian coreset is a small, weighted subset of data that replaces the full dataset during Bayesian inference, with the goal of reducing computational cost. Although past work has shown empirically that there often exists a coreset with…
We propose a novel combinatorial algorithm for efficient generation of Hamiltonian walks and cycles on a cubic lattice, modeling the conformations of lattice toy proteins. Through extensive tests on small lattices (allowing complete…
A Hamiltonian reduction approach is defined, studied, and finally used to derive asymptotic models of internal wave propagation in density stratified fluids in two-dimensional domains. Beginning with the general Hamiltonian formalism of…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
For an aspherical symplectic manifold, closed or with convex contact boundary, and with vanishing first Chern class, a Floer chain complex is defined for Hamiltonians linear at infinity with coefficients in the group ring of the fundamental…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We present a general mechanism to establish the existence of diffusing orbits in a large class of nearly integrable Hamiltonian systems. Our approach relies on successive applications of the `outer dynamics' along homoclinic orbits to a…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…
We prove a very general Weyl-type law for Periodic Floer Homology, estimating the action of twisted Periodic Floer Homology classes over essentially any coefficient ring in terms of the grading and the degree, and recovering the Calabi…
Floer theory was originally devised to estimate the number of 1-periodic orbits of Hamiltonian systems. In earlier works, we constructed Floer homology for homoclinic orbits on two dimensional manifolds using combinatorial techniques. In…