Related papers: Time changes of symmetric diffusions and Feller me…
We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
We introduce a boundary condition twisted by time translation as a novel probe to characterize dynamical phases in periodically driven (Floquet) quantum systems. Inspired by twisted boundary conditions in equilibrium systems, this approach…
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
Large scale molecular dynamics and grand canonical Monte Carlo simulation techniques are used to study the behavior of the interdiffusion of a solvent into an entangled polymer matrix as the state of the polymer changes from a melt to a…
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…
An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…
We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…
Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
We demonstrate that the diffusion coefficient, $D$, for ultrasound propagating in a multiple scattering medium, such as a dense granular suspension, can be measured using a time reversal experiment. This requires an unprecedented…
We describe operators driving the time evolution of singular diffusion on finite graphs whose vertices are allowed to carry masses. The operators are defined by the method of quadratic forms on suitable Hilbert spaces. The model also covers…
We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…