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

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

A quasiparticle description of various condensed media is a very popular tool in study of their transport and thermodynamic properties. I present here a microscopic theory for the description of diffusion processes in two-component gas of…

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…

In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as…

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…

We solve two long standing problems for stochastic descriptions of open quantum system dynamics. First, we find the classical stochastic processes corresponding to non-Markovian quantum state diffusion and non-Markovian quantum jumps in…

In this paper, hypocoercivity methods are applied to linear kinetic equations with mass conservation and without confinement, in order to prove that the solutions have an algebraic decay rate in the long-time range, which the same as the…

While diffusion-based image restoration (IR) methods have achieved remarkable success, they are still limited by the low inference speed attributed to the necessity of executing hundreds or even thousands of sampling steps. Existing…

The issue of how time reversible microscopic dynamics gives rise to macroscopic irreversible processes has been a recurrent issue in Physics since the time of Boltzmann whose ideas shaped, and essentially resolved, such an apparent…

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

We study diffusion and mixing in different linear fluid dynamics models, mainly related to incompressible flows. In this setting, mixing is a purely advective effect which causes a transfer of energy to high frequencies. When diffusion is…

Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…

Langevin Dynamics has been extensively employed in global non-convex optimization due to the concentration of its stationary distribution around the global minimum of the potential function at low temperatures. In this paper, we propose to…