Related papers: Horizontal diffusion in $C^1$ path space
An extrinsic representation of a Ricci flow on a differentiable n-manifold M is a family of submanifolds S(t), each smoothly embedded in R^{n+k}, evolving as a function of time t such that the metrics induced on the submanifolds S(t) by the…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
In the study of 1D nonlinear Hamiltonian lattices, the conserved quantities play an important role in determining the actual behavior of heat conduction. Besides the total energy, total momentum and total stretch could also be conserved…
In this paper, we investigate $V$-harmonic heat flows from complete Riemannian manifolds with nonnegative Bakry-Emery Ricci curvature to complete Riemannian manifolds with sectional curvature bounded above. We give a gradient estimate of…
We compute the effective diffusion coefficient of a Brownian particle in a piece-wise linear periodic potential and subject of spatially inhomogeneous temperature, otherwise known as the B{\"u}ttiker-Landauer motor. We obtain analytical…
This article grew out of the urge to realize explicit examples of solutions for the Ricci flow as families of isometrically embedded submanifolds, together with its Gromov-Hausdorff collapses. To this aim, we consider the Ricci flow of…
A number of equations is deduced which describe propagation of excitations along $n$-dimensional surfaces in $R^N$. Usual excitations in wave theory propagate along 1-dimensional trajectories. The role of the medium of propagation of…
We study the Ricci flow of initial metrics which are C^0-perturbations of the hyperbolic metric on H^n. If the perturbation is bounded in the L^2-sense, and small enough in the C^0-sense, then we show the following: In dimensions four and…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
Given a real valued function having a nondegenerate compact manifold of critical points, some of these points survive under small $C^2$ perturbations. This is a well-known result in critical point theory. In 1986 Weinstein obtained the…
The paper considers a manifold $M$ evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on $M$. Among other results, we prove Li-Yau-type inequalities in this context. We…
We present a framework for modeling complex, high-dimensional distributions on convex polytopes by leveraging recent advances in discrete and continuous normalizing flows on Riemannian manifolds. We show that any full-dimensional polytope…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
A coupling by reflection of a time-inhomogeneous diffusion process on a manifold are studied. The condition we assume is a natural time-inhomogeneous extension of lower Ricci curvature bounds. In particular, it includes the case of backward…
Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…