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Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…

概率论 · 数学 2024-12-24 Andreas Eberle , Francis Lörler

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

数值分析 · 数学 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

The emergence of stable disordered patterns in reactive system on spatially homogenous substrate is studied in the context of vegetation patterns in the semi-arid climatic zone. It is shown that reaction-diffusion systems that allow for…

斑图形成与孤子 · 物理学 2009-11-11 Alon Manor , Nadav M. Shnerb

When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…

统计力学 · 物理学 2022-11-08 Alain Mazzolo , Cécile Monthus

In this paper we consider a representative a priori unstable Hamiltonian system with 2+1/2 degrees of freedom, to which we apply the geometric mechanism for diffusion introduced in the paper Delshams et al., Mem. Amer. Math. Soc. 2006, and…

动力系统 · 数学 2010-07-19 Amadeu Delshams , Gemma Huguet

For various values of n, d, and the phase space dimension, we construct simple examples of Hamiltonian and reversible systems possessing smooth d-parameter families of invariant n-tori carrying conditionally periodic motions. In the…

动力系统 · 数学 2020-05-12 Mikhail B. Sevryuk

The main motivation of this article is to derive sufficient conditions for dynamical stability of periodically driven quantum systems described by a Hamiltonian H(t), i.e., conditions under which it holds sup_{t in R} | (psi(t),H(t) psi(t))…

数学物理 · 物理学 2009-11-13 Pierre Duclos , Eric Soccorsi , Pavel Stovicek , Michel Vittot

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

机器学习 · 计算机科学 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

We prove that exists a Lindstedt series that holds when a Hamiltonian is driven by a perturbation going to infinity. This series appears to be dual to a standard Lindstedt series as it can be obtained by interchanging the role of the…

数学物理 · 物理学 2009-11-13 Marco Frasca

One approach to understand the chaotic dynamics of nonlinear dissipative systems is the study of non-chaotic yet dynamically unstable invariant solutions embedded in the system's chaotic attractor. The significance of zero-dimensional…

混沌动力学 · 物理学 2022-11-23 Jeremy P Parker , Tobias M Schneider

We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by…

概率论 · 数学 2015-10-15 Dmitry Ioffe , Senya Shlosman , Yvan Velenik

In this paper we provide an example of a class of two reaction-diffusion-ODE equations with homogeneous Neumann boundary conditions, in which Turing-type instability not only destabilizes constant steady states but also induces blow-up of…

偏微分方程分析 · 数学 2015-11-10 Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki , Jacek Zienkiewicz

We derive novel results on the ergodic theory of irreducible, aperiodic Markov chains. We show how to optimally steer the network flow to a stationary distribution over a finite or infinite time horizon. Optimality is with respect to an…

系统与控制 · 电气工程与系统科学 2021-02-26 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…

系统与控制 · 电气工程与系统科学 2022-02-25 Shenyu Liu

We develop an Optimal Transportation Meshfree (OTM) particle method for advection-diffusion in which the concentration or density of the diffusive species is approximated by Dirac measures. We resort to an incremental variational principle…

数值分析 · 数学 2017-03-08 Livio Fedeli , Anna Pandolfi , Michael Ortiz

In this paper, we study small perturbations of a class of non-convex integrable Hamiltonians with two degrees of freedom, and we prove a result of diffusion for an open and dense set of perturbations, with an optimal time of diffusion which…

动力系统 · 数学 2013-11-11 Abed Bounemoura , Vadim Kaloshin

Pattern formation in reaction-diffusion systems where the diffusion terms correspond to a Sturm-Liouville problem are studied. These correspond to a problem where the diffusion coefficient depends on the spatial variable: $\nabla \cdot…

斑图形成与孤子 · 物理学 2022-11-28 E. A. Calderón-Barreto , J. L. Aragón

To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions we have suggested the time-averaged mean squared displacement (MSD) $\bar{\delta^2 (\tau)}_\tau$ with a integral…

统计力学 · 物理学 2015-06-11 Hyun-Joo Kim

In this paper, we prove the power-law in time upper bound for the diffusion of a 1D discrete nonlinear Anderson model. We remove completely the decaying condition restricted on the nonlinearity of Bourgain-Wang (Ann. of Math. Stud. 163:…

动力系统 · 数学 2023-03-07 Hongzi Cong , Yunfeng Shi

Drift diffusion models (DDMs) have found widespread use in computational neuroscience and other fields. They model evidence accumulation in simple decision tasks as a stochastic process drifting towards a decision barrier. In models where…

统计方法学 · 统计学 2025-12-12 Sicheng Liu , Alexander Fengler , Michael J. Frank , Matthew T. Harrison