Related papers: Fluctuations in Wasserstein dynamics on Graphs
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
Approximate weak solutions of the Fokker-Planck equation can represent a useful tool to analyze the equilibrium fluctuations of birth-death systems, as they provide a quantitative knowledge lying in between numerical simulations and exact…
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…
In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
We look at a superposition of symmetric simple exclusion and Glauber dynamics in the discrete torus in dimension 1. For this model, we prove that the fluctuations around the hydrodynamic limit are described, in the diffusive scale, by an…
Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…
Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…
We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is…
In this paper, we discuss dissipation process of the binary mixture gas in the thermally relativistic flow \textcolor{red}{by focusing on the characteristics of the diffusion flux}. As an analytical object, we consider the relativistic…