Related papers: Precise asymptotics of small eigenvalues of revers…

This paper proves almost-sure convergence for the self-attracting diffusion on the unit sphere $$dX(t)=\sigma dW_{t}(X(t))-a\int_{0}^{t}\nabla_{\mathbb{S}^n}V_{X_s}(X_t) dsdt,\qquad X(0)=x\in\mathbb{S}^n $$ %given by the stochastic…

We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…

The F\"ollmer process is a Brownian motion conditioned to have a pre-specified distribution at time 1. This process can be interpreted as an "augmented" time-compressed version of the reverse stochastic differential equation (SDE) for the…

We study the properties of the ``Rigid Laplacian'' operator, that is we consider solutions of the Laplacian equation in the presence of fixed truncation errors. The dynamics of convergence to the correct analytical solution displays the…

In this paper we consider a finite state time discrete Markov chain that mimics the behaviour of solutions of the stochastic differential equation $dX=-U'(X)dt+\epsilon dL$, where $U$ is a multi-well potential with $n\geq 2$ local minima…

We consider a self-interacting diffusion $X$ on a smooth compact Riemannian manifold $\mathbb M$, described by the stochastic differential equation \[ dX_t = \sqrt{2} dW_t(X_t)- \beta(t) \nabla V_t(X_t)dt, \] where $\beta$ is suitably…

Fix a smooth Morse function $U\colon \mathbb{R}^{d}\to\mathbb{R}$ with finitely many critical points, and consider the solution of the stochastic differential equation \[ d\boldsymbol{x}_{\epsilon}(t)=-\nabla…

We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…

Metastable reverse-phase droplets are calculated by renormalization-group theory by evaluating the magnetization of a droplet under magnetic field, matching the boundary condition with the reverse phase and noting whether the reverse-phase…

Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…

We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Freidlin and Wentzell show that the time this diffusion spends…

We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…

In this article, we study the mixing properties of metastable diffusion processes which possess a Gibbs invariant distribution. For systems with multiple stable equilibria, so-called metastable transitions between these equilibria are…

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…

We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…

The dynamical backaction from a periodically driven optical or microwave cavity can reduce the damping of a mechanical resonator, leading to parametric instability accompanied by self-sustained oscillations. Fundamentally, the driving…

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…

We derive the exact nonequilibrium steady state of a run-and-tumble particle (RTP) in $d$ dimensions confined in an isotropic harmonic trap $V(\mathbf r)=\mu r^{2}/2$, with $r=\|\mathbf r\|$. Rotational invariance reduces the problem to the…