Related papers: Non-explosion of diffusion processes on manifolds …

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

The exact analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape were derived by us in [J. Chem. Phys. 142, 214902 (2015) and 144,…

We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…

Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the Brownian motions on this family. We provide a class of…

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…

In this paper, we study the Ricci flow on a closed manifold and finite time interval $[0,T)~(T < \infty)$ on which certain integral curvature energies are finite. We prove that in dimension four, such flow converges to a smooth Riemannian…

Consider two unit balls in a $d$-dimensional flat torus with edge length $r$, for $d\geq 2$. The balls do not move by themselves but they are pushed by a Brownian motion. The balls never intersect---they reflect if they touch. It is proved…

We resolve the long-standing problem of elucidating the cutoff phenomenon for a vast and important class of Markov processes, namely Markov diffusions with non-negative Bakry-\'Emery curvature. More precisely, we prove that any sequence of…

We study the blow-up question for the diffusion equation involving a nonlocal derivative in time defined by convolution with a nonnegative and nonincreasing kernel, and a nonlocal operator in space driven by a nonnegative radial L\'evy…

We consider smooth solutions (M,g(t)), 0 <= t <T, to Ricci flow on compact, connected, four dimensional manifolds without boundary. We assume that the scalar curvature is bounded uniformly, and that T is finite. In this case, we show that…

We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…

Basing on main principles of statistical mechanics only, an exact virial expansion for path probability distribution of molecular Brownian particle in a fluid is derived which connects response of the distribution to perturbations of the…

A microscopic theory of molecular motion in classical monatomic liquids, proposed by Glass and Rice [Phy. Rev. 176, 239 (1968)], is revisited and extended to incorporate the dynamic friction in the Brownian description of the atomic…

In this paper we study $n$-dimensional Ricci flows $(M^n,g(t))_{t\in [0,T)},$ where $T< \infty$ is a potentially singular time, and for which the spatial $L^p$ norm, $p>\frac n 2$, of the scalar curvature is uniformly bounded on $[0,T).$ In…

We consider Ricci flow of complete Riemannian manifolds which have bounded non-negative curvature operator, non-zero asymptotic volume ratio and no boundary. We prove scale invariant estimates for these solutions. Using these estimates, we…

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

We consider a partial data inverse problem for a time-dependent convection-diffusion equation on an admissible manifold. We prove that the time-dependent convection term and time-dependent density can be recovered uniquely modulo a known…

This is a continuation of the research in [16]. Let $(\overline{M},g_{-1})$ be a closed geodesic $r_0$-ball in the hyperbolic space $(\mathbb{H}^n,g_{-1})$. Let $m\neq1$ be a positive constant. In this paper, we show that for $n\geq3$,…