Related papers: Wrapping Brownian motion and heat kernels I: compa…
We investigate the fractional Hardy-H\'enon equation with fractional Brownian noise $$ \partial_tu(t)+(-\Delta)^{\theta/2} u(t)=|x|^{-\gamma} |u(t)|^{p-1}u(t)+\mu \, \partial_t B^H(t), $$ where $\theta>0$, $p>1$, $\gamma\geq 0$, $\mu…
Brownian motion of a heavy charged particle at zero and small (but finite) temperature is studied in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by…
We present analytical methods to calculate the magnetic response of non-interacting electrons constrained to a domain with boundaries and submitted to a uniform magnetic field. Two different methods of calculation are considered - one…
The aim of this paper is threefold. First, we obtain the precise bounds for the heat kernel on isotropic Heisenberg groups by using well-known results in the three dimensional case. Second, we study the asymptotic estimates at infinity for…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…
In this note, we concentrate on the sub-Laplace on the nilpotent Lie group of rank two, which is the infinitesimal generator of the diffusion generated by $n$ Brownian motions and their $\frac{n(n-1)}2$ L\'evy area processes, which is the…
The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…
We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a…
Let $d\geq 1$ and $\alpha \in (0, 2)$. Consider the following non-local and non-symmetric L\'evy-type operator on $\mR^d$: $$ \sL^\kappa_{\alpha}f(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{\kappa(x,z)}{|z|^{d+\alpha}} \dif z, $$ where…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
Combinatorial formulas for the moments of the Brownian motion on classical compact Lie groups are obtained. These expressions are deformations of formulas of B. Collins and P. \'Sniady for moments of the Haar measure and yield a proof of…
I discuss the trace of a heat kernel Tr[e^(-tA)] for compact fuzzy spaces. In continuum theory its asymptotic expansion for t -> +0 provides geometric quantities, and therefore may be used to extract effective geometric quantities for fuzzy…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
The heat kernel method is extended to the case of finite temperature. Special emphasis is given to the study of gauge theories. Due to the compactness of space in the Euclidean time direction (inverse temperature) the field strength cannot…
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag pole, we construct a Brownian motion on it and study how…
In this paper, we establish a parabolic Harnack inequality for positive solutions of the $\phi$-heat equation and prove Gaussian upper and lower bounds for the $\phi$-heat kernel on weighted Riemannian manifolds under lower $N$-Ricci…
The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…
In this article, the second of three, we discuss and develop the basis of a Weyl quantisation for compact Lie groups aiming at loop quantum gravity-type models. This Weyl quantisation may serve as the main mathematical tool to implement the…
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the…