Related papers: Exceptional points in Gaussian channels: diffusion…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
In this paper we show that a process modeled by a strongly continuous real-valued semigroup (that has a space convolution operator as infinitesimal generator) cannot satisfy causality. We present and analyze a causal model of diffusion that…
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,…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
We address the degradation of continuous variable (CV) entanglement in a noisy channel focusing on the set of photon-number entangled states. We exploit several separability criteria and compare the resulting separation times with the value…
We investigate the semigroup structure of bosonic Gaussian quantum channels. Particular focus lies on the sets of channels which are divisible, idempotent or Markovian (in the sense of either belonging to one-parameter semigroups or being…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
We demonstrate how the presence of continuous weak symmetry can be used to analytically diagonalize the Liouvillian of a class Markovian dissipative systems with arbitrary strong interactions or nonlinearity. This enables an exact…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
Exceptional points are the branch-point singularities of non-Hermitian Hamiltonians, and have rich consequences in open-system dynamics. While the exceptional points and their critical phenomena are widely studied in the non-Hermitian…
The set of all channels with fixed input and output is convex. We first give a convenient formulation of necessary and sufficient condition for a channel to be extreme point of this set in terms of complementary channel, a notion of big…
We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…
We construct a class of stochastic differential equations driven by White Gaussian noise sources whose solutions can be drawn from skewed Gaussian probability laws, here referred as skew-Normal diffusion (SKN) processes. The non-Gaussian…
Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…
We revisit aspects of monitoring observables with continuous spectrum in a quantum system subject to dissipative (Lindbladian) or conservative (Hamiltonian) evolutions. After recalling some of the salient features of the case of pure…