Related papers: Non-explosion of diffusion processes on manifolds …
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…
We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic…
This note corrects a mistake in the original book in the evolution equations of total curvature for the curve-shrinking flow in an ambient Ricci Flow. The resulting upper bound for the evolution of total curvature is an exponential bound in…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…
Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…
In this paper, time-dependent dynamical systems given by sequences of maps are studied. For systems built from expanding C^2-maps on a compact Riemannian manifold M with uniform bounds on expansion factors and derivatives, we provide…
Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…
In this paper we prove that there is no $\kappa$-solution of Ricci flow on 3-dimensional noncompact manifold with strictly positive sectional curvature and blow up at some finite time $T$ satisfying $\int^T_0 \sqrt{T-t} R(p_0,t)dt< \infty$…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
Standard diffusion equation is based on Brownian motion of the dispersing species without considering persistence in the movement of the individuals. This description allows for the instantaneous spreading of the transported species over an…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…
In this paper, we present extensions of the classical Bonnet-Myers theorem for Riemannian manifolds with nonnegative Ricci curvature. Our results provide criteria for compactness and a method for estimating the diameter of such manifolds…
We study blow-ups around fixed points at Type I singularities of the Ricci flow on closed manifolds using Perelman's W-functional. First, we give an alternative proof of the result obtained by Naber and Enders-M\"{u}ller-Topping that…
We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet…
We introduce a class of time dependent random fields on compact Riemannian monifolds. These are represented by time-changed Brownian motions. These processes are time-changed diffusion, or the stochastic solution to the equation involving…
We study a model of diffusion in a brownian potential. This model was firstly introduced by T. Brox (1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its…
We consider the entropy of the solution to the heat equation on a Riemannian manifold. When the manifold is compact, we provide two estimates on the rate of change of the entropy in terms of the lower bound on the Ricci curvature and the…