相关论文: Non-reversible lifts of reversible diffusion proce…
We investigate the late-time asymptotic behavior of solutions to nonlinear hyperbolic systems of conservation laws containing stiff relaxation terms. First, we introduce a Chapman-Enskog-type asymptotic expansion and derive an effective…
This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent…
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carr\'e du champ of a Markov process recently obtained by…
We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…
The nonexponential relaxation ocurring in complex dynamics manifested in a wide variety of systems is analyzed through a simple model of diffusion in phase space. It is found that the inability of the system to find its equilibrium state in…
In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…
This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…
We derive a new theoretical interpretation of the reweighted losses that are widely used for training diffusion models. Our method is based on constructing a cascade of time-dependent variational lower bounds on the data log-likelihood,…
In this paper we investigate two types of relaxation processes quantitatively in the context of small data global-in-time solutions for compressible one-velocity multi-fluid models. First, we justify the pressure-relaxation limit from a…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
A novel description of kinetic theory dynamics is proposed in terms of resummed moments that embed information of both hydrodynamic and non-hydrodynamic modes. The resulting expansion can be used to extend hydrodynamics to higher orders in…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We develop a new fast-diffusion approximation for the kinetics of deposition of extended objects on a linear substrate, accompanied by diffusional relaxation. This new approximation plays the role of the mean-field theory for such processes…
We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…
We study enhancement of diffusive mixing by fast incompressible time-periodic flows. The class of relaxation-enhancing flows that are especially efficient in speeding up mixing has been introduced in [2]. The relaxation-enhancing property…
We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…