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The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields…

概率论 · 数学 2007-05-23 Denis Bell

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

概率论 · 数学 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…

偏微分方程分析 · 数学 2026-05-13 Lutz Recke

We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…

偏微分方程分析 · 数学 2025-04-09 Stefano Biagi , Dario Daniele Monticelli , Fabio Punzo

We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…

概率论 · 数学 2016-10-12 Paolo Pigato

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…

概率论 · 数学 2016-07-19 Vlad Bally , Lucia Caramellino , Paolo Pigato

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

概率论 · 数学 2016-02-09 Oxana Manita

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…

概率论 · 数学 2007-05-23 Andrea Posilicano , Stefania Ugolini

Particle diffusion in a two dimensional curved surface embedded in $R_3$ is considered. In addition to the usual diffusion flow, we find a new flow with an explicit curvature dependence. New diffusion equation is obtained in $\epsilon$…

生物物理 · 物理学 2015-05-14 Naohisa Ogawa

In this work, we prove the existence of a third embedded minimal hypersurface spanning a closed submanifold $\gamma$ contained in the boundary of a compact Riemannian manifold with convex boundary, when it is known a priori the existence of…

微分几何 · 数学 2018-02-14 Rafael Montezuma

We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…

概率论 · 数学 2012-02-23 Vlad Bally , Lucia Caramellino

We study inverse boundary problems for the advection diffusion equation on an admissible manifold, i.e. a compact Riemannian manifold with boundary of dimension $\ge 3$, which is conformally embedded in a product of the Euclidean real line…

偏微分方程分析 · 数学 2017-04-20 Katya Krupchyk , Gunther Uhlmann

Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…

概率论 · 数学 2026-01-14 Joris Bierkens , Frank van der Meulen , Moritz Schauer

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

概率论 · 数学 2012-10-15 Sergio Albeverio , Seiichiro Kusuoka

Sampling viable 3D structures (e.g., molecules and point clouds) with SE(3)-invariance using diffusion-based models proved promising in a variety of real-world applications, wherein SE(3)-invariant properties can be naturally characterized…

机器学习 · 计算机科学 2024-03-05 Zihan Zhou , Ruiying Liu , Jiachen Zheng , Xiaoxue Wang , Tianshu Yu

We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…

统计力学 · 物理学 2018-12-19 Raffaele Marino , Erik Aurell

We construct non-symmetric diffusion processes associated with Dirichlet forms consisting of uniformly elliptic forms and derivation operators with killing terms on RCD spaces by aid of non-smooth differential structures introduced by Gigli…

概率论 · 数学 2018-07-23 Kohei Suzuki

Diffusion models form an important class of generative models today, accounting for much of the state of the art in cutting edge AI research. While numerous extensions beyond image and video generation exist, few of such approaches address…

机器学习 · 计算机科学 2025-04-30 Hao Luan , See-Kiong Ng , Chun Kai Ling

The motion of a particle in the field of dispiration (due to a wedge disclination and a screw dislocation) is studied by path integration. By gauging $SO(2) \otimes T(1)$, first, we derive the metric, curvature, and torsion of the medium of…

数学物理 · 物理学 2012-02-03 Akira Inomata , Georg Junker , James Raynolds

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

概率论 · 数学 2016-03-22 Pierre Del Moral , Denis Villemonais
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