相关论文: Non-reversible lifts of reversible diffusion proce…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…

We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded…

The concept of pulled fronts with a cutoff $\epsilon$ has been introduced to model the effects of discrete nature of the constituent particles on the asymptotic front speed in models with continuum variables (Pulled fronts are the fronts…

We present two variational formulae for the capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

This work introduces liftings and their associated Young measures as new tools to study the asymptotic behaviour of sequences of pairs $(u_j,Du_j)j$ for $(u_j)_j \in \mathrm{BV}(\Omega;\mathbb{R}^m)$ under weak* convergence. These tools are…

From the mesoscopic point of view, a new concept of soft matching for mass points is proposed. Then a soft Lasso's approach to learn the soft dynamical equation for the physical mechanical relationship is proposed, too. Furthermore, a…

We report a new phenomenon, called self-recovery, in the process of diffusion in a region with boundary. Suppose that a diffusing quantity is uniformly distributed initially and then gets excited by the change in the boundary values over a…

Recently, there was a substantial progress in the problem of sampling recovery on function classes with mixed smoothness. Mostly, it has been done by proving new and sometimes optimal upper bounds for both linear sampling recovery and for…

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…

In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…

We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward…