相关论文: Homogenization of a diffusion in a high-contrast r…

This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…

In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…

The peculiar characteristics of random laser emission have been studied in many different media, leading to a classification of the working regimes based on the statistics of spectral fluctuations. Alongside such studies, the possibility to…

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the…

We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…

We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…

A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Homogenization method is used to analyse the equivalent behavior of transient flow of a passive solute through highly heterogeneous porous media. The flow is governed by a coupled system which includes an elliptic equation and a linear…

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

We investigate a contaminant transport in fractal media with randomly inhomogeneous diffusion barrier. The diffusion barrier is a low permeable matrix with extremely rare high permeability pathways (punctures). At times, less than a…

We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

In this paper, we study homogenization problem for strong Markov processes on $\R^d$ having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z\rangle \I_{\{|z|\le 1\}} \right) k(x,z)\, \Pi (dz) +\langle…

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…