Related papers: Onsager-Machlup functional for uniformly elliptic …

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83--109] prove an extension of It\^{o}'s formula for $F(X_t,t)$, where $F(x,t)$ has a locally square-integrable derivative in $x$ that satisfies a mild continuity condition in $t$ and…

The Ricci iteration is a discrete analogue of the Ricci flow. We give the first study of the Ricci iteration on a class of Riemannian manifolds that are not K\"ahler. The Ricci iteration in the non-K\"ahler setting exhibits new phenomena.…

Onsager's phenomenological equations successfully describe irreversible thermodynamic processes. They assume a symmetric coupling matrix between thermodynamic fluxes and forces. It is easily shown that the antisymmetric part of a coupling…

In this article, we consider the solution to elliptic diffusion problems on a class of random domains obtained by log-Gaussian random homothety of the unit disk respectively an annulus. We model the problem under consideration and verify…

We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…

In this work we connect two notions: That of the nonparametric mode of a probability measure, defined by asymptotic small ball probabilities, and that of the Onsager-Machlup functional, a generalized density also defined via asymptotic…

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

We prove logarithm laws for unipotent flows on non-compact finite-volume hyperbolic manifolds. Our method depends on the estimate of norms of certain incomplete Eisenstein series.

We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…

We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…

This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…

Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

In this paper, we prove a central limit theorem for inhomogeneous Diophantine approximation with a fixed shift, provided the shift is non-Liouville. This generalizes earlier work of Dolgopyat, Fayad, and Vinogradov~\cite{DFV}. This is…

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…