Related papers: Cutoff for non-negatively curved diffusions

We study families of smooth immersed regular planar curves $ \alpha : \left [-1,1 \right ]\times \left [0,T \right )\to \mathbb{R}^{2}$ satisfying the fourth order nonlinear curve diffusion flow with generalised Neumann boundary conditions…

We have examined cutoffs and pile-ups due to various processes in the spectra of particles produced by shock acceleration, and found that, even in the absence of energy losses, the shape of the spectrum of accelerated particles at energies…

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

We characterize the long time behaviour of a discrete-in-time approximation of the volume preserving fractional mean curvature flow. In particular, we prove that the discrete flow starting from any bounded set of finite fractional perimeter…

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…

We study a question arising in inverse scattering theory: given a penetrable obstacle, does there exist an incident wave that does not scatter? We show that every penetrable obstacle with real-analytic boundary admits such an incident wave.…

For a controllable linear time-varying (LTV) pair $(\boldsymbol{A}_t,\boldsymbol{B}_t)$ and $\boldsymbol{Q}_{t}$ positive semidefinite, we derive the Markov kernel for the It\^{o} diffusion…

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

We study mixing times of the symmetric and asymmetric simple exclusion process on the segment where particles are allowed to enter and exit at the endpoints. We consider different regimes depending on the entering and exiting rates as well…

In this paper we study complete manifolds equipped with smooth measures whose spectrum of the weighted Laplacian has an optimal positive lower bound and the $m$-dimensional Bakry-\'Emery Ricci curvature is bounded from below by some…

We consider the Random-Cluster model on $(\mathbb{Z}/n\mathbb{Z})^d$ with parameters $p \in (0,1)$ and $q\ge 1$. This is a generalization of the standard bond percolation (with open probability $p$) which is biased by a factor $q$ raised to…

We prove the immediate appearance of an exponential lower bound, uniform in time and space, for continuous mild solutions to the full Boltzmann equation in a $C^2$ convex bounded domain with the physical Maxwellian diffusion boundary…

We show existence and uniqueness of very weak solutions of the Cauchy problem for the porous medium equation on Cartan-Hadamard manifolds satisfying suitable lower bounds on Ricci curvature, with initial data that can grow at infinity at a…

Prompted by recent experimental developments, a theory of surface scattering of fast atoms at grazing incidence is developed. The theory gives rise to a quantum mechanical limit for ordered surfaces that describes coherent diffraction peaks…

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

In this paper we study isentropic flow in a curved pipe. We focus on the consequences of the geometry of the pipe on the dynamics of the flow. More precisely, we present the solution of the general Cauchy problem for isentropic fluid flow…

The first motivation of our paper is to explore further the idea that, in risk control problems, it may be profitable to base decisions both on the position of the underlying process Xt and on its supremum Xt := sup 0$\le$s$\le$t Xs.…

We study mixing times for the totally asymmetric simple exclusion process (TASEP) on a circle of length $N$ with $k$ particles. We show that the mixing time is of order $N^2 \min(k,N-k)^{-1/2}$, and that the cutoff phenomenon does not…