Related papers: Wrapping Brownian motion and heat kernels I: compa…
We investigate the heat equation corresponding to the Bessel operators on a symmetric cone $\Omega=G/K$. These operators form a one-parameter family of elliptic self-adjoint second order differential operators and occur in the Lie algebra…
We develop a heat kernel method to compute the one-loop effective action for a general class of nonlinear electrodynamic (NLED) theories in four dimensional Minkowski spacetime. Working in the background field formalism, we extract the…
We introduce a class of non-commutative, complex, infinite-dimensional Heisenberg like Lie groups based on an abstract Wiener space. The holomorphic functions which are also square integrable with respect to a heat kernel measure $\mu$ on…
A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson' Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory,…
We establish an effective Markov theory for the rotational Brownian motion of hot nanobeads and nanorods. Compact analytical expressions for the effective temperature and friction are derived from the fluctuating hydrodynamic equations of…
Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…
Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…
We calculate the closed analytic form of the solution of heat kernel equation for the anisotropic generalizations of flat Laplacian. We consider a UV as well as UV/IR interpolating generalizations. In all cases, the result can be expressed…
The Euclidean space, obtained by the analytical continuation of time, to an imaginary time, is used to model thermal systems. In this work, it is taken a step further to systems with spatial thermal variation, by developing an equivalence…
We study the behavior of a subsystem (harmonic oscillator) in contact with a thermal reservoir (finite set of uncoupled harmonic oscillators). We exactly solve the eigenvalue problem and obtain the temporal evolution of the dynamical…
This paper provides explicit pointwise formulas for the heat kernel on compact metric measure spaces that belong to a $(\mathbb{N}\times\mathbb{N})$-parameter family of fractals which are regarded as projective limits of metric measure…
The Brownian motion of a light quantum particle in a heavy classical gas is theoretically described and a new expression for the friction coefficient is obtained for arbitrary temperature. At zero temperature it equals to the de Broglie…
We derive generalized Langevin equations for the translational and rotational motion of a heated Brownian particle from the fluctuating hydrodynamics of its non-isothermal solvent. The temperature gradient around the particle couples to the…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
The first two parts of this article surveys results related to the heat-kernel coherent states for a compact Lie group K. I begin by reviewing the definition of the coherent states, their resolution of the identity, and the associated…
We investigate a mean-field approach to a quantum brownian particle interacting with a quantum thermal bath at temperature $T$, and subjected to a non-linear potential. An exact, partially classical description of quantum brownian motion is…
In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…
In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…
The N-dimensional Cayley-Klein scheme allows the simultaneous description of $3^N$ geometries (symmetric orthogonal homogeneous spaces) by means of a set of Lie algebras depending on $N$ real parameters. We present here a quantum…