Related papers: Fluctuations in Wasserstein dynamics on Graphs
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
Accurate and economical modeling of near-surface transport processes is a standing challenge for various engineering and atmospheric boundary-layer flows. In this paper, we address this challenge by utilizing a stochastic one-dimensional…
We consider the anomalous sub-diffusion of a class of Gaussian processes that can be expressed in terms of sums of Ornstein-Uhlenbeck processes. As a generic class of processes, we introduce a single parameter such that for any $\nu \in…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
The Wright-Fisher family of diffusion processes is a widely used class of evolutionary models. However, simulation is difficult because there is no known closed-form formula for its transition function. In this article we demonstrate that…
Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
The characterization of particle diffusion is a classical problem in physics and probability theory. The field of microrheology is based on experiments in which microscopic tracer beads are placed into a non-Newtonian fluid and tracked…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…
In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…
We introduce a general class of stochastic lattice gas models, and derive their fluctuating hydrodynamics description in the large size limit under a local equilibrium hypothesis. The model consists in energetic particles on a lattice…
The Ludwig-Soret effect, the migration of a species due to a temperature gradient, has been extensively studied without a complete picture of its cause emerging. Here we investigate the dynamics of DNA and spherical particles sub jected to…
We develop a kinetic theory for point vortices in two-dimensional hydrodynamics. Using standard projection operator technics, we derive a Fokker-Planck equation describing the relaxation of a ``test'' vortex in a bath of ``field'' vortices…
Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
We analyse diffusion at low temperature by bringing the fluctuation-dissipation theorem (FDT) to bear on a physically natural, viscous response-function R(t). The resulting diffusion-law exhibits several distinct regimes of time and…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…