Related papers: Quasi-continuity method for mean-field diffusions:…

We obtain $q$-Wasserstein convergence rates in the invariance principle for nonuniformly hyperbolic flows, where $q\ge1$ depends on the degree of nonuniformity. Utilizing a martingale-coboundary decomposition for nonuniformly expanding…

We present a non-perturbative, mean-field theory for the Fermi-Pasta-Ulam-Tsingou model with quartic interaction, capturing the quasiperiodic features shown by the system at all energies in the thermodynamic limit. Starting from the true…

We explore the quasistationary regime of the Hamiltonian Mean Field Model (HMF) showing that at least three different classes of events exist, with a different diffusive behavior and with a relative frequency which depends on the size of…

We review and refine the concept of a mean-field theory for the study of sandpile models, which are of central importance in the study of self-organized criticality. By considering the simple one-dimensional random walker with an absorbing…

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Since T. Lyons invented rough path theory, one of its most successful applications is a new proof of Freidlin-Wentzell's large deviation principle for diffusion processes. In this paper we extend this method to the case of pinned diffusion…

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

This paper investigates the use of transformers to approximate the mean-field dynamics of interacting particle systems exhibiting collective behavior. Such systems are fundamental in modeling phenomena across physics, biology, and…

This paper develops a comprehensive Hamilton-Jacobi framework to analyze asymptotic propagation dynamics in a field-road system featuring unidirectional advection and Wentzell-type boundary conditions. We rigorously derive a Hamilton-Jacobi…

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

The predictive power of mean-field theory is emphasized by comparing theory with simulations under controlled conditions. The recently developed test-field method is used to extract turbulent transport coefficients both in kinematic as well…

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

We develop a quantitative statistical theory of transformers in the large-context regime by adopting the abstraction of contextual flow maps (CFMs): dynamical systems that evolve a distinguished token in the presence of a contextual measure…

Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

The evolution of a closed two-dimensional surface driven by both mean curvature flow and a reaction--diffusion process on the surface is formulated into a system, which couples the velocity law not only to the surface partial differential…