Related papers: Hitting hyperbolic half-space
We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…
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…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…
We study trajectories of d-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V can be associated to a field of traps whose centers location is given by a Poisson…
A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…
We study the nonequilibrium Keldysh Green's function for an N-orbital Anderson model at high bias voltages, extending a previous work, which for the case only with the spin degrees of freedom N=2, to arbitrary N. Our approach uses an…
In this paper, we investigate solutions of the hyperbolic Poisson equation $\Delta_{h}u(x)=\psi(x)$, where $\psi\in L^{\infty}(\mathbb{B}^{n}, \mathbb{R}^n)$ and \[ \Delta_{h}u(x)= (1-|x|^2)^2\Delta u(x)+2(n-2)(1-|x|^2)\sum_{i=1}^{n} x_{i}…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
An integro differential equation which is able to describe the evolution of a large class of dissipative models, is considered. By means of an equivalence, the focus shifts to the perturbed sine- Gordon equation that in superconductivity…
We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…
We consider the motion of a particle along the geodesic lines of the Poincar\`e half-plane. The particle is specularly reflected when it hits randomly-distributed obstacles that are assumed to be motionless. This is the hyperbolic version…
We investigate the "hot--spots" property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a…
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…
The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…