Related papers: On cutoff via rigidity for high dimensional curved…
In fully developed homogeneous and isotropic turbulence, the Lagrangian and Eulerian descriptions of motion, although formally equivalent, become statistically decoupled. In this work, by invoking Liouville theorem, we show that the joint…
The Glauber-Exclusion process is a superposition of a Glauber dynamics and the Symmetric Simple Exclusion Process (SSEP) on the lattice. The model was shown to admit a reaction-diffusion equation as the hydrodynamic limit. In this article,…
We establish an equivalence between the rigidity of Wasserstein contraction along heat flows and the rigidity of Bakry--\'Emery gradient estimates for Lipschitz functions. Applying results of Ambrosio--Bru\'e--Semola and Han, we show that…
The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…
We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…
Denoising Diffusion Probabilistic Models (DDPM) are powerful state-of-the-art methods used to generate synthetic data from high-dimensional data distributions and are widely used for image, audio, and video generation as well as many more…
We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…
We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…
Aim of this paper is to discuss convergence of pointed metric measure spaces in absence of any compactness condition. We propose various definitions, show that all of them are equivalent and that for doubling spaces these are also…
We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
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…
We introduce a curvature-dimension condition for autonomous Lagrangians on weighted manifolds, which depends on the Euler-Lagrange dynamics on a single energy level. By generalizing Klartag's needle decomposition technique to the Lagrangian…
We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…
We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$. We analyze…
We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments…
The problem of gravitational fluctuations confined inside a finite cutoff at radius $r=r_c$ outside the horizon in a general class of black hole geometries is considered. Consistent boundary conditions at both the cutoff surface and the…
In this paper, we are concerned with a modified Euler scheme for the SDE under consideration, where the drift is of super-linear growth and dissipative merely outside a closed ball. By adopting the synchronous coupling, along with the…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…