相关论文: The Onsager-Machlup Function as Lagrangian for the…

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…

Using renormalization group methods, we develop a rigorous coarse-grained representation of the dissipative dynamics of quantum excitations propagating inside open macromolecular systems. We show that, at very low spatial resolution, this…

We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…

In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data and has become an advantageous tool for us to study complex…

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…

We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…

Using the relation of a set of nonlinear Langevin equations with reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic traveling wave solutions of these equations. Its determination is…

Diffusion Probabilistic Models stand as a critical tool in generative modelling, enabling the generation of complex data distributions. This family of generative models yields record-breaking performance in tasks such as image synthesis,…

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

A deterministic multi-scale dynamical system is introduced and discussed as prototype model for relative dispersion in stationary, homogeneous and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and…

We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…

Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…