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In this paper, we consider non-diffusive variational problems with mixed boundary conditions and (distributional and weak) gradient constraints. The upper bound in the constraint is either a function or a Borel measure, leading to the state…

Optimization and Control · Mathematics 2021-06-25 Harbir Antil , Rafael Arndt , Carlos N. Rautenberg , Deepanshu Verma

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…

Probability · Mathematics 2016-02-23 John Karlsson , Jörg-Uwe Löbus

Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…

Machine Learning · Computer Science 2022-08-18 Chin-Wei Huang , Milad Aghajohari , Avishek Joey Bose , Prakash Panangaden , Aaron Courville

We study a Riemannian manifold equipped with a density which satisfies the Bakry--\'Emery Curvature-Dimension condition (combining a lower bound on its generalized Ricci curvature and an upper bound on its generalized dimension). We first…

Differential Geometry · Mathematics 2017-11-27 Alexander V. Kolesnikov , Emanuel Milman

The goal of this article is to study compact quasi-Einstein manifolds with boundary. We provide boundary estimates for compact quasi-Einstein manifolds simi\-lar to previous results obtained for static and $V$-static spaces. In addition, we…

Differential Geometry · Mathematics 2020-05-12 Rafael Diógenes , Tiago Gadelha

This is the second part of our study of the Inertial Manifolds for 1D systems of reaction-diffusion-advection equations initiated in \cite{KZI} and it is devoted to the case of periodic boundary conditions. It is shown that, in contrast to…

Analysis of PDEs · Mathematics 2017-03-01 Anna Kostianko , Sergey Zelik

In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…

Probability · Mathematics 2020-09-15 P. Balasubramaniam , T. Sathiyaraj , K. Priya

We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…

Probability · Mathematics 2022-04-28 Yun Li , Fuke Wu , Longjie Xie

In this paper, we develop the infinitesimal geometry of the limit spaces of compact Riemannian manifolds with boundary, where we assume lower bounds on the sectional curvatures of manifolds and boundaries and the second fundamental forms of…

Differential Geometry · Mathematics 2026-04-14 Takao Yamaguchi , Zhilang Zhang

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

Probability · Mathematics 2019-09-05 Rama Cont , Alexander Kalinin

We study the properties of quasi-distributions or Wigner measures in the context of noncommutative quantum mechanics. In particular, we obtain necessary and sufficient conditions for a phase-space function to be a noncommutative Wigner…

Mathematical Physics · Physics 2014-11-20 C. Bastos , N. C. Dias , J. N. Prata

This paper deals with the subject of infinitesimal variations of Euclidean submanifolds with arbitrary dimension and codimension. The main goal is to establish a Fundamental theorem for these geometric objects. Similar to the theory of…

Differential Geometry · Mathematics 2020-07-15 M. Dajczer , M. I. Jimenez

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent…

Probability · Mathematics 2025-12-30 Jiagang Ren , Hua Zhang

We prove explicit upper and lower bounds for the torsional rigidity of extrinsic domains of submanifolds P^m with controlled radial mean curvature in ambient Riemannian manifolds N^n with a pole p and with sectional curvatures bounded from…

Differential Geometry · Mathematics 2008-06-18 A. Hurtado , S. Markvorsen , V. Palmer

In this article, we establish a $L^1$ estimate for solutions to Poisson equation with mixed boundary condition, on complete noncompact manifolds with nonnegative Ricci curvature and compact manifolds with positive Ricci curvature…

Differential Geometry · Mathematics 2022-11-11 Haiqing Cheng , Tengfei Ma , Kui Wang

We analyze a modified version of the Coleman-Hepp model, that is able to take into account energy-exchange processes between the incoming particle and the linear array made up of $N$ spin-1/2 systems. We bring to light the presence of a…

Quantum Physics · Physics 2015-06-26 Raffaella Blasi , Hiromichi Nakazato , Mikio Namiki , Saverio Pascazio

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

We introduce a novel concept of coarse extrinsic curvature for Riemannian submanifolds, inspired by Ollivier's notion of coarse Ricci curvature. This curvature is derived from the Wasserstein 1-distance between probability measures…

Differential Geometry · Mathematics 2025-04-11 Marc Arnaudon , Xue-Mei Li , Benedikt Petko