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For covering spaces and properly discontinuous actions with compatible diffusion operators, we discuss Lyons-Sullivan discretizations of the associated diffusions and harmonic functions of bounded growth.
We discuss certain kinds of diffusions on hyperbolic spaces, associated random walks on discrete groups of isometries of the latter, and their Martin boundaries.
We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…
The aim of this paper is to study the law of the last passage time of a linear diffusion to a curved boundary. We start by giving a general expression for the density of such a random variable under some regularity assumptions. Following…
We consider an analogous version of the diffusion-limited aggregation model defined on the hyperbolic plane. We prove that almost surely the aggregate viewed at time infinity will have a positive density.
In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…
We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…
The incompressible limit of nonlinear diffusion equations of porous medium type has attracted a lot of attention in recent years, due to its ability to link the weak formulation of cell-population models to free boundary problems of…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
We consider the trajectories of particles diffusing between two infinite baths of fixed concentrations connected by a channel, e.g. a protein channel of a biological membrane. The steady state influx and efflux of Langevin trajectories at…
We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown…
Using pointwise semigroup techniques, we establish sharp rates of decay in space and time of a perturbed reaction diffusion front to its time-asymptotic limit. This recovers results of Sattinger, Henry and others of time-exponential…
This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…
Consider the well-known Langevin diffusion on $\mathbb{R}^d$ $$\mathrm{d} X_t = -\nabla U(X_t)\,\mathrm{d} t + \sqrt{2}\mathrm{d} B_t, $$ and its Euler-Maruyama discretization given by $$X_{k+1}=X_k-\eta \nabla U(X_k)+\sqrt{2\eta…
Denoising diffusions are a powerful method to generate approximate samples from high-dimensional data distributions. Recent results provide polynomial bounds on their convergence rate, assuming $L^2$-accurate scores. Until now, the tightest…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…