相关论文: Hitting Time and Convergence Rate Bounds for Symme…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
Geometric tempering is a popular approach to sampling from challenging multi-modal probability distributions by instead sampling from a sequence of distributions which interpolate, using the geometric mean, between an easier proposal…
Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…
Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1997) to the stationary processes for…
Owing to exhibiting phase transitions, we investigate the local convergence near a stationary distribution for distribution dependent stochastic differential equations. By linearizing the nonlinear Markov semigroup associated with the…
We present here a conjecture about the equivalence between the noise density of states of a system governed by a generalized Langevin equation and the fluctuation in the energy density of states in a Hamiltonian system. We present evidence…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…
We establish a sharp rate of convergence for a free-boundary curve shortening flow in a convex domain in $\mathbb{R}^{2}$ which converges in finite time to a round half-point.
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
The stationary phase method is often employed for computing tunneling {\em phase} times of analytically-continuous {\em gaussian} or infinite-bandwidth step pulses which collide with a potential barrier. The indiscriminate utilization of…
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We…
We prove an upper bound for the convergence rate of the homogenization limit $\epsilon\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $\epsilon$ is a…
Denoising diffusion models are a recent class of generative models exhibiting state-of-the-art performance in image and audio synthesis. Such models approximate the time-reversal of a forward noising process from a target distribution to a…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…