相关论文: Self-Interacting Diffusions : Symmetric Interactio…

A self-interacting velocity jump process is introduced, which behaves in large time similarly to the corresponding self-interacting diffusion, namely the evolution of its normalized occupation measure approaches a deterministic flow.

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

We evaluate the self-diffusion and transport diffusion of interacting particles in a discrete geometry consisting of a linear chain of cavities, with interactions within a cavity described by a free-energy function. Exact analytical…

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

Four results associated with the diffuse-interface model (DIM) for contact lines are reported in this paper. First, a boundary condition is derived, which states that the fluid near a solid wall must have a certain density $\rho_{0}$…

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t)$ is a diffusion process satisfying the stochastic differential equation $dX_t=\sigma(t,X)dB_t+b(t,X)dt$, where $\sigma:[0,1]\times C([0,1],\R^n)\to \R^n\otimes…

Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the…

We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…

Dispersion interactions are usually derived assuming fixed internal spectra of the interacting quantum systems. Here, we relax this assumption and study how self-consistent electromagnetic backaction modifies van der Waals interactions when…

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

We provide a rather complete description of the results obtained so far on the nonlinear diffusion equation $u_t=\nabla\cdot (u^{m-1}\nabla (-\Delta)^{-s}u)$, which describes a flow through a porous medium driven by a nonlocal pressure. We…

Consider discrete time observations (X_{\ell\delta})_{1\leq \ell \leq n+1}$ of the process $X$ satisfying $dX_t= \sqrt{V_t} dB_t$, with $V_t$ a one-dimensional positive diffusion process independent of the Brownian motion $B$. For both the…

The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

Let $(M,g)$ be a compact Riemannian surface without boundary, $W^{1,2}(M)$ be the usual Sobolev space, $J: W^{1,2}(M)\rightarrow \mathbb{R}$ be the functional defined by $$J(u)=\frac{1}{2}\int_M|\nabla u|^2dv_g+8\pi \int_M…

This PhD thesis lays out algebraic and topological structures relevant for the study of probabilistic graphical models. Marginal estimation algorithms are introduced as diffusion equations of the form $\dot u = \delta \varphi$. They…

We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…