相关论文: Hypocoercive Langevin dynamics on the Lie group $\…

We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…

There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…

We continue the program, presented in previous Symposia, of discretizing physical models. In particular we calculate the integral Lorentz transformations with the help of discrete reflection groups, and use them for the covariance of…

We show that in generic isotropic holographic theories the longitudinal Langevin diffusion coefficient along the string motion is larger compared to that of the transverse direction. We argue that this is a universal relation and we derive…

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

The phase diffusion in a self-sustained oscillator, which produces oscillator's spectral linewidth, is inherently governed by a nonlinear Langevin equation. Over past 40 years, the equation has been treated with linear approximation,…

We extend a classical theorem of Courr\`{e}ge to Lie groups in a global setting, thus characterising all linear operators on the space of smooth functions of compact support that satisfy the positive maximum principle. We show that these…

We study the dynamics of the rigid rotator on the group manifold of SU(2) as an instance of dynamics on Lie groups together with a dual model whose carrier space is the Borel group SB(2,C), the Lie Poisson dual of SU(2). We thus introduce a…

We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…

Hilbert--Lie groups are Lie groups whose Lie algebra is a real Hilbert space whose scalar product is invariant under the adjoint action. These infinite-dimensional Lie groups are the closest relatives to compact Lie groups. Here we study…

In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

Recent studies of the self-assembly of Langmuir monolayers have revealed novel forms of lateral molecular ordering. Such studies typically involve the use of grazing-incidence synchrotron radiation scattering, and the lateral order…

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

We consider a small SO(2)-equivariant perturbation of a reaction-diffusion system on the sphere, which is equivariant with respect to the group SO(3) of all rigid rotations. We consider a normally hyperbolic SO(3)-group orbit of a rotating…

We present a model of an N-qubit channel where consecutive qubits experience correlated random rotations. Our model is an extension to the standard decoherence-free subsystems approach (DFS) which assumes that all the qubits experience the…

We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Optical micro-manipulation techniques has evolved into powerful tools to efficiently steer the motion of microscopical particles on periodic and quasi-periodic potentials, driven by the external electromagnetic field. Here, the dynamics of…