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This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
We study the evolution of strictly mean-convex entire graphs over $R^n$ by Inverse Mean Curvature flow. First we establish the global existence of starshaped entire graphs with superlinear growth at infinity. The main result in this work…
The theory of constructing instantaneous equilibrium (ieq) transition under arbitrary time-dependent temperature and potential variation for a Brownian particle is developed. It is shown that it is essential to consider the underdamped…
We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
Let $N$ be a complete manifold with bounded geometry, such that $\sec_N\le -\sigma < 0$ for some positive constant $\sigma$. We investigate the mean curvature flow of the graphs of smooth length-decreasing maps $f:\mathbb{R}^m\to N$. In…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
Applying an upper bound estimate for small $L^{2}$ ball probability for fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev pseudo-norms of fBm.
The irreversible behavior of a highly confined non-Brownian suspension of spherical particles at low Reynolds number in a Newtonian fluid is studied experimentally and numerically. In experiment, the suspension is confined in a thin…
We show that the set of awesome homogeneous metrics on non-compact manifolds is Ricci flow invariant. Moreover, if the universal cover of such awesome homogeneous space is not contractible the Ricci flow has finite extinction time,…
In this paper, we study fully nonlinear curvature flows of noncompact spacelike hypersurfaces in Minkowski space. We prove that if the initial hypersurface satisfies certain conditions, then the flow exists for all time. Moreover, we show…
A result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to 0, of Brownian motion started at $x>0$…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the $0$-$1$ loss function and a constant cost of observation per unit of time for general prior…