Related papers: Hypocoercive Langevin dynamics on the Lie group $\…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
Invariance and equivariance to geometrical transformations have proven to be very useful inductive biases when training (convolutional) neural network models, especially in the low-data regime. Much work has focused on the case where the…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
Here, an approach in terms of shot noise is proposed to study and characterize surface diffusion and low vibrational motion when having interacting adsorbates on surfaces. In what we call statistical limit, that is, at long times and high…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We present a Langevin approach to describe the steady-state dynamics of one-dimensional granular media fluidized by a vibrating bottom plate. We adopt a linear Langevin equation to describe the motion of the center of mass. Within this…
The dynamics of soliton molecules in ultrafast fiber ring laser cavity is strongly influenced by noise. We show how a parsimonious Langevin model can be constructed from experimental data, resulting in a mathematical description that…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
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 work investigates the inverse problem of generator recovery in matrix Lie groups from discretized trajectories. Let $G$ be a real matrix Lie group and $\mathfrak{g} = \text{Lie}(G)$ its corresponding Lie algebra. A smooth trajectory…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…
This paper presents the continuous and discrete variational formulations of simple thermodynamical systems whose configuration space is a (finite dimensional) Lie group. We follow the variational approach to nonequilibrium thermodynamics…
The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…
Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
Our first purpose is to study the stability of linear flows on real, connected, compact, semisimple Lie groups. After, we study and classify periodic orbits of linear and invariant flows. In particular, we obtain a version of…