Related papers: Non-explosion of diffusion processes on manifolds …
The method proposed by Inomata and his collaborators allows us to transform a damped Caldiroli-Kanai oscillator with time-dependent frequency to one with constant frequency and no friction by redefining the time variable, obtained by…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
The results of this paper build upon those first obtained by Sznitman and Zeitouni in [11]. We establish, for spacial dimensions greater than two, the existence of a unique invariant measure for isotropic diffusions in random environment…
We prove short time existence for the Ricci flow on open manifolds of nonnegative complex sectional curvature. We do not require upper curvature bounds. By considering the doubling of convex sets contained in a Cheeger-Gromoll convex…
In this paper, we will study the existence of finite time singularity to harmonic heat flow and their formation patterns. After works of Coron-Ghidaglia, Ding and Chen-Ding, one knows blow-up solutions under smallness of initial energy for…
We study $n$-dimensional Ricci flows with non-negative Ricci curvature where the curvature is pointwise controlled by the scalar curvature and bounded by $C/t$, starting at metric cones which are Reifenberg outside the tip. We show that any…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
We prove that the Ricci flow g(t) starting at any metric on the euclidean space that is invariant by a transitive nilpotent Lie group N, can be obtained by solving an ODE for a curve of nilpotent Lie brackets. By using that this ODE is the…
We construct a theory for the 1+1-dimensional Brownian motion in a viscous medium, which is (i) consistent with Einstein's theory of special relativity, and (ii) reduces to the standard Brownian motion in the Newtonian limit case. In the…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…
Generalizing Brownian motion (BM), fractional Brownian motion (FBM) is a paradigmatic selfsimilar model for anomalous diffusion. Specifically, varying its Hurst exponent, FBM spans: sub-diffusion, regular diffusion, and super-diffusion. As…
Let $(M,g_0)$ be a compact $n$-dimensional Riemannian manifold with a finite number of singular points, where the metric is asymptotic to a non-negatively curved cone over $(\mathbb{S}^{n-1},g)$. We show that there exists a smooth Ricci…
We consider the normalized Ricci flow evolving from an initial metric which is conformally compactifiable and asymptotically hyperbolic. We show that there is a unique evolving metric which remains in this class, and that the flow exists up…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
We consider Brownian motion in a circular disk $\Omega$, whose boundary $\p\Omega$ is reflecting, except for a small arc, $\p\Omega_a$, which is absorbing. As $\epsilon=|\partial \Omega_a|/|\partial \Omega|$ decreases to zero the mean time…
Consider a discrete time Markov process $X^\epsilon$ on $\mathbf R^d$ that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $\epsilon^2$. We study the behavior of the asymptotic…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…