Related papers: Hypocoercive Langevin dynamics on the Lie group $\…
An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different…
We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…
Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…
We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
In this paper we present a detailed physical analysis of the formation of the propagation transverse modes in planar dielectric waveguides using a mathematical-physics approach. We demonstrate physically that, at the wavelength scale, the…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
This paper presents a geometric framework for analysis of dynamics of flapping wing micro aerial vehicles (FWMAV) which achieve locomotion in the special Euclidean group SE(3) using internal shape changes. We review the special structure of…
Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
This article is concerned with an oceanographic model describing the asymptotic behaviour of a rapidly rotating and incompressible fluid with an inhomogeneous rotation vector; the motion takes place in a thin layer. We first exhibit a…
We demonstrate that the error dynamics of a thrusting spacecraft are nearly group affine on the $SE_2(3)$ Lie group, and the nonlinearity can be bounded, or removed with the application of a dynamic inversion control law. A numerical…
Lie algebra is a hidden mathematical structure behind various quantum systems realised in nature. Here, we consider $SU(2)$ wavefunctions for polarisation states of coherent photons emitted from a laser source, and discuss the relationship…
We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…
We propose the fundamental and two dimensional representation of the Lorentz groups on a (3+1)-dimensional hypercubic lattice, from which representations of higher dimensions can be constructed. For the unitary representation of the…