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Related papers: Constructing stochastic flows of kernels

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In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…

Probability · Mathematics 2020-07-09 Xue Dong He , Zhaoli Jiang

The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is…

Machine Learning · Statistics 2021-09-15 Eliza O'Reilly , Ngoc Tran

In this survey we present the state of the art about the asymptotic behavior and stability of the modified Mullins--Sekerka flow and the surface diffusion flow of smooth sets, mainly due to E.~Acerbi, N.~Fusco, V.Julin and M.Morini. First…

Analysis of PDEs · Mathematics 2022-12-23 Serena Della Corte , Antonia Diana , Carlo Mantegazza

We investigate the flow of a nano-scale incompressible ridge of low-volatility liquid along a "chemical channel": a long, straight, and completely wetting stripe embedded in a planar substrate, and sandwiched between two extended less…

Soft Condensed Matter · Physics 2009-11-11 J. Koplik , T. S. Lo , M. Rauscher , S. Dietrich

Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…

Functional Analysis · Mathematics 2017-07-27 Palle Jorgensen , Feng Tian

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

Analysis of PDEs · Mathematics 2024-11-11 Marco Rehmeier , Michael Röckner

We study properties of an attractive-repulsive energy functional based on power-kernels, which can be used for halftoning of images. In the first part of this work, using a variational framework for probability measures, we examine…

Analysis of PDEs · Mathematics 2013-10-07 Jan-Christian Hütter

We develop a generalisation of Mercer's theorem to operator-valued kernels in infinite dimensional Hilbert spaces. We then apply our result to deduce a Karhunen-Lo\`eve theorem, valid for mean-square continuous Hilbertian functional data,…

Probability · Mathematics 2023-03-03 Leonardo V. Santoro , Kartik G. Waghmare , Victor M. Panaretos

Protoplasmic streaming in plant cells is directly visible in the cases of \textit{Chara corallina} and \textit{Nitella flexilis}, and this streaming is understood to play a role in the transport of biological materials. For this reason,…

We present a new stochastic particle system on networks which describes the flocking behavior and pattern formation. More precisely, we consider Cucker-Smale particles with decentralized formation control and multiplicative noises on…

Dynamical Systems · Mathematics 2022-04-20 Young-Pil Choi , Doeun Oh , Oliver Tse

We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…

Analysis of PDEs · Mathematics 2012-12-06 Jean Dolbeault , Bruno Nazaret , Giuseppe Savaré

We derive new gradient flows of divergence functions in the probability space embedded with a class of Riemannian metrics. The Riemannian metric tensor is built from the transported Hessian operator of an entropy function. The new gradient…

Information Theory · Computer Science 2019-05-15 Wuchen Li , Lexing Ying

This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…

Probability · Mathematics 2022-03-24 Paulo Henrique da Costa , Michael A. Högele , Paulo R. Ruffino

We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be…

Probability · Mathematics 2011-10-04 Hatem Hajri

Inertial fluid flow deformation around pillars in a microchannel is a new method for controlling fluid flow. Sequences of pillars have been shown to produce a rich phase space with a wide variety of flow transformations. Previous work has…

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of…

Probability · Mathematics 2010-12-07 Björn Böttcher

We report new dynamical modes in confined soft granular flows, such as stochastic jetting and dripping, with no counterpart in continuum viscous fluids. The new modes emerge as a result of the propagation of the chaotic behaviour of…

Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes $\{X_t, Y_t, \varphi_t\}_{t \geq 0}$, where the first fluid $X_t$ is driven by the Markov chain $\varphi_t$, and the second fluid $Y_t$ is driven…

Probability · Mathematics 2019-01-31 Nigel Bean , Giang T. Nguyen , Malgorzata M. O'Reilly , Vikram Sunkara
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