Related papers: Periodic Homogenization for Switching Diffusions
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…
We introduce a homogenization approach to characterize the dynamical response of a generic dispersive spacetime crystal in the long-wavelength limit. The theory is applied to dispersive spacetime platforms with a travelling-wave modulation.…
We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic…
Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…
We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…
A general phenomenological reaction-diffusion model for flow-induced phase transitions in complex fluids is presented. The model consists of an equation of motion for a nonconserved composition variable, coupled to a Newtonian stress…