Related papers: Hitting half-spaces or spheres by the Ornstein-Uhl…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
In this paper we study the quantum brownian motion of a scalar point particle in the analog Friedman-Robertson-Walker spacetime in the presence of a disclination, in a condensed matter system. The analog spacetime is obtained as an…
The recently derived distributions for the scattering-matrix elements in quantum chaotic systems are not accessible in the majority of experiments, whereas the cross sections are. We analytically compute distributions for the off-diagonal…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
In this paper we study the linear and nonlinear Schr\"odinger equations associated with the Ornstein-Uhlenbeck (OU) operator endowed with the Gaussian measure. While classical Strichartz estimates are well-developed for the free…
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
In this work, we introduce and study nonlinear Schr\"odinger equations (NLS) with anisotropic dispersion, where the standard Laplacian acts on the Euclidean variable \(x \in \mathbb{R}^d\), and an Ornstein-Uhlenbeck ($\mathcal{OU}$)…
We investigate the transport feature of an inertial chiral active Ornstein-Uhlenbeck particle moving on a two-dimensional surface. Using both analytical approach and numerical simulations, we have exactly explored the transient and…
In this article, we consider numerical schemes for polynomial diffusions on the unit ball, which are solutions of stochastic differential equations with a diffusion coefficient of the form $\sqrt{1-|x|^{2}}$. We introduce a semi-implicit…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We derive a "Wannier-Hubbard" model consisting of an array of overlapping atomic orbitals interacting via a local Coulomb interaction. Transforming to an orthogonal Wannier basis set, the resulting Hamiltonian displays long range hopping…
The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set $G$. When $G$ is open, $F=G^c$ is…
The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…
Stochastic burst-like oscillations are common in physiological signals, yet there are few compact generative models that capture their transient structure. We propose a numerical-twin framework that represents transient narrowband activity…
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…
As the new-generation precision experiments such as MOLLER and P2 look for physics beyond Standard Model, it is becoming increasingly important to evaluate the higher-order electroweak radiative corrections to a sub-percent level of…
The definition for the Slater-type orbitals is generalized. Transformation between an orthonormal basis function and the Slater-type orbital with non-integer principal quantum numbers is investigated. Analytical expressions for the linear…
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…