Related papers: Periodic Homogenization for Switching Diffusions
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
We use computer simulations to study the microscopic dynamics of an athermal assembly of soft particles near the fluid-to-solid, jamming transition. Borrowing tools developed to study dynamic heterogeneity near glass transitions, we…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…
We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…
We develop the first exact Bayesian methodology for the problem of inference in discretely observed regime switching diffusions. Switching diffusion models extend ordinary diffusions by allowing for jumps in instantaneous drift and…
Colloidal particles at fluid interfaces can enhance the stability of drops and bubbles. Yet, their effect on mass transfer in these multiphase systems remains ambiguous, with some experiments reporting strongly hindered diffusion, while…
We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-independent and state-dependent regime-switching diffusion…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases---a transient to $+\infty$ mode which is activated when the…
We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…