相关论文: Averaging along foliated L\'evy diffusions

Considering structure functions of the streamwise velocity component in a framework akin to the extended self-similarity hypothesis (ESS), de Silva \textit{et al.} (\textit{J. Fluid Mech.}, vol. 823,2017, pp. 498-510) observed that…

We show that a randomly perturbed digraph, where we start with a dense digraph $D_\alpha$ and add a small number of random edges to it, will typically contain a fixed orientation of a bounded degree spanning tree. This answers a question…

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

We introduce several new models whose common feature is to take into account effects from topological vorticity. The macroscopic unknown is driven by a dissipative anomalous diffusion (of SQG-type) and is coupled with the orientation of the…

In this work we study how diffusion-based generative models produce high-dimensional data, such as an image, by implicitly relying on a manifestation of a low-dimensional set of latent abstractions, that guide the generative process. We…

This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of L\'{e}vy noise driven stochastic differential equations with non-globally Lipschitz coefficients. Then two novel…

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…

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…

The aim of this paper is to derive the averaged governing equations for non-degenerated oscillatory flows, in which the magnitudes of mean velocity and oscillating velocity are similar. We derive the averaged equations for a scalar passive…

Sampling from Diffusion Models can alternatively be seen as solving differential equations, where there is a challenge in balancing speed and image visual quality. ODE-based samplers offer rapid sampling time but reach a performance limit,…

In this note, under a weak monotonicity and a weak coercivity, we address strong well-posedness of McKean-Vlasov stochastic differential equations (SDEs) driven by L\'{e}vy jump processes, where the coefficients are Lipschitz continuous…

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

We study transport of a weakly diffusive pollutant (a passive scalar) by thermoconvective flow in a fluid-saturated horizontal porous layer heated from below under frozen parametric disorder. In the presence of disorder (random frozen…

The steady and transient response of "dynamically" dry and moist atmospheres to uniform sea-surface temperature (SST) is studied. Specifically, the latent heat (Lv) of water vapor is varied, so that for small Lv, water substance is…

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…