Related papers: Relationship between stochastic flows and connecti…
We present a fundamental classification of forces relevant in nonequilibrium structure formation under collective flow in Brownian many-body systems. The internal one-body force field is systematically split into contributions relevant for…
When a particle moves in a Newtonian flow at low Reynolds number, inertia is irrelevant and a linear relationship exists between velocities and forces. For incompressible flows, any force distribution $\mathbf{f}(\mathbf{r})$ acting in the…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
We discuss various analytical and geometrical aspects of the Levi form, which is associated with a CR manifold having any CR dimension and any CR codimension.
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order…
The famous Uniformization Theorem states that on closed Riemannian surfaces there always exists a metric of constant curvature for the Levi-Cevita connection. In this article we prove that an analogue of the uniformization theorem also…
We study Brownian motion and stochastic parallel transport on Perelman's almost Ricci flat manifold $\mathscr M=M\times \mathbb S^N\times I$, whose dimension depends on a parameter $N$ unbounded from above. We construct sequences of…
In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic $p$-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-)…
In this note we make use of some properties of vector fields on a manifold to give an alternate proof to [3] for the equivalence between connections and parallel transport on vector bundles over manifolds. Out of the proof will emerge a new…
We derive analytical expressions for the flow of Newtonian and power law fluids in elastic circularly-symmetric tubes based on a lubrication approximation where the flow velocity profile at each cross section is assumed to have its…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
We prove that, for a two-dimensional Riemannian manifold, the Ricci flow is obtained by a Wiener process.
Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…
This article summarizes the various ways one may use to construct the Skew Brownian motion, and shows their connections. Recent applications of this process in modelling and numerical simulation motivates this survey. This article ends with…
We describe a method to address efficiently problems of two-phase flow in the regime of low particle Reynolds number and negligible Brownian motion. One of the phases is an incompressible continuous fluid and the other a discrete…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…
Consider a manifold $M$ endowed locally with a pair of complementary distributions $\Delta^H \oplus \Delta^V=TM$ and let $\text{Diff}(\Delta^H, M)$ and $\text{Diff}(\Delta^V, M)$ be the corresponding Lie subgroups generated by vector fields…