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Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…
Consider symmetric simple exclusion processes, with or without Glauber dynamics on the boundary set, on a sequence of connected unweighted graphs $G_N=(V_N,E_N)$ which converge geometrically and spectrally to a compact connected metric…
The East process is a 1D kinetically constrained interacting particle system, introduced in the physics literature in the early 90's to model liquid-glass transitions. Spectral gap estimates of Aldous and Diaconis in 2002 imply that its…
The convective Brinkman-Forchheimer (CBF) equations characterize the motion of incompressible fluid flows in a saturated porous medium. The small noise asymptotic for the two-time-scale stochastic convective Brinkman-Forchheimer (SCBF)…
The behavior of slow-fast diffusions as the separation of scale diverges is a well-studied problem in the literature. In this short paper, we revisit this problem and obtain a new proof of existing strong quantitative convergence estimates…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
We study the long-time behaviour of nonnegative solutions of the Porous Medium Equation posed on Cartan-Hadamard manifolds having very large negative curvature, more precisely when the sectional or Ricci curvatures diverge at infinity more…
We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…
We study the phenomenon of coming down from infinity - that is, when the process starts from infinity and never returns to it - for continuous-state branching processes with generalized drift. We provide sufficient conditions on the drift…
We explore the far-off-equilibrium aspects of the (1+1)-dimensional early-stage evolution of a weakly-coupled quark-gluon plasma using kinetic theory and hydrodynamics. For a large set of far-off-equilibrium initial conditions the system…
We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…
In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…
We study the nonequilibrium dynamics leading to the formation of topological defects in a symmetry-breaking phase transition of a quantum scalar field with \lambda\Phi^4 self-interaction in a spatially flat, radiation-dominated…